Development of Status Monitoring System of Non-bank Financial Institutions and Financial Markets of the Russian Federation

Разработка системы мониторинга состояния небанковских финансовых организаций и финансового рынка РФ

Andreev, Mikhail (Андреев, Михаил) (), Larionova, D. (Ларионова, Д.) () and Mikhail Khromov
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Andreev, Mikhail (Андреев, Михаил): Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Larionova, D. (Ларионова, Д.): Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Authors registered in the RePEc Author Service: Mikhail Yurievich Andreyev

Working Papers from Russian Presidential Academy of National Economy and Public Administration

Abstract: The object of study in this paper is the sector of non-bank financial institutions and financial markets of the Russian Federation. The authors proposed a multilevel system of synchronous indicators - indicators on which to judge the presence of the crisis on the 4 segments of the Russian financial market (stock, bond, cash, currency) and the existence of a crisis in the non-bank financial institutions - insurance companies, pension funds and management companies. For money market leading indicators are constructed. Improved methods of signal lights: LED signal flow tied to the local extreme point series. Calculated and analyzed delay intervals between rows of Russian statistics. The analysis of series of delay, firstly, justifies a typical sequence of crises in the Russian economy, and secondly, justifies the construction and predictive power of leading indicators. Based on the results established a system of monitoring of financial institutions and financial markets.

Keywords: non-bank financial institutions; financial markets; indicators; monitoring; Russia (search for similar items in EconPapers)
Pages: 60 pages
Date: 2016-04-06
New Economics Papers: this item is included in nep-cis and nep-tra
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