Development of Models of the Formation Rates of Credit for Different Groups of Borrowers

Student: Rykalov Denis

Educational Programme: Stock Market and Investment (Master)

Final Grade: 8

Year of Graduation: 2016

This paper presents the results of the empirical research the influence of various parameters of the credit transaction and the borrower's activity on the price of the loan. Based on the regression of the portfolio of corporate loans issued from 1999 to early 2016, were revealed a number of features that describe credit pricing. The resulting model conforms to the rules of mathematical apparatus and confirms the main conclusions of previous studies. Large sample data based on the basis of the Bank included in the TOP 10 in terms of assets allows to translate the results obtained in further studies.

Full text (added May 15, 2016)

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