PRINCIPLES, CLASSIFICATION, AND TYPOLOGICAL DIAGNOSTICS OF FINANCIAL STABILITY: TOWARD AN INTEGRATED THEORETICAL AND METHODOLOGICAL FRAMEWORK

This article substantiates the need for an integrated theoretical and methodological framework to conceptualize financial stability as a dynamic, regime-adaptive state of the financial system. The proposed framework consists of three interrelated components: (1) the principles of financial stability –as its fundamental, system-forming properties; (2) the classification of financial stability – as a tool for differentiating its forms and regimes along direct and indirect criteria; and (3) typological diagnostics –as a method for qualitative interpretation of the system’s current state based on combinations of regime-specific characteristics. It is demonstrated that this approach enables a shift from fragmented description to systemic analysis, revealing not only the fact of stability, but also its quality, sources, and vulnerabilities. The applicability of the proposed framework is illustrated through the case of the Russian financial system during 2022–2024, a period marked by severe exogenous shocks. The study opens avenues for developing regime-sensitive financial policy and scenario-based forecasting under conditions of high uncertainty.