Geodesic
The model of the Russian banking system with the breakdown of main actives and passives indicators by duration
Matematičeskoe modelirovanie, Tome 36 (2024) no. 2, pp. 53-76

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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. 
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     author = {N. P. Pilnik and S. A. Radionov},
     title = {The model of the {Russian} banking system with the breakdown of main actives and passives indicators by duration},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {53--76},
     publisher = {mathdoc},
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     number = {2},
     year = {2024},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_2024_36_2_a3/}
}
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N. P. Pilnik; S. A. Radionov. The model of the Russian banking system with the breakdown of main actives and passives indicators by duration. Matematičeskoe modelirovanie, Tome 36 (2024) no. 2, pp. 53-76. http://geodesic.mathdoc.fr/item/MM_2024_36_2_a3/