A Model of the Russian Banking System with a Breakdown of the Main Asset and Liability Categories by Maturity

A new version of the model of the Russian banking system, which describes the dynamics of a wide range of indicators of banking activity, is presented. Compared to the previous version of the model, a breakdown of the volumes of ruble loans and deposits of businesses and households by maturity has been added. It is shown that the model makes it possible to accurately reproduce a wide range of performance indicators of the Russian banking system, outperforming the econometric analogs for most variables.