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Features of Assigning a Spread for Unallocated Metal Accounts by Various Types of Banks

ФИО студента: Tatiana Deviatkova

Руководитель: Elena V. Rozhentsova

Кампус/факультет: Faculty of Economics, Management, and Business Informatics

Программа: Finance (Master)

Год защиты: 2020

In this paper, the features of establishing a spread by Russian commercial banks are investigated on the unallocated accounts depending on the type of bank. Due to the economic and political instability in the world, investments in precious metals are becoming a worthy alternative for many investors. The paper considers data on 13 banks from October 2017 to April 2020. The study uses panel data, and harnessing the statistical software package «STATA» fixed effects models and pooled regressions are built for each precious metal. To divide banks into types is used a dummy-variable share of state participation. The impact of short-term and long-term volatility and financial indicators of banks are also considered. The study revealed the influence of the type of bank on the spread. Significant for all models were the long-term volatility and the share of state participation, assets and the share of profit were significant only in some models.

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