+7 925 966 4690, 9am6pm (GMT+3), Monday – Friday
ИД «Финансы и кредит»

JOURNALS

  

FOR AUTHORS

  

SUBSCRIBE

    
Financial Analytics: Science and Experience
 

Econometrical analysis of the credit portfolio determinants in Russian banks

Vol. 6, Iss. 45, DECEMBER 2013

Available online: 21 December 2013

Subject Heading: BANKING SECTOR

JEL Classification: 

Volkova O.N. PhD in Economics, Professor, the National Research University of the Higher School of Economics, St Petersburg
volkova@rambler.ru

Gruzdev S.I. bachelor of economics, assistant, audit department, KPMG (Moscow)
gruzdev.sergey.hse@gmail.com

The paper examines an econometrical model of the business credit portfolio volume (BCPV) for largest Russian banks during 2010-2012. It is shown that BCPV is defined only by attracted and invested funds volumes and is not dependent on external factors, contradictory to the common Western papers' results; the participation of the Russian state in the bank equity is surprisingly not-affecting its credit policy. The causes and the effects of the results received are discussed.

Keywords: bank, credit portfolio, internal (external) factor, credit policy, public participation, capital

View all articles of issue

 

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

Journal current issue

Vol. 17, Iss. 1
March 2024

Archive