Impact of the Credit Portfolio Structure on the Stability of Banks

Student: Sitdikova Yuliya

Educational Programme: Economics (Bachelor)

Year of Graduation: 2021

This paper investigates the relationship between bank stability and credit portfolio structure. Based on the unbalanced panel data for Russian banks in the period of 2013-2020 the regression analyses are conducted that describes whether banks can benefit from diversification of their credit portfolios based on the type of creditors, how business model of the bank, bank characteristics and macroeconomics factors can influence bank stability. The stability is measured as the z-score and the extend of credit portfolio diversification is estimated with Hirschman Herfindahl Index. The results of the investigation indicate that the structure of portfolio is significant in achieving financial stability and banks can improve their activity by diversifying it

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