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Modelling of Banking System in Russia with allowances for Interbank Lending Market

Student: Vladislav Savelev

Supervisor: Nikolay Pilnik

Faculty: Faculty of Economic Sciences

Educational Programme: Economics (Bachelor)

Year of Graduation: 2016

During periods of economic crisis most of macroeconomic agents change their usual behavior which is also true for banking system. Moreover, the current situation in Russian banking system becomes even worse taking into account the sanctions that limit international capital flows as well as the tightened control of the Central Bank of Russia. Therefore, the objective of this project is the construction of an instrument which will be able to estimate and forecast the main components of the banking system such as interbank loans and deposits. To achieve this aim a model that can simulate the dynamics of interbank loans and deposits to a high precision was constructed as these aggregates are ones of the most important in overcoming the crisis and stabilizing the situation in the banking system.

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