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Sustainability of Russian Banks in 2007-2009

Author

Listed:
  • Sergey Drobyshevsky

    (Gaidar Institute for Economic Policy)

  • Andrey Zubarev

    (Gaidar Institute for Economic Policy)

Abstract

The present work addresses the issue of identifying main factors, which determine the problems in certain Russian banks during 2008-2009 crisis. As in most such studies, this task is carried out by constructing a binary regression models estimated on the data from banker's books and macroeconomic statistics.

Suggested Citation

  • Sergey Drobyshevsky & Andrey Zubarev, 2011. "Sustainability of Russian Banks in 2007-2009," Research Paper Series, Gaidar Institute for Economic Policy, issue 155P.
    • Handle: RePEc:gai:rpaper:62
    as

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    File URL: http://www.iep.ru/files/RePEc/gai/rpaper/62Drobyshevsky.pdf
    File Function: Revised version, 2012
    Download Restriction: no
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    References listed on IDEAS

    as
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    2. Andrea Beltratti & René M. Stulz, 2009. "Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation," NBER Working Papers 15180, National Bureau of Economic Research, Inc.
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    4. Itay Goldstein & Ady Pauzner, 2005. "Demand–Deposit Contracts and the Probability of Bank Runs," Journal of Finance, American Finance Association, vol. 60(3), pages 1293-1327, June.
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    6. Kolari, James & Glennon, Dennis & Shin, Hwan & Caputo, Michele, 2002. "Predicting large US commercial bank failures," Journal of Economics and Business, Elsevier, vol. 54(4), pages 361-387.
    7. Thies, Clifford & Gerlowski, Daniel, 1993. "Bank Capital and Bank Failure, 1921–1932: Testing the White Hypothesis," The Journal of Economic History, Cambridge University Press, vol. 53(04), pages 908-914, December.
    8. Ennis, Huberto M. & Keister, Todd, 2010. "Banking panics and policy responses," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 404-419, May.
    9. Dinger, Valeriya, 2009. "Do foreign-owned banks affect banking system liquidity risk?," Journal of Comparative Economics, Elsevier, vol. 37(4), pages 647-657, December.
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    13. James Peck & Karl Shell, 2003. "Bank Portfolio Restrictions and Equilibrium Bank Runs," Levine's Bibliography 666156000000000077, UCLA Department of Economics.
    14. Chari, V V & Jagannathan, Ravi, 1988. " Banking Panics, Information, and Rational Expectations Equilibrium," Journal of Finance, American Finance Association, vol. 43(3), pages 749-761, July.
    15. James Peck & Karl Shell, 2003. "Equilibrium Bank Runs," Journal of Political Economy, University of Chicago Press, vol. 111(1), pages 103-123, February.
    16. Konstandina Natalia, 2006. "Probability of Bank Failure: The Russian Case," EERC Working Paper Series 06-01e, EERC Research Network, Russia and CIS.
    17. Styrin Konstantin, 2005. "X-inefficiency, Moral Hazard, and Bank Failures," EERC Working Paper Series 01-258e-2, EERC Research Network, Russia and CIS.
    18. Henrik Andersen, 2008. "Failure prediction of Norwegian banks: A Logit approach," Working Paper 2008/02, Norges Bank.
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    Cited by:

    1. Andrey Zubarev, 2013. "Russian Banking System: Stability Factors In the Wake of 2008-2009 Crisis," Working Papers 0049, Gaidar Institute for Economic Policy, revised 2013.

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    More about this item

    Keywords

    Russian Banks; Sustainability; macroeconomic; statistics;
    All these keywords.

    JEL classification:

    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • G01 - Financial Economics - - General - - - Financial Crises
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

    Statistics

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