Development of Status Monitoring System of Non-bank Financial Institutions and Financial Markets of the Russian Federation
Mikhail Andreev (),
D. Larionova () and
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Mikhail Andreev: Russian Presidential Academy of National Economy and Public Administration (RANEPA)
D. Larionova: Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Working Papers from Russian Presidential Academy of National Economy and Public Administration
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)
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Persistent link: https://EconPapers.repec.org/RePEc:rnp:wpaper:546
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