title: Capital buffer of Russian banks and economic cycle: Assessment of influence
metadata.name: dc.contributor.author
metadata.value: Pustovalova, Tatiana A.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Svetlov, Kirill V.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2020-02-20T12:27:55Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2020-02-20T12:27:55Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2019-12
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Pustovalova T. A., Svetlov K. V. 2019. Capital buffer of Russian banks and economic cycle: Assessment of influence. Russian Management Journal 17 (4): 467–486.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: https://doi.org/10.21638/spbu18.2019.403
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/17107
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: The article considers the relationship between the capital buffer and the stages of the economic
  cycle. The relevance of this research is determined by the fact that, according to the
  Basel III standards, the Central Bank of Russia has introduced the additional component of
  the capital adequacy standard, the countercyclical buffer. The countercyclical buffer is aimed at creating a special reserve, which is created during periods of economic growth and used to
  support bank’s activities during recessions. The paper analyzes determinants of the capital
  buffer by constructing a panel regression based on the System GMM method using data from
  48 Russian banks. The main result of the study was the confirmation of an inverse relationship
  between the size of the capital buffer and GDP growth rate for large and medium domestic
  banks. Besides, we consider the impact on the capital buffer size of such indicators as ROE,
  the share of non-performing loans in a bank’s portfolio and the size of a loan portfolio itself.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Russian Management Journal;Volume 17; Issue 4
metadata.lang: -
metadata.name: dc.subject
metadata.value: capital adequacy
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: capital buffer
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Basel III
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: economic cycle
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: countercyclical capital buffer
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Capital buffer of Russian banks and economic cycle: Assessment of influence
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 467-486.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/17107/1/467-486.pdf
resources.format: Adobe PDF
resources.size: 259,14 kB