Stabilizing of Risk Indicators in Commercial Bank According to PTI Laws in Russian Federation

Student: Vershinin Ivan

Educational Programme: Business Informatics (Bachelor)

Year of Graduation: 2020

The main point of this work is to propose a strategy to be followed by a commercial bank during the implementation of The Central Bank’s Regulations related to client’s debt service to income ratio (in international practice PTI – payment to income ratio). Due to Regulations of The Central Bank of Russian Federation, since October 1st, 2019 all commercial banks in Russia must follow the provided add-ons to risk weights on unsecured consumer loans, depending on the Interest Rate of credit product and client’s PTI ratio. To achieve this goal, it is planned to explore main risk indicators and KPI used in commercial banks and suggest several steps in order to keep the balance.

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