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The current study is devoted to the methodology of systemic risk management adjusted for the Russian credit market. Among specific sources of systemic the following risks were emphasized: access of a banking sector to market liquidity and currency fluctuations in the short term; financial contagion, economic bubbles and sovereign default risk in the long term. The Hui-Heubel ratio was applied to assess depth and volume of market liquidity. It was proved that there is a temporary marketdoaj:6ba93a56d8a24dbdb1a63b32f13ca927 fatcat:32yxqj7vsbbr7cg4lbxjvzijvi