MODELING OF THE REGIONAL BANKING SYSTEM DEVELOPMENT FACTORS IN THE ADVERSE FOREIGN ECONOMIC CONDITIONS

Abstract

The article deals with the author theoretical and cognitive model, which is based on the formed with the help of quantitative calculations and expert estimation matrix of factors of the regional banking system development in unfavorable macroeconomic conditions. Such macroeconomic factors as an exchange rate, a key rate of the Central Bank of the Russian Federation, oil price in the international market, an inflation rate, as well as factors of the regional banking system state, namely, profit of regional commercial banks, investment policy, capitalization of regional banks, amount of borrowings and borrowed resources, level of clients’ trust are used in the model as criteria. The simulation is based on a number of hypotheses about interaction of factors of the analyzed situation, formulated on the basis of expert assessment. The use of the cognitive model helps to implement qualitative modeling of predictable scenarios of the situation development in the banking sector at the regional and national levels taking into account the changes in environmental factors and possible strategic decisions made by of the Russian Government and the Bank of Russia. The results of the qualitative scenario modelling are presented in the article. The scenarios involve the simulation of situations connected with the change of macroeconomic conditions, dynamics of a ruble exchange rate, change of the key rate, volatility of oil prices, as well as situations reflecting the application by the Bank of Russia instruments of monetary regulation, such as change of the key rate, reserve requirements and a refinancing rate. The developed cognitive model determines conditions necessary for sustainable development of the regional banking system despite the threats of macroeconomic nature.