Search results

liabilities and required reserves. submitted at main deposit auctions and fine-tuning deposit auc- The table ‘Required Reserves (Averaged Amount) Held by tions as well as

liabilities and required reserves. submitted at main deposit auctions and fine-tuning deposit auc- The table ‘Required Reserves (Averaged Amount) Held by tions as well as

liabilities and required reserves. submitted at main deposit auctions and fine-tuning deposit auc- The table ‘Required Reserves (Averaged Amount) Held by tions as well as

regulate liquidity, the Bank of of funding provided at its one-month repo auc- Russia continued to hold fine-tuning deposit tion from 1.5 trillion to

values of the ROC AUC metrics are shown in the Appendix, Figure 1. Figure 7. Results of the difference in ROC AUC metric on the

to the models and improve their forecast quality according to the ROC AUC metric. Additionally, we train our probability of default models for each industrial

100% 0% 20% 40% 60% 80% 100% FR % of predicted obs. (a) AUC = 89% for correlation of actual and (b) CLAR = 77% for correlation of

smooth out temporary mismatches, the Bank of Russia carried out fine-tuning repo auc­ tions and long-term repo auctions. Ensuring stability in the financial market. In

amount of 128.7 bil­lion; of credit institutions through an open auc- on 25 October 2019, permanent management tion held for the shares of

03 1.02 Crisis only 1.03 1.08 1.11 1.04 Crisis probability (AUC) Probit model 0.71 Quantile LPM 0.69 6