Study of the Relationship between Credit Diversification Strategy and Banks' Credit Risk and Return: Evidence from Russia

Student: Ustinova Maya

Educational Programme: Economics (Bachelor)

Year of Graduation: 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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