The Develoment of a Model for Predicting Optimal Bank Liquidity by Analyzing the Structural Discrepancy of Balance

This work was aimed at analyzing and calculating the index of structural non-conformity of balance by the criterion of liquidity. In analyzing and building the model, we relied on two main sources, namely, the model developed in 2006 by the American economists Berger and Bowman, as well as its version adapted for Russian data. Two models were taken intentionally, calculations were carried out on them in order to be convinced of the existing differences and that the adapted model more closely matches Russian reality. A theoretical model was tested on data from the Russian banking sector. A data sample was determined, which includes information on both healthy banks and licensed banks. Fully analyzed data on banks with a revoked license, as well as highlighted the main reasons for license revocation. The final stage of the work was the creation of an integrated liquidity assessment model, as well as the creation of the possibility of simulating the desired profitability parameters for a particular commercial bank. In the process of forecasting, testing and approbation of the model, high predictive ability was achieved.