Suchkova E.O.National Research University "Higher School of Economics", Nizhny Novgorod, Russian Federation esychkova@hse.ru
Zdorova N.V.National Research University "Higher School of Economics", Nizhny Novgorod, Russian Federation nzdorova@mail.ru
The article analyzes an approach to identifying systemically important credit institutions in the Russian banking sector. The authors analyze the impact of bank performance indicators on the level of contribution to the systemic risk using econometric techniques. The analysis results identify relevant criteria of systemic importance of banks as a major source of systemic risks.
Keywords: systemically important banks, systemic liquidity risk, criteria, banking system
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