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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Maya Ustinova
Study of the Relationship between Credit Diversification Strategy and Banks' Credit Risk and Return: Evidence from Russia
Economics
(Bachelor’s programme)
2018
In this paper, we analyze the relationship between the diversification of the banking portfolio and the indicators that determine the level of yield risk. Based on the literature review, three versions of the theoretical models for the study are proposed. The initial data for modeling are the indicators of banks for 2016 - 2017. Data collected by the author based on official statistics. Practical modeling confirmed most of the hypotheses put forward but revealed the specifics of the Russian banking sector.

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