Assessment of the Situation in the Banking Sector

Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development. Moscow. IEP. 2020. No.11, pp. 3-11

9 Pages Posted: 10 Jul 2020

See all articles by Andrey Zubarev

Andrey Zubarev

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research; Gaidar Institute for Economic Policy

Kirill Shilov

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research

Date Written: June 17, 2020

Abstract

The purpose of this study is to analyze the current status of Russian banks on the basis of their monthly balance sheets and to assess a number of risks that may arise for Russian banks and the banking system as a whole. Our analysis is based on data entered into Reporting Form 101 ‘Trial Balance Sheet on the Accounting Records of a Credit Institution’ posted by the Bank of Russia on a monthly basis to its official website. The data aggregation of first-order accounts in Reporting Form 101 is consistent with the banking analytics methodology suggested at KUAP.RU.1 We studied separately the two main risks that the banking system is prone to be exposed to during a crisis period (past due debt growth risk and foreign exchange risk). Using a number of prerequisites, we plotted the scenario-based forecast movement of the performance indicators of individual banks through each of the two risk channels, and then summarized the results. Thus we obtained the quantitative estimates of capital losses for several biggest banks under that scenario.

Keywords: Russian Economy, Banking Sector

JEL Classification: G15, G21, G24, E44

Suggested Citation

Zubarev, Andrey and Shilov, Kirill, Assessment of the Situation in the Banking Sector (June 17, 2020). Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development. Moscow. IEP. 2020. No.11, pp. 3-11, Available at SSRN: https://ssrn.com/abstract=3629580

Andrey Zubarev (Contact Author)

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research ( email )

Russia

Gaidar Institute for Economic Policy ( email )

3-5 Gazetny Lane
Moscow, 125009
Russia

Kirill Shilov

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research ( email )

Russia

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