Structural features and interest-rate dynamics of Russia's interbank lending market

Arbeitspapier

Russian banks exhibit a range of behaviors that have led to distinct segmentation within the interbank lending market. This paper provides an overview of the core groups of banks operating in the market (state banks, private banks, and foreign-owned banks), as well as a discussion of their assets and liability structures. The 2007-2010 financial crisis had considerable impact on the Russian financial sector. As conditions deteriorated and recovered in global money markets, Russian banks adjusted their behavior with respect to other domestic banks and foreign banks. We conduct a comparative analysis of the Russian inter-bank lending market structure in the pre-crisis period and during recovery to reveal the tactical shifts in the various bank groups.

Angaben zum Objekt

• ISBN: 978-952-6699-33-2
• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: BOFIT Discussion Papers ; No. 23/2013

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes ; Interest Rates: Determination, Term Structure, and Effects ; Financial Markets and the Macroeconomy
• Thema: interbank markets ; Russia ; interest rates

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Egorov, Alexey ; Kovalenko, Olga
• Ereignis: Veröffentlichung
• (wer): Bank of Finland, Institute for Economies in Transition (BOFIT)
• (wo): Helsinki
• (wann): 2013

Weitere Informationen

• Handle: http://hdl.handle.net/10419/212778
• Letzte Aktualisierung: 10.03.2025, 11:42 MEZ