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Russian Banking System: Stability Factors In the Wake of 2008-2009 Crisis

  • Andrey Zubarev

    (Gaidar Institute for Economic Policy)

This paper discusses different approaches to theoretical and empirical models of bank defaults. Through constructed binary probabilistic models of defaults the paper reveals key factors which have an impact on the viability of Russian banks during the financial crisis of 2008 to 2009. Policy recommendations of the Central Bank of Russia and the banking supervision and regulation aimed at preventing bank defaults in the event of such crises in the future are formulated based on the model results.

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File URL: http://www.iep.ru/files/RePEc/gai/wpaper/0049Zubarev.pdf
File Function: Revised version, 2013
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Paper provided by Gaidar Institute for Economic Policy in its series Working Papers with number 0049.

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Length: 19 pages
Date of creation: 2013
Date of revision: 2013
Handle: RePEc:gai:wpaper:0049
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  1. Diamond, Douglas W & Dybvig, Philip H, 1983. "Bank Runs, Deposit Insurance, and Liquidity," Journal of Political Economy, University of Chicago Press, vol. 91(3), pages 401-19, June.
  2. Ted Temzelides, 1995. "Evolution, Coordination, and Banking Panics," Finance 9511002, EconWPA.
  3. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
  4. Huberto M. Ennis & Todd Keister, 2009. "Bank Runs and Institutions: The Perils of Intervention," American Economic Review, American Economic Association, vol. 99(4), pages 1588-1607, September.
  5. 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, 06.
  6. Marco Arena, 2005. "Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level Data," Working Papers 05-19, Bank of Canada.
  7. James Peck & Karl Shell, 2003. "Equilibrium Bank Runs," Journal of Political Economy, University of Chicago Press, vol. 111(1), pages 103-123, February.
  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. Asli Demirgüç-Kunt & Enrica Detragiache, 1998. "The Determinants of Banking Crises in Developing and Developed Countries," IMF Staff Papers, Palgrave Macmillan, vol. 45(1), pages 81-109, March.
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