title: Ð¡ÑÑÐµÑÑ-ÑÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ Ð»Ð¸ÐºÐ²Ð¸Ð´Ð½Ð¾ÑÑÐ¸ ÑÐ¸ÑÑÐµÐ¼Ð½Ð¾ Ð·Ð½Ð°ÑÐ¸Ð¼ÑÑ Ð±Ð°Ð½ÐºÐ¾Ð²
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
title: Stress testing of liquidity of systemically important banks
Creators: name: ÐÐ¾ÑÑÐµÐ»ÑÐ½ÑÐº, ÐÐ°ÑÐ¸Ñ
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2019
Subjects: ÑÑÑÐµÑÑ-ÑÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ
Ð»Ð¸ÐºÐ²Ð¸Ð´Ð½Ð¾ÑÑÑ Ð±Ð°Ð½ÐºÐ°
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description: The object of the study are the banks of PJSC "VTB", PJSC "Sberbank", JSC "Gazprombank", JSC "Rosselkhozbank", JSC "Alfa-Bank". The purpose of the final qualifying work is aimed at studying the factors affecting the mandatory standards of banks. To substantiate the relevance and importance of stress testing in Russian banks, a model is presented that demonstrates the dependence of mandatory liquidity ratios in the studied banks on changes in internal and external factors. The norms of instant, current and long-term liquidity in systemically important banks were evaluated. The most significant macro - and microeconomic indicators influencing liquidity ratios of banks are defined. The model of liquidity of banks is constructed. The forecast of the value of mandatory liquidity ratios when factors change according to optimistic, pessimistic and basic scenarios is made.