Dynamic Analysis of the Behavioural Patterns of the Largest Commercial Banks in the Russian Federation

Fuad Aleskerov, Veronika Belousova, M. Serdyuk () and Vasily Solodkov ()

ICER Working Papers - Applied Mathematics Series from ICER - International Centre for Economic Research

Abstract: This paper presents a pattern behavio ral analysis of 100 largest Russian commercial banks by total assets during an eight- year period: from the first quarter of 1999 to the second quarter of 2007. Bank performance indicators are analyzed. Structural similarities in the development of the banks are examined. A cluster analysis is applied to determine banks with a similar structure of operations. This analysis allows to estimate how the structure of the Russian banking system has been changing over time. In particular, it allows to identify prevailing patterns in the behavior of Russian commercial banks and to analyze the stability of their position in a particular pattern.

Keywords: Bank; dynamic pattern analysis; cluster analysis (search for similar items in EconPapers)
JEL-codes: C61 G21 O16 (search for similar items in EconPapers)
Pages: 18 pages
Date: 2008-06
New Economics Papers: this item is included in nep-ban and nep-tra
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:icr:wpmath:12-2008

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