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Research of Financial Sustainability of a Commercial Bank

Student: Kudelnikov Vladislav

Supervisor: Valentina V. Sofronova

Faculty: Faculty of Economics

Educational Programme: Economics (Bachelor)

Year of Graduation: 2018

The main aim of the graduation coursework is creation of the model for assessing financial sustainability of a commercial bank. To archive the aim, the work was divided into several main tasks: to characterize the commercial bank and the banking sector of the Russian Federation, to study the concept of financial stability of a commercial bank and the factors affecting financial stability, and to analyze Bank of Russia's current approach to the assessment of banks. Create the model for assessing financial sustainability of a commercial bank on the basis of this knowledge. In the course of the study in the theoretical part, the definition of a commercial bank and the modern banking system of Russia was studied. The groups of characteristics of capital, assets, liabilities, profitability, liquidity, sensitivity to risk, quality of bank management, which can be used to determine financial sustainability, were disclosed. Modern approaches to the definition of the concept of financial stability were studied. The approach of the Bank of Russia to the assessment of banks “Ordinance No. 4336-U of 3 April 2017 "On assessing the economic condition of banks"” was analyzed in detail. In the practical part of the work, based on the studied theoretical base and Bank of Russia's methodology, a new model for assessing the financial sustainability of a commercial bank was created. The new model bases on 17 quantitative indicators and reflects the factors of liquidity, capital, quality of the loan portfolio, profitability and assets. New method was tested on 16 modern commercial Russian banks. Part of the analyzed banks, in consequence of their activities, are on sanation. The cumulative and individual risk indicators of the model created reflect that sanitized banks are less financially sustainable than healthy banks. At the same time, there are possible ways to improve the created model of financial sustainability assessment.

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