Analysis of the Factors Affecting the Value of the Russian Banks' Credit Spread

This work is designed to estimate the impact of factors on the credit spread of Russian banks. The subject of the study are theoretical and methodological components of the analysis of factors affecting the in Russian banks' credit spread. The object of the study is russian banking system. The theoretical and methodological basis of this work is the research, articles and applied research of Russian and foreign economists in the study of factors affecting the formation of the credit spread, as well as assessing the degree of their impact. The purpose of this work is to identify and assess the impact of factors on the formation of credit spread. To achieve this goal, it is necessary to solve the following tasks: • analyze the Russian banking sector; • consideration of issues related to the loan in Europe, the United States, the BRIC countries, as well as global trends; • review the literature on the factors that affect the credit spread; • determine the methodology for assessing the impact of factors on the credit spread; • regression analysis of factors affecting the formation of credit spread of Russian banks. The first part of the paper describes the features of the banking sector in Russia, as well as review literature on the topic. The second section proposes the formation of a methodology, and the third is an empirical study and the results of the work.