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The Impact of Macroeconomic Factors on Capital Adequacy of the Russian Banking Sector in the Context of Countercyclical Banking Regulation

In: Systemic Financial Risk

Author

Listed:
  • Olga Miroshnichenko

    (Tyumen State University)

  • Maria Vyshkovskaia

    (Citibank)

Abstract

This study aims to expand the existing literature on the identification of macroeconomic and socio-economic factors that can be used in predicting bank capital adequacy ratios. The study utilizes regression analysis. Empirical results suggest that there is a negative relation between household income per capita and bank’s capital adequacy ratios, which confirms the hypothesis of pro-cyclical lending. It is also shown that changes in household income affect both total capital and Tier 1 capital adequacy ratios, while the relation with “gap” indicators is not significant in any models.

Suggested Citation

  • Olga Miroshnichenko & Maria Vyshkovskaia, 2024. "The Impact of Macroeconomic Factors on Capital Adequacy of the Russian Banking Sector in the Context of Countercyclical Banking Regulation," Springer Books, in: Alexander Karminsky & Mikhail Stolbov (ed.), Systemic Financial Risk, chapter 0, pages 195-215, Springer.
    • Handle: RePEc:spr:sprchp:978-3-031-54809-3_8
    DOI: 10.1007/978-3-031-54809-3_8
    as

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