KFU. Card publication. Impact of Credit Risk on The Performance of Russian Commercial Banks

KAZAN
FEDERAL UNIVERSITY

- RUS
- 中文
- ES

IMPACT OF CREDIT RISK ON THE PERFORMANCE OF RUSSIAN COMMERCIAL BANKS

Form of presentation

Articles in Russian journals and collections

Year of publication

2020

Язык

русский

Authors, employees of KFU

Kokh Igor Anatolevich, author

Authors, postgraduates KFU

Abu Alrop Dzhalal Khafez Akhmad, postgraduate kfu

Bibliographic description in the original language

Abu-Alrop J.H.A., Kokh I.A. Impact of Credit Risk on The Performance of Russian Commercial Banks / J.H.A. Abu-Alrop, I.A. Kokh // Journal of Applied Economic Research. - 2020. - № 1. - C. 5-18

Annotation

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

Keywords

Credit Risk, Loan Losses Reserves. Russian Commercial Banks, Return on Assets, Return on Equity, Multiple Regression Analysis, Provisions Loan Losses, Total Loans.

The name of the journal

Journal of Applied Economic Research

URL

https://journalaer.ru/ru/arkhiv/

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=226278&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Kokh Igor Anatolevich	ru_RU
dc.contributor.author	Abu Alrop Dzhalal Khafez Akhmad	ru_RU
dc.date.accessioned	2020-01-01T00:00:00Z	ru_RU
dc.date.available	2020-01-01T00:00:00Z	ru_RU
dc.date.issued	2020	ru_RU
dc.identifier.citation	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	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=226278&p_lang=2	ru_RU
dc.description.abstract	Journal of Applied Economic Research	ru_RU
dc.description.abstract	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	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	Credit Risk	ru_RU
dc.subject	Loan Losses Reserves. Russian Commercial Banks	ru_RU
dc.subject	Return on Assets	ru_RU
dc.subject	Return on Equity	ru_RU
dc.subject	Multiple Regression Analysis	ru_RU
dc.subject	Provisions Loan Losses	ru_RU
dc.subject	Total Loans.	ru_RU
dc.title	Impact of Credit Risk on The Performance of Russian Commercial Banks	ru_RU
dc.type	Articles in Russian journals and collections	ru_RU