Оценка и прогнозирование стрессоустойчивости коммерческих банков США в условиях посткризисной модели банковского регулирования

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Приложение 1

Опрос экспертов представителей банков на тему эффективности и затратности мер финансового регулирования и надзора

Рисунок 1 - Издержки, связанные соблюдением требований финансового регулирования и надзора

Источник: The risk management function of the future // Golub Center for Finance and Policy, 2017: http://gcfp.mit.edu/wp-content/uploads/2018/02/RMFF-Report.pdf

Рисунок 2 - Эффективность методов регулирования и надзора с точки зрения обеспечения финансовой устойчивости банков

Источник: The risk management function of the future // Golub Center for Finance and Policy, 2017: http://gcfp.mit.edu/wp-content/uploads/2018/02/RMFF-Report.pdf

Приложение 2

Основные инструменты макропруденциальной политики и изменения в соответствии с законом об экономическом росте, ослаблении регуляторно-административного воздействия и защите прав потребителей

Источник: Составлено автором на основе: Bipartisan Banking Act Will Rebalance the Financial Regulatory Landscape // DavisPolk, 9 August 2018: https://www.davispolk.com/files/2018-05-22_bipartisan_banking_act_will_rebalance_the_financial_regulatory_landscape.pdf

Приложение 3

Проверка гипотез о равенстве средних и дисперсий активов двух групп коммерческих банков

Таблица 1 - Статистические критерии