Dynamic pattern-analysis of the behavior of Russian banks in the period 2017-2021

K. Surova, F. Aleskerov, V. Solodkov, M. Sukhov and D. Chubarova
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K. Surova: International Centre of Decision Choice and Analysis, Moscow, Russia
F. Aleskerov: HSE University, Moscow, Russia
V. Solodkov: HSE University, Moscow, Russia
M. Sukhov: Analytical Credit Rating Agency (ACRA), Moscow, Russia
D. Chubarova: International Centre of Decision Choice and Analysis, Moscow, Russia

Journal of the New Economic Association, 2025, vol. 66, issue 1, 76-96

Abstract: The models of behavior of Russian banks in the period before and during the coronavirus pandemic are studied. The time series of indicators according to the CAMEL model in the period 2017-2021 are investigated. As a result of clustering, bank patterns are identified that are identic in characteristics of objects. This approach makes possible to assess the degree of heterogeneity in the development of the banking sector, as well as to identify trends in its development. The analysis of the largest patterns determining the behavioral patterns of banks in the period before and during the pandemic is carried out, for each bank in the sample, the main pattern of behavior for the entire period under consideration is highlighted. A dynamic analysis was carried out to reveal the degree of stability of banks in choosing a business model. The banks that changed the main pattern after the outbreak of the pandemic were identified, that made it possible to comprehensively assess the volatility of the banking system during the financial shock. The dynamics of indicators of the most unstable financial organizations is analyzed.

Keywords: CAMEL model; pattern; pattern analysis; stability of the banking system; dynamic analysis; volatility of the banking system (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:nea:journl:y:2025:i:66:p:76-96

DOI: 10.31737/22212264_2025_1_76-96

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