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Financial Analytics: Science and Experience
 

Test of scientific hypotheses about different bank liquidity sensitivity to change of its internal factors in the crisis conditions

Vol. 7, Iss. 19, MAY 2014

Available online: 11 May 2014

Subject Heading: BANK SECTOR

JEL Classification: 

Pages: 22-28

Tarasova G.M. Novosibirsk State University of Economics and Management, Novosibirsk, Russian Federation
bank1@nsuem.ru

Pika A.V. Novosibirsk State University of Economics and Management, Novosibirsk, Russian Federation
milavelor@rambler.ru

The article makes four scientific hypotheses about different bank liquidity sensitivity to change of its internal factors in the crisis conditions. The results of the tests of these hypotheses indicate that there is no "universal" tool for bank liquidity regulation. At the same time, the researchers in the course of the development of bank liquidity methods should give particular attention to two conceptual issues: the size of the bank's equity capital and the environmental conditions. The theoretical conclusions of this article make it possible to continue research in this area.

Keywords: commercial bank, bank liquidity, hypothesis, internal factor, crisis conditions

References:

  1. Godovoi otchet 2008. Bank Rossii. 2009. [Annual report 2008. Bank of Russia. 2009]. Available at: Link. (In Russ.)
  2. Krass M.S., Chuprynov B.P. Matematicheskie metody i modeli dlia magistrantov ekonomiki: ucheb. posobie [Mathematical methods and models for graduate students of Economics: a manual]. St. Petersburg, Piter Publ., 2012, 496 p.
  3. Orlova I.V., Polovnikov V.A. Ekonomiko-matematicheskie metody i modeli: komp'iuternoe modelirovanie: ucheb. posobie [Economical and mathematical methods and models: computer-aided modeling: a manual]. Moscow, Vuzovskiy uchebnik Publ., 2013, 366 p.
  4. Pika A.V. Teoreticheskie osnovy bankovskoi likvidnosti [Theoretical principles of bank liquidity]. Finansovaia analitika: problemy i resheniia – Financial analytics: science and experience, 2012, no. 48, pp. 47–53.
  5. Tarasova G.M. Sostoianie natsional'noi bankovskoi sistemy i mery po ee sovershenstvovaniiu [The state of the national banking system and measures to improve it]. Sibirskaia finansovaia shkola – Siberian financial school, 2012, no. 6, pp. 115–117.

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