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Matematicheskoe modelirovanie, 2024, Volume 36, Number 2, Pages 53–76
DOI: https://doi.org/10.20948/mm-2024-02-04 (Mi mm4531) 		 
The model of the Russian banking system with the breakdown of main actives and passives indicators by duration

N. P. Pilnik, S. A. Radionov

Financial Research Institute of the Ministry of Finance of the Russian Federation
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DOI: https://doi.org/10.20948/mm-2024-02-04
Abstract: In this article we propose the new version of the model of the Russian banking system, which describes the wide set of indicators. Compared to the previous version of the model, we add the breakdown of volumes of loans and deposits of firms and households in rubles by duration. We show that the model reproduces the wide set of banking sector indicators with high quality, outperforming the econometric analogues for the most part of the variables.
Keywords: dynamic models, optimality principle, bank model.
Funding agency Grant number
Russian Science Foundation 21-18-00482
Received: 25.05.2023
Revised: 02.10.2023
Accepted: 16.10.2023
English version:
Mathematical Models and Computer Simulations, 2024, Volume 16, Issue 4, Pages 557–571
DOI: https://doi.org/10.1134/S2070048224700224
Document Type: Article
Language: Russian
Citation: N. P. Pilnik, S. A. Radionov, “The model of the Russian banking system with the breakdown of main actives and passives indicators by duration”, Matem. Mod., 36:2 (2024), 53–76; Math. Models Comput. Simul., 16:4 (2024), 557–571
Citation in format AMSBIB
\Bibitem{PilRad24}
\by N.~P.~Pilnik, S.~A.~Radionov
\paper The model of the Russian banking system with the breakdown of main actives and passives indicators by duration
\jour Matem. Mod.
\yr 2024
\vol 36
\issue 2
\pages 53--76
\mathnet{http://mi.mathnet.ru/mm4531}
\crossref{https://doi.org/10.20948/mm-2024-02-04}
\transl
\jour Math. Models Comput. Simul.
\yr 2024
\vol 16
\issue 4
\pages 557--571
\crossref{https://doi.org/10.1134/S2070048224700224}
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