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IMPACT OF CREDIT RISK ON THE PERFORMANCE OF RUSSIAN COMMERCIAL BANKS
Форма представленияСтатьи в российских журналах и сборниках
Год публикации2020
Языкрусский
  • Кох Игорь Анатольевич, автор
  • Абу Алроп Джалал Хафез Ахмад, автор
  • Библиографическое описание на языке оригинала Аbu-Аlrop J.H.A., Kokh I.A. Impact of Credit Risk on The Performance of Russian Commercial Banks / J.H.A. Аbu-Аlrop, I.A. Kokh // Journal of Applied Economic Research. - 2020. - № 1. - C. 5-18
    Аннотация This study examined the effect of credit risk on the performance of 85 Russian commercial banks during the period (2008-2017). This study used multiple regression to measure the effect of credit risk on the performance of Russian banks. The study found that the Performance indicators were affected by credit risk in five years out of ten years, the Credit risk contributed to the formation of performance indicators by 51% in the Return on assets and 50% in the return on equity. Also, the loan loss provisions to total loans ratio had a negative effect for 4 years because of the decline in credit quality in those years, the effect of total Loan to total assets was only positive in one year. Also, the study found that the effect of the ratio of loan loss provisions to total loans was negative and greater than the positive impact of the ratio of total loans to total assets because the impact of credit quality is greater and more important than the impact of its volume. The study concluded th
    Ключевые слова Credit Risk, Loan Losses Reserves. Russian Commercial Banks, Return on Assets, Return on Equity, Multiple Regression Analysis, Provisions Loan Losses, Total Loans.
    Название журнала Journal of Applied Economic Research
    URL https://journalaer.ru/ru/arkhiv/
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