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An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia

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  • Henry Penikas
  • Anastasia Petrova

Abstract

This paper represents an empirical research of the growth process in the Russian banking sector during 2004-2010 years. The growth process is modelled by Markov chains. Nine states were used to describe the growth process. Markov chain stationarity check revealed three homogeneous periods. The forecast, based on adequate robustness proof, has been provided for 1, 3 and 10 years ahead. It was revealed that the number of banks is expected to decrease almost two times, whereas total assets are envisaged to grow more than 2.5 times and the return on assets is unlikely to increase more than by 12% in 10 years by 2020.

Suggested Citation

  • Henry Penikas & Anastasia Petrova, 2014. "An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(1/2), pages 112-129.
    • Handle: RePEc:ids:ijcome:v:4:y:2014:i:1/2:p:112-129
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    Cited by:

    1. Vernikov, Andrei, 2017. "Структурные Или Институциональные Сдвиги? Попытка Измерения На Примере Банковского Сектора [Structural change, institutional change and their measurement: The case of banking]," MPRA Paper 79978, University Library of Munich, Germany.
    2. Fantazzini, Dean, 2014. "Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'," MPRA Paper 55430, University Library of Munich, Germany.

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