The Determinants of Non-Performing Loans in Russia: An Adjusted Model

Student: Vasileva Evgeniya

Supervisor: Andrei V. Vernikov

Educational Programme: Economics (Bachelor)

Year of Graduation: 2016

This paper examines the determinants of overdue loans in the Russian banking sector. Our research is based on the assumption that banks falsify the amount of overdue payments of the corporate sector. Using bank-level data on the retail overdue loans we adjusted overdue loans in the corporate sector. After adjusting procedures we found factors which affect the overdue loans ratio in the Russian banking sector. The results of panel data analysis show that during the crisis overdue ratio increases; besides, the higher the quality of banks’ management, the lower the overdue ratio.

Student Theses at HSE must be completed in accordance with the University Rules and regulations specified by each educational programme.

Summaries of all theses must be published and made freely available on the HSE website.

The full text of a thesis can be published in open access on the HSE website only if the authoring student (copyright holder) agrees, or, if the thesis was written by a team of students, if all the co-authors (copyright holders) agree. After a thesis is published on the HSE website, it obtains the status of an online publication.

Student theses are objects of copyright and their use is subject to limitations in accordance with the Russian Federation’s law on intellectual property.

In the event that a thesis is quoted or otherwise used, reference to the author’s name and the source of quotation is required.

Search all student theses