Viktor Byvshev

Financial University under the Government of the Russian Federation · Department of Applied Mathematics

More complex activities, financial reporting, and risk aggregation of banking groups increase the relevance of research on their financial stability. The purpose of our study is to analyze the effectiveness of banking groups’ regulation in the Russian Federation and to develop proposals for its optimization. The scientific novelty includes the iden...

The paper discusses the assessment of the contribution of scientific and technological progress to the real gross domestic product (GDP) of Russia. The instrument of this assessment is the production function of the national economy. The paper presents two variants of the production function of the Russian economy, which have successfully passed al...

The article examines the level of return on the scale of production in the economy of modern Russia. The basis of the research is the production function of the Russian economy, the process of constructing which begins with the creation of econometric models of time series of macroeconomic variables (such as GDP, the cost of fixed capital and livin...

The approach is to construct a generalized linear regression model with a dependent variable of the indicator of default of the Bank. The explanatory variables in this model are the financial coefficients ROA and ROE. According to the constructed model, the ROC curve is reconstructed and the Gini coefficient is calculated, which serves as a quantit...

An approach to calculating the measure of uncertainty in computational problems of management, Economics and Finance is proposed. The approach consists of direct and inverse problems. In the direct problem, the values of the uncertainty measure of the desired quantities are calculated from the known values of the uncertainty measure of known quanti...

In recent years, the growth rate of the national economy does not meet the challenges of social and economic development of the country. An economic breakthrough is needed, accompanied by the achievement of economic growth rates that are faster than those of the world. However, it is important to maintain macroeconomic and price stability. One of t...

The Russian credit market reflects the significant range of problems faced by the national economy. Among them are structural and regional imbalances; restrictions that prevent the free movement of funds in the interbank market; uncertainty that leads to a slowdown in the rates of attraction and placement of credit resources. As a result, the quest...

An econometric model of the mutual influence of the credit market and main macroeconomic indicators of the Russian economy is discussed. The obtained results show that the credit market has an obvious positive impact on the economic growth. Applying the model also made it possible to estimate the impact of gross domestic product (GDP) growth on the...