Sistemnye Riski V Kommercheskikh Bankakh

Issledovanie posvyashcheno probleme prognozirovaniya sistemnykh riskov v kommercheskikh bankakh na osnove izucheniya protsessov protekaniya finansovykh krizisov, v t.ch. mirovogo finansovogo krizisa 2008 g. Razrabotana adaptiruyushchayasya k izmenyayushchimsya usloviyam metodika prognozirovaniya narastaniya sistemnykh riskov na osnove makroekonomicheskikh pokazateley. Privedeny primery rascheta indikatora dlya bankovskogo sektora Rossiyskoy Federatsii s uchetom vliyaniya na nee ekonomiki SShA. Pri razrabotke indikatora za osnovu prinyat "signal'nyy" podkhod professora G. Kaminski iz Universiteta Vashingtona, dopolnennyy novymi pokazatelyami, v t.ch. pokazatelem, uchityvayushchem vozmozhnost' "zarazheniya" bankovskogo sektora krizisom. Takzhe v issledovanie vklyuchen bol'shoy blok statisticheskoy informatsii po ekonomikam Rossiyskoy Federatsii i SShA, po bankovskim sektoram Rossiyskoy Federatsii, SShA, Brazilii, Argentiny, Indii i Turtsii.