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The Model of the Russian Banking System with Indicators Nominated in Rubles and in Foreign Currency

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Optimization and Applications (OPTIMA 2018)

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 974))

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Abstract

We propose a model of the Russian banking system. It is based on the problem of a macroeconomic agent “bank” which is modeled according to the principles of aggregated description, optimality, and perfect foresight. To derive the equations of the model, we use the original method of relaxation of complementary slackness conditions. The model successfully reproduces main indicators of the banking system, such as total loans, deposits, settlement accounts, reserves and profits nominated both in rubles and in foreign currency.

The research was supported by the Russian Scientific Fund (project 14-11-00432).

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Author information

Authors and Affiliations

  1. National Research University Higher School of Economics, 20 Myasnitskaya Street, Moscow, Russia

    Nikolai Pilnik, Stanislav Radionov & Artem Yazikov

  2. Federal Research Center “Computer Science and Control” of the RAS, 40 Vavilova Street, Moscow, Russia

    Artem Yazikov

  3. Lebedev Physical Institute of the RAS, 53 Leninsky Avenue, Moscow, Russia

    Nikolai Pilnik & Stanislav Radionov

  4. Moscow Institute of Physics and Technology (Technical University), 9 Institutskiy lane, Dolgoprudny, Moscow Region, Russia

    Artem Yazikov

  5. Financial Research Institute of the Ministry of Finance of the Russian Federation, 3 Nastasyinsky Lane, Moscow, Russia

    Nikolai Pilnik & Stanislav Radionov

Authors
  1. Nikolai Pilnik
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  2. Stanislav Radionov
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  3. Artem Yazikov
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Corresponding author

Correspondence to Stanislav Radionov .

Editor information

Editors and Affiliations

  1. FRC CSC RAS, Dorodnitsyn Computing Centre, Moscow, Russia

    Yury Evtushenko

  2. University of Montenegro, Podgorica, Montenegro

    Milojica Jaćimović

  3. Krasovsky Institute of Mathematics and Mechanics, Yekaterinburg, Russia

    Michael Khachay

  4. Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia

    Yury Kochetov

  5. FRC CSC RAS, Dorodnitsyn Computing Centre, Moscow, Russia

    Vlasta Malkova

  6. FRC CSC RAS, Dorodnitsyn Computing Centre, Moscow, Russia

    Mikhail Posypkin

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Pilnik, N., Radionov, S., Yazikov, A. (2019). The Model of the Russian Banking System with Indicators Nominated in Rubles and in Foreign Currency. In: Evtushenko, Y., Jaćimović, M., Khachay, M., Kochetov, Y., Malkova, V., Posypkin, M. (eds) Optimization and Applications. OPTIMA 2018. Communications in Computer and Information Science, vol 974. Springer, Cham. https://doi.org/10.1007/978-3-030-10934-9_30

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  • DOI: https://doi.org/10.1007/978-3-030-10934-9_30

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-10933-2

  • Online ISBN: 978-3-030-10934-9

  • eBook Packages: Computer ScienceComputer Science (R0)

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