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Zmiany efektywności banków w Rosji po wprowadzeniu międzynarodowych sankcji w 2014 r

Author

Listed:
  • Viktor Zavhorodniy

    (Uniwersytet Warszawski, Wydział Nauk Ekonomicznych)

  • Janusz Kudła

    (Uniwersytet Warszawski, Wydział Nauk Ekonomicznych)

Abstract

W artykule przeanalizowano zmiany efektywności banków w Rosji po wprowadzeniu sankcji gospodarczych w 2014 r. W tym celu wyodrębniono grupę banków bezpośrednio objętych sankcjami międzynarodowymi oraz grupę banków, które takimi sankcjami nie zostały objęte. Za pomocą metody DEA oraz indeksów Malmquista wyliczono efektywność banków z obu grup i jej dynamikę. Uzyskane wyniki wskazują, że średnia efektywność banków w Rosji uległa pogorszeniu w badanym okresie. Za podstawową przyczynę tego stanu rzeczy, potwierdzoną w panelowym modelu tobitowym, należy uznać spadek aktywności gospodarki rosyjskiej związany z obniżeniem się cen surowców energetycznych. Oddziaływanie międzynarodowych sankcji było ograniczone i najwyżej powodowało zmniejszenie różnic między efektywnością w bankach objętych i nieobjętych sankcjami.

Suggested Citation

  • Viktor Zavhorodniy & Janusz Kudła, 2017. "Zmiany efektywności banków w Rosji po wprowadzeniu międzynarodowych sankcji w 2014 r," Bank i Kredyt, Narodowy Bank Polski, vol. 48(1), pages 97-118.
    • Handle: RePEc:nbp:nbpbik:v:48:y:2017:i:1:p:97-118
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    References listed on IDEAS

    as
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    More about this item

    Keywords

    efektywność banków; DEA; indeks Malmquista; sankcje w Rosji;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
    • F51 - International Economics - - International Relations, National Security, and International Political Economy - - - International Conflicts; Negotiations; Sanctions

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