Standard

Буфер капитала российских банков и экономический цикл : оценка влияния. / Пустовалова, Татьяна Александровна; Светлов, Кирилл Владимирович.

в: РОССИЙСКИЙ ЖУРНАЛ МЕНЕДЖМЕНТА, Том 17, № 4, 07.02.2020, стр. 467–486.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Пустовалова, ТА & Светлов, КВ 2020, 'Буфер капитала российских банков и экономический цикл: оценка влияния', РОССИЙСКИЙ ЖУРНАЛ МЕНЕДЖМЕНТА, Том. 17, № 4, стр. 467–486. https://doi.org/10.21638/spbu18.2019.403

APA

Пустовалова, Т. А., & Светлов, К. В. (2020). Буфер капитала российских банков и экономический цикл: оценка влияния. РОССИЙСКИЙ ЖУРНАЛ МЕНЕДЖМЕНТА, 17(4), 467–486. https://doi.org/10.21638/spbu18.2019.403

Vancouver

Пустовалова ТА, Светлов КВ. Буфер капитала российских банков и экономический цикл: оценка влияния. РОССИЙСКИЙ ЖУРНАЛ МЕНЕДЖМЕНТА. 2020 Февр. 7;17(4):467–486. https://doi.org/10.21638/spbu18.2019.403

Author

Пустовалова, Татьяна Александровна ; Светлов, Кирилл Владимирович. / Буфер капитала российских банков и экономический цикл : оценка влияния. в: РОССИЙСКИЙ ЖУРНАЛ МЕНЕДЖМЕНТА. 2020 ; Том 17, № 4. стр. 467–486.

BibTeX

@article{6fde53084a3145f89eedaee1751bcf05,
title = "Буфер капитала российских банков и экономический цикл: оценка влияния",
abstract = "The article considers the relationship between the capital buffer and the stages of the economic cycle. The relevance of this research is determined by the fact that, according to the Basel III standards, the Central Bank of Russia has introduced the additional component of the capital adequacy standard, the countercyclical buffer. The countercyclical buffer is aimed at creating a special reserve, which is created during periods of economic growth and used to support bank's activities during recessions. The paper analyzes determinants of the capital buffer by constructing a panel regression based on the System GMM method using data from 48 Russian banks. The main result of the study was the confirmation of an inverse relationship between the size of the capital buffer and GDP growth rate for large and medium domestic banks. Besides, we consider the impact on the capital buffer size of such indicators as ROE, the share of non-performing loans in a bank's portfolio and the size of a loan portfolio itself.",
keywords = "Basel III, COSTS, CYCLICAL BEHAVIOR, PANEL-DATA, PERFORMANCE, capital adequacy, capital buffer, countercyclical capital buffer, economic cycle, РИНЦ, WoS",
author = "Пустовалова, {Татьяна Александровна} and Светлов, {Кирилл Владимирович}",
note = "Пустовалова, Т. А. Буфер капитала российских банков и экономический цикл: оценка влияния / Т. А. Пустовалова, К. В. Светлов // РОССИЙСКИЙ ЖУРНАЛ МЕНЕДЖМЕНТА. - 2020. - Т. 17, № 4. - С. 467-486.",
year = "2020",
month = feb,
day = "7",
doi = "10.21638/spbu18.2019.403",
language = "русский",
volume = "17",
pages = "467–486",
journal = "РОССИЙСКИЙ ЖУРНАЛ МЕНЕДЖМЕНТА",
issn = "1729-7427",
publisher = "Издательство Санкт-Петербургского университета",
number = "4",

}

RIS

TY - JOUR

T1 - Буфер капитала российских банков и экономический цикл

T2 - оценка влияния

AU - Пустовалова, Татьяна Александровна

AU - Светлов, Кирилл Владимирович

N1 - Пустовалова, Т. А. Буфер капитала российских банков и экономический цикл: оценка влияния / Т. А. Пустовалова, К. В. Светлов // РОССИЙСКИЙ ЖУРНАЛ МЕНЕДЖМЕНТА. - 2020. - Т. 17, № 4. - С. 467-486.

PY - 2020/2/7

Y1 - 2020/2/7

N2 - The article considers the relationship between the capital buffer and the stages of the economic cycle. The relevance of this research is determined by the fact that, according to the Basel III standards, the Central Bank of Russia has introduced the additional component of the capital adequacy standard, the countercyclical buffer. The countercyclical buffer is aimed at creating a special reserve, which is created during periods of economic growth and used to support bank's activities during recessions. The paper analyzes determinants of the capital buffer by constructing a panel regression based on the System GMM method using data from 48 Russian banks. The main result of the study was the confirmation of an inverse relationship between the size of the capital buffer and GDP growth rate for large and medium domestic banks. Besides, we consider the impact on the capital buffer size of such indicators as ROE, the share of non-performing loans in a bank's portfolio and the size of a loan portfolio itself.

AB - The article considers the relationship between the capital buffer and the stages of the economic cycle. The relevance of this research is determined by the fact that, according to the Basel III standards, the Central Bank of Russia has introduced the additional component of the capital adequacy standard, the countercyclical buffer. The countercyclical buffer is aimed at creating a special reserve, which is created during periods of economic growth and used to support bank's activities during recessions. The paper analyzes determinants of the capital buffer by constructing a panel regression based on the System GMM method using data from 48 Russian banks. The main result of the study was the confirmation of an inverse relationship between the size of the capital buffer and GDP growth rate for large and medium domestic banks. Besides, we consider the impact on the capital buffer size of such indicators as ROE, the share of non-performing loans in a bank's portfolio and the size of a loan portfolio itself.

KW - Basel III

KW - COSTS

KW - CYCLICAL BEHAVIOR

KW - PANEL-DATA

KW - PERFORMANCE

KW - capital adequacy

KW - capital buffer

KW - countercyclical capital buffer

KW - economic cycle

KW - РИНЦ

KW - WoS

UR - https://www.mendeley.com/catalogue/c6d8d9ee-c414-3469-87d7-1ba01bf0aaaf/

U2 - 10.21638/spbu18.2019.403

DO - 10.21638/spbu18.2019.403

M3 - статья

VL - 17

SP - 467

EP - 486

JO - РОССИЙСКИЙ ЖУРНАЛ МЕНЕДЖМЕНТА

JF - РОССИЙСКИЙ ЖУРНАЛ МЕНЕДЖМЕНТА

SN - 1729-7427

IS - 4

ER -

ID: 61122414