• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site
For visually-impairedUser profile (HSE staff only)SearchMenu

Analysis of Factors Affecting the Settlement Period of Troubled Assets

ФИО студента: Kristina Mekhonoshina

Руководитель: Agata Maximovna Lozinskaia

Кампус/факультет: Faculty of Economics, Management, and Business Informatics

Программа: Economics (Bachelor)

Год защиты: 2017

In this paper there were studied factors (characteristics of a loan, legal entity and overdue debt) that affect the settlement period of troubled asset in order to improve the forecasting by employees in PJSC "Sberbank". The paper used the base of PJSC "Sberbank", including 83 debtors, 4 multiple regressions were built for the settlement period with quadratic dependence of the value of collateral, there were different the subject of collateral and 1 multiple linear regression for BSRR. The forecast, an approximation error (46.8%), and a confidence interval for the settlement period were calculated. According to the results, the value of the collateral and the settlement period have a negative quadratic dependence, if the collateral is commodity, the settlement period is higher, and the settlement period of troubled asset, whose activity is agriculture and production, is greater than the settlement period of troubled asset, whose activity is trade. To prove the use of the forecasting, the debtor was cited as an example, the settlement period and a confidence interval were calculated. The paper contains recommendations for improving the quality of the model to applying the results in PJSC "Sberbank".

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