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Article

Анализ факторов, влияющих на формирование кредитного портфеля российских банков

Волкова О. Н., Груздев С. И.

The paper examines an econometrical model of the business credit portfolio volume (BCPV) for largest Russian banks during 2010-2012.  It is shown that (1) BCPV is defined only by attracted and invested funds volumes and is not dependent on external factors, contradictory to the common Western papers’ results; (2) the participation of the Russian state in the bank equity is surprisingly not-affecting its credit policy; (3) the revealed dependence of credit decisions from the previous data displays the effect of "sticky information". The causes and the effects of the results received are discussed.