Stress-testing Russian Banking System: Will Banks Need Government Assistance Again?
Anna Pestova and
Mikhail Mamonov ()
VOPROSY ECONOMIKI, 2010, vol. 4
The article analyzes factors that affect growth of the share of non-performing loans in the loan portfolio of Russian banks and proposes approaches for this share forecasting on the basis of dynamics of macroeconomic indicators. It also deals with methodological issues of remote stress-test of lending agencies. Using the results of conducted stress-test of Russian banks the authors assess their perspective capital needs in 2010 and estimate the share of government assistance in capital injections. Furthermore, the authors define the scale of vulnerable banks groups in the Russian banking sector.
References: Add references at CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:nos:voprec:2010-04-4
Access Statistics for this article
More articles in VOPROSY ECONOMIKI from N.P. Redaktsiya zhurnala "Voprosy Economiki"
Bibliographic data for series maintained by Sergei Parinov ().