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Impact of Macroeconomic Shocks on the Structure of the Credit Portfolio of Commercial Banks

Student: Shojkhet Lev

Supervisor: Natalia V. Gorelaya

Faculty: HSE Banking Institute

Educational Programme: Master

Year of Graduation: 2014

<p>The master dissertation on the subject &quot;Impact of Macroeconomic Shocks on the Structure of the Credit Portfolio of Commercial Banks&quot; consists of 60 pages.</p><p>The purpose of this masters dissertation is the research of the influence of the characteristics of the bank on the structure of the loan portfolio and the reaction of the loan portfolio on the macroeconomic shocks.</p><p>The object of research is the Russian banking market.</p><p>The subject of research is the influence of the form of ownership of banks operating in the Russian market, the structure of the loan portfolio and the reaction of the loan portfolio at the macroeconomic shocks.</p><p>This work consists of three chapters, an introduction, the conclusion, a bibliography and appendices. In the introduction, the relevance of the subject is revealed; the purpose, tasks, object and subject of research are defined. The first chapter provides basic literature. The second chapter contains methodology of the two research phases. Chapter three describes the data used in models, the brief characteristic of Russian banking market. Also Chapter three contains a description of both models and the main findings of the study. The Conclusion summarizes the study.</p>

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