Some Approaches to Diagnosing and Forecasting the Level of Threat of a Banking Crisis Based on Customer Behavior Reflected by Banking Statistics

The subject of the study is the specifics of the actions of bank customers, based on their own assessment (which may not coincide with the assessments of experts in the media) of the current and projected level of the threat of a banking crisis. The opinion of customers is proposed to be considered as a manifestation of a kind of collective mind that really controls the situation in the banking market. The proposed approach allows, based on the actions of customers reflected in the published banking statistics, to analyze and predict possible crisis situations. The study proposes indicators obtained on the basis of statistics from the Central Bank of Russia, which can be used for assessing the opinion and corresponding actions of clients when the level of crisis threat changes. An algorithm for structuring the levels of threat of a banking crisis is proposed in accordance with the ratio of the values of the selected indicators. According to the proposed algorithm, the crisis threat levels were assessed for every month from 1998 to 2022 and a matrix was formed, the cells of which contain quantitative characteristics of the threat level in the form of a digital code (and have a color corresponding to this threat level). The matrix allows for a comparative system analysis of a large amount of difficult structured information on customer behavior. According to the results of the analysis, signs (signals) of approaching crisis situations were identified and confirmed by the methods of parametric statistics, which can be used to predict undesirable changes in the situation on the banking products market (including using automated monitoring of selected indicators). The proposed methods and the results of the study may be of interest to the managers of banks and organizations that analyze the situation in the banking sector of Russia, and also, in some aspects, to banking specialists in other countries where, along with the national currency, foreign currency is in great demand among the population.