Исследование влияния факторов риска на финансовую устойчивость коммерческих банков

: магистерская диссертация

Abstract

Master's thesis is devoted to the study of the influence of risk factors on the financial stability of banks and the search for opportunities to improve the methodological tools for stress testing the banking sector. As a scientific novelty, an econometric model is proposed that allows stress testing (liquidity risk and credit risk) of individual commercial banks and the banking sector.

Date of Award	2022
Original language	Russian
Awarding Institution	Ural Federal University
Supervisor	Елена Геннадьевна Шершнева (Supervisor)