Retail loan pricing determinants in Russia

Henry Penikas

Voprosy Ekonomiki, 2023, issue 6

Abstract: The research relies on the uniquely extracted dataset of loan offered rates at the start of 2022. We justify that the larger banks are more prone to disclose such offers. Content-wise we are able to disentangle the loan-specific credit risk factors and the bank risk-appetite drivers. We show that banks using own data and models to compute prudential ratios (IRB-banks) tend to evaluate the credit risk more conservatively than the rest of the banks.

Date: 2023
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.vopreco.ru/jour/article/viewFile/3930/2577 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:nos:voprec:y:2023:id:3930

DOI: 10.32609/0042-8736-2023-6-36-61

Access Statistics for this article

More articles in Voprosy Ekonomiki from NP Voprosy Ekonomiki
Bibliographic data for series maintained by NEICON ().