Home  Journals  Financial Analytics: Science and Experience  10(22) - 2009 October

Statistical valuation of tendencies in the credit market for companies: the dynamic of a change in a number of debtors in default, the structure of credit portfolio

Available online: 11 November 2009

Subject Heading: The banking sector

JEL Classification: 

In this article the dynamic and the structure of loans for corporate debtors in 2006-2008 and in the first five months of 2009 were investigated using statistical and analytical data provided by the official site of the Central Bank of the Russian Federation. We come to the conclusion that the most difficult problem of the banking system nowadays is the growth in non-performing loans along with credit portfolio’s shrinkage. An existing trap (companies’ financial performance worsens - credit quality impairs - more restricted terms for loans are implemented - the need in credit money increases - companies’ financial performance worsens) makes a pessimistic forecast of a 30% share of non-performing loans to come true by the end of 2009, needs an effective system of bad loans recognizing and eliminating to be created.

Keywords: risk, credit, crisis, indebtedness, default, portfolio, dynamics, reserves

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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