The Impact of Macroeconomic Factors on Capital Adequacy of the Russian Banking Sector in the Context of Countercyclical Banking Regulation

Olga Miroshnichenko () and Maria Vyshkovskaia
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Olga Miroshnichenko: Tyumen State University
Maria Vyshkovskaia: Citibank

Chapter Chapter 8 in Systemic Financial Risk, 2024, pp 195-215 from Springer

Abstract: Abstract This study aims to expand the existing literature on the identification of macroeconomic and socio-economic factors that can be used in predicting bank capital adequacy ratios. The study utilizes regression analysis. Empirical results suggest that there is a negative relation between household income per capita and bank’s capital adequacy ratios, which confirms the hypothesis of pro-cyclical lending. It is also shown that changes in household income affect both total capital and Tier 1 capital adequacy ratios, while the relation with “gap” indicators is not significant in any models.

Keywords: Banking capital; Capital adequacy; Banking sector financial stability; Emerging markets; Credit gap; G21 (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-54809-3_8

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DOI: 10.1007/978-3-031-54809-3_8

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