Modelling the Balance Structure of the Banking System of the Russian Federation

Student: Burantceva Tatiana

Educational Programme: Economics (Bachelor)

Final Grade: 9

Year of Graduation: 2019

The paper is devoted to the model of rational expectations of the banking system based on conducted econometric analysis of the movement of the main types of financial tools in the banking system: part of the found econometric ratios are used as constraints, and the remaining relations are clarified by the model. The research is conducted to the investigation and development of the existing aggregate model of Russian banking system with minimization of exogenous variables and with the implementation of new endogenous variables, such as a loan structure, into the optimization problem. The model can be used to quantitatively assess the response of the banking policy systems on various external restrictions and general state of the economy. Model can be used as a part of a general equilibrium of the Russian economy block.

Full text (added May 10, 2019)

Student Theses at HSE must be completed in accordance with the University Rules and regulations specified by each educational programme.

Summaries of all theses must be published and made freely available on the HSE website.

The full text of a thesis can be published in open access on the HSE website only if the authoring student (copyright holder) agrees, or, if the thesis was written by a team of students, if all the co-authors (copyright holders) agree. After a thesis is published on the HSE website, it obtains the status of an online publication.

Student theses are objects of copyright and their use is subject to limitations in accordance with the Russian Federation’s law on intellectual property.

In the event that a thesis is quoted or otherwise used, reference to the author’s name and the source of quotation is required.

Search all student theses