Izvestiya of Saratov University.
ISSN 1994-2540 (Print)
ISSN 2542-1956 (Online)

financial stability

Hierarchical system of commercial banks ranking

Introduction. The main objective of the study is to develop economic and mathematical tools for constructing a rating barometer of Russian commercial banks according to the level of sustainability in a long term view using a hierarchical decision-making structure. Theoretical analysis. The method of commercial banks’ integral ranking is based on a system of hierarchical analysis. The methodology is based on ranking indicators and dividing them into subgroups.

Systemic risk in Russian financial market: A ΔCoVaR approach

Introduction. Recent financial crises have highlighted the need for increased attention to systemic risks and indicators to track them. This study is devoted to the assessment of systemic risk, which is a popular subject of economic research. The paper analyzes systemic risks in the Russian stock market for companies included in the RTS index. Theoretical analysis.