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Прогнозирование финансовых показателей деятельности банков для обеспечения их стабильного развития // Forecasting the Financial Performanceof Banks to Ensure Their Stable Development

Author

Listed:
  • Svetlana Shchurina V.

    (Financial University)

  • Marina Vorobyeva A.

    (PricewaterhouseCoopers Audit JSC)

  • С. Щурина В.

    (Финансовый университет)

  • М. Воробьева А.

    (АО «ПрайсвотерхаусКуперс Аудит»)

Abstract

The paper focuses on the importance of financial forecasting to ensure the stabilization of the banking business. The purpose of the research was to develop recommendations for improving financial performance forecasts as the basis for ensuring the stable position of banks on the market. The relevance of the subject concerned is in line with the general trend in the Russian banking system activities under the current economic conditions that require prediction of certain financial indicators. To this end, an empirical model of forecasting the financial performance of banks is presented based on the panel regression in the Statistica program. The study identifies factors that affect the bank performance, particularly, the profit before tax indicator. On their basis, a model is constructed that describes the performance dynamics of many banks. It is concluded that the stable situation on the Russian banking market is continuing. В статье исследуется значение финансового прогнозирования для обеспечения стабилизации деятельности банков. Целью исследования является разработка рекомендаций по совершенствованию прогнозирования финансовых показателей деятельности банков как основы обеспечения их стабильного положения на рынке. Актуальность рассматриваемой темы обусловлена общей тенденцией функционирования банковской системы России в сложившихся экономических условиях, испытывающих потребность в прогнозировании отдельных финансовых показателей. Для этого представлена эмпирическая модель прогнозирования финансовых показателей банков, построенная на основе панельной регрессии в программе Statistica. В исследовании определяются факторы, оказывающие влияние на развитие банков, а именно на прибыль до налогообложения. На их основе строится модель, описывающая динамику состояний множества банков. Делаются выводы о сохраняющейся стабильной ситуации на банковском рынке России.

Suggested Citation

  • Svetlana Shchurina V. & Marina Vorobyeva A. & С. Щурина В. & М. Воробьева А., 2018. "Прогнозирование финансовых показателей деятельности банков для обеспечения их стабильного развития // Forecasting the Financial Performanceof Banks to Ensure Their Stable Development," Экономика. Налоги. Право // Economics, taxes & law, ФГОБУ "Финансовый университет при Правительстве Российской Федерации" // Financial University under The Government of Russian Federation, vol. 11(1), pages 70-82.
    • Handle: RePEc:scn:econom:y:2018:i:1:p:70-82
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    References listed on IDEAS

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    1. Anolli, Mario & Beccalli, Elena & Molyneux, Philip, 2014. "Bank earnings forecasts, risk and the crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 309-335.
    2. Meijer, Erik & Spierdijk, Laura & Wansbeek, Tom, 2017. "Consistent estimation of linear panel data models with measurement error," Journal of Econometrics, Elsevier, vol. 200(2), pages 169-180.
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