Alevtina N. Krasnenko, Elena V. Pokidysheva, Kseniya Yu. Veretnova, Tatyana A. Tyukina, “Correlation analysis of the Russian banking system under adaptation to economical crisis in 2007–2008 years”, J. Sib. Fed. Univ. Math. Phys., 2010, Volume 3, Issue 4,Pages <nobr>521

Correlation analysis of the Russian banking system under adaptation to economical crisis in 2007–2008 years

Alevtina N. Krasnenko^a, Elena V. Pokidysheva^b, Kseniya Yu. Veretnova^a, Tatyana A. Tyukina^c

^a Institute of Mathematics, Siberian Federal University, Krasnoyarsk, Russia
^b Krasnoyarsk State Trade and Economic Institute, Krasnoyarsk, Russia
^c Department of Mathematics, University of Leicester, Leicester, United Kingdom

Abstract: We study dynamics of the Russian banking system in 2007–2009 years using the method of correlation adaptometry. The results are tofold:
1. Analysis ot the data proves that dynamics of correlation may serve as an indicator of economical crisis in this sector too.
2. Development of crisis in the Russian banking system follows the main world tendensies.

Keywords: correlations, adaptation, effect of group stress.

UDC: 519.23.25+519.711.3

Received: 18.05.2010
Received in revised form: 25.07.2010
Accepted: 10.08.2010