METHODOLOGY OF SYSTEMIC RISK MANAGEMENT ADJUSTED FOR THE RUSSIAN CREDIT MARKET ENVIRONMENT

METHODOLOGY OF SYSTEMIC RISK MANAGEMENT ADJUSTED FOR THE RUSSIAN CREDIT MARKET ENVIRONMENT

The current study is devoted to the methodology of systemic risk management adjusted for the Russian credit market. Among specific sources of systemic the following risks were emphasized: access of a banking sector to market liquidity and currency fluctuations in the short term; financial contagion,...

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Bibliographic Details
Main Authors: J. I. Petrova, V. E. Rasskazov, V. N. Salin, V. T. Sevruk
Format: Article
Language:Russian
Published: Government of the Russian Federation, Financial University 2017-10-01
Series:Финансы: теория и практика
Subjects:
var
systemic risk
strategic management
market liquidity analysis
currency fluctuations
stress-testing
Online Access:https://financetp.fa.ru/jour/article/view/327
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