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An Analysis of the Assets Distribution of Russian Banks

Author

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  • Andreev, Anton

Abstract

We show that the Russian banks assets distribution may be approximated by a combination of the lognormal and the Pare-to distributions with four parameters. It allows dividing the banks into two groups in a natural way and using the cha-racteristic function for obtaining a bank relative estimate according to its assets

Suggested Citation

  • Andreev, Anton, 2008. "An Analysis of the Assets Distribution of Russian Banks," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 10(2), pages 3-10.
  • Handle: RePEc:ris:apltrx:0129
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    File URL: http://pe.cemi.rssi.ru/pe_2008_2_3-10.pdf
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    References listed on IDEAS

    as
    1. Hubert P. Janicki & Edward Simpson Prescott, 2006. "Changes in the size distribution of U.S. banks: 1960-2005," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 291-316.
    2. Huberto M. Ennis, 2001. "On the size distribution of banks," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 1-25.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    banks; assets distribution;

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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