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Analyzing the financial stability of commercial banks based on relationships between profits and risks

Gospodarchuk G.G. Temporarily unemployed, Nizhny Novgorod, Russian Federation ( sergeyg1@yandex.ru )

Gospodarchuk S.A. Temporarily unemployed, Nizhny Novgorod, Russian Federation ( sergeyg1@yandex.ru )

Journal: Economic Analysis: Theory and Practice, #11, 2017

Importance The article investigates problems related to quantitative and qualitative assessment of financial stability of banks.
Objectives The purpose is to underpin the necessity and expediency of using the profit and risk indicators in the analysis of commercial banks' financial stability.
Methods The study rests on the analysis of methodological approaches and methods for evaluation of banks' financial soundness, methods for assessing banking risks by international financial organizations and central banks. The study also includes the analysis of financial statements presented by commercial banks, created time series with information on the level of profitability of banks and aggregated banking risks.
Results We offer a methodology to calculate the profit/risk indicator (PR) enabling a quantitative assessment of financial stability of a bank; present a simplified method to evaluate aggregate banking risks based on published financial statements, and an evaluation scale for qualitative characteristics of financial stability. The paper provides quantitative and qualitative evaluation of financial stability of the analyzed banks, and reveals trends in the financial stability of banks under investigation.
Conclusions The PR indicator can be used by the Bank of Russia in the assessment of financial strength of banks as an indicator of the risk management quality. Evaluation of financial stability based on the PR indicator may be useful for minority shareholders and external users, for instance, rating agencies, analytical centers, and potential investors of banks.


Analysis of financial stability in the context of the Bank of Russia monetary policy

Gospodarchuk G.G. Temporary unemployed, Nizhny Novgorod, Russian Federation ( sergeyg1@yandex.ru )

Gospodarchuk S.A. Temporary unemployed, Nizhny Novgorod, Russian Federation ( sergeyg1@yandex.ru )

Journal: Economic Analysis: Theory and Practice, #7, 2017

Subject The article examines the indicators recommended and used to assess financial stability at the macroeconomic level.
Objectives The purpose of the study is to develop a new indicator of financial stability, considering the modern objectives of the monetary policy that include financial stability, and the revealed shortcomings in the methodological tools for its evaluation.
Methods The study draws on the review of different views on the role of monetary policy of central banks in preventing financial crises and ensuring economic growth, and includes an analysis of time series with information on interest rates and inflation in various markets and data on real GDP growth.
Results We created an indicator of macroeconomic financial stability in the form of index of changes in real interest rates of debt financial instruments (Financial Stability Index, FSI) to quantify the level of financial stability in the country. For qualitative assessment of financial stability, an estimation scale has been developed that includes three options for qualitative characteristics of financial stability. Based on the FSI and the estimation scale, we analyzed the financial stability of the Russian Federation for the period from January 2014 to October 2016. The paper shows the relationship between the financial stability index and economic growth and unveils factors that have the greatest impact on financial stability in the analyzed period.
Conclusions The proposed methodological tools will allow the Bank of Russia to quantify the strategic goal of financial stability and exercise timely control over its achievement.


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