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  • Адаптация методики оценки кредитоспособности контрагента на рынке межбанковского кредитования в условиях нестабильности

Article

Адаптация методики оценки кредитоспособности контрагента на рынке межбанковского кредитования в условиях нестабильности

Марковская Е. И., Васильева А. А.

The modern market of interbank lending is subjected to strong variations because of an unstable internal economic and external political situation in the country. The number of transactions of interbank loans and the number of participants of the market decreases because of Central Bank internal policy of the inefficient credit organizations reduction. There is a narrowing of the interbank lending market, because the counterparties are not sure in each other and there is a mistrust crisis. The transition’s difficulties of the Russian banking system to the international standards Basel III have a negative impact on the interbank market, as not all credit organizations can sustain strict requirements of the international standard, which increases the number of mergers and acquisitions of credit institutions. Such a trend can lead to increase of credit risk for the bank lender. The unstable economic situation which is observed in the permanent fluctuation of the Russian currency, increases the interbank lending’s cost, that in turn restricts the number of participants of the interbank related with the introduction of sanctions against the large Russian corporations actualize the interbank lending market by the impossibility of cheap credit abroad. Because of sanctions, corporations are forced to pay attention to the Russian banking sector, and the interbank loan is an easy way to obtain liquid money. Considering all above listed factors, it implies the need to create express – techniques to estimate of the contractor in the interbank lending market. The primary goal of this article is to present the results of our research which is aiming to the development of the the algorithm of making decision on issuance of credit. The organizational and economic mechanism for assessing the creditworthiness of the counterparty in the interbank lending market is developed basis on algorithm. This mechanism includes a way of interaction of divisions which participate in delivery’s organization of the interbank credit, the necessary document for effective activity in the interbank market, segments of the market, types of the interbank credit, estimation’s technique of a borrower’s financial condition. As a result, commercial banks can avoid risk of money’s non-return from contractors in the interbank market.