Econometric modeling as a development tool of Methodologies for analysis of banking indicators

Abstract

The development of the country's economy without the competent and correct operation of commercial banks is complicated. The activities of commercial banks help the economy develop and meet the needs of customers. One of the main commercial banks in the country is PJSC Sberbank which holds a leading position in the modern banking system of the country. The relevance of the study is determined by the fact that in the conditions of non-stationarity of the economic, social and political systems, it is important to constantly diagnose current banking and financial indicators. The objects of the study are the financial and banking indicators of PJSC Sberbank. The study examines the bank's financial performance under non-stationary external conditions using dynamic and econometric modeling. The Bank is steadily increasing the return on capital and assets, which, first of all, shows the successful solution of management issues. The bank's balance sheet is growing faster than the market average, as Sberbank is the country's largest credit institution.The presented in the study results of financial performance indicators of PJSC Sberbank make it possible to determine its place in the banking services market of the Russian Federation. The study also examines the issues of minimizing risks in banking. The paper also presents some internal and external factors that affect the work of the bank. By means of econometric modeling, the influence of these factors was studied and the form of the relationship between the indicators was determined. In addition, in non-stationary conditions, when it is difficult to predict changes in external data, and most indicators become unexplained variables, it is important to constantly monitor the dynamics of financial indicators to adjust the development strategy. This is necessary to preserve them in conditions of instability rather than to multiply own results.The combination of dynamic analysis when studying financial indicators, analyzing the risks of investing in shares of the banking sector, subject to the presence of economic and social crises in the data, makes it possible to comprehensively study the indicators of the banking sector and draw conclusions that are advisory in nature for the activities of Sberbank. The results of the study can be useful for banking analytics in order to adjust the methods and indicators that can affect the maximization of financial results.