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

Student: Tatiana Burantceva

Supervisor: Nikolay Pilnik

Faculty: Faculty of Economic Sciences

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)

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