Analysis and Estimation of Key Risks of Bank System in Russia and their Impact on Banking Sector in Conditions of Macro-Economic Instability
https://doi.org/10.21686/2413-2829-2025-2-160-170
Abstract
The article analyzed credit risk at all banks of the Russian Federation, except non-bank credit organizations and drew a conclusion about maintaining finance stability of big business representatives and moderate level of debt liabilities. It describes possible negative impact of economic factors on solvency of borrowers that could affect the risk of credit portfolio in the future. Special attention is paid to consequences of oil price fluctuations and changes in the ruble rate, which can cause structural deficit of liquidity and ruble crash. Steps taken by the government and the Bank of Russia were discussed that are aimed at struggle with foreign currency risk, including balancing of transition to national currencies. And finally an adaptive model was put forward that could provide more precise and reliable estimation of credit risk. Certain steps aimed at minimizing liquidity and foreign currency risks were advanced.
About the Author
A. V. Kvitsinia
JSC GC Osnova
Russian Federation
Russian Federation
Alexey V. Kvitsinia - Head of the Corporate Finance Department
18 Ter. Residential Complex Butovo Park, Butovo District, Vidnoye, Moscow Region, 142702
References
1. Gedgafov Z. D., Kanokova K. A. Likvidnost bankovskoy sistemy: problemy regulirovaniya [Banking System Liquidity: Problems of Regulation]. Otkhody i resursy [Wastes and Resources], 2022, Vol. 9, No. 4. (In Russ.). DOI: 10.15862/27ECOR422
2. Zhuchkova V. V., Zhuchkov I. A., Medvedeva V. V. Opredelenie parametrov i otsenok pri modelirovanii kreditnogo riska bankov [Identifying Parameters and Estimations in Modeling Bank Credit Risk]. Zametki uchenogo [Scientist’s Notes], 2023, No. 4, рр. 290–293. (In Russ.).
3. Karpova E. I., Vodolazkina T. V. Mekhanizm upravleniya kreditnymi i protsentnymi riskami v kommercheskikh bankakh [Mechanisms of Managing Credit and Interest Risks in Commercial Banks]. Finansy. Uchet. Banki [Finance. Accounting. Banks], 2022, No. 1-2 (38-39), pp. 21–29. (In Russ.).
4. Kvitsiniya A. V. Otsenka deyatelnosti finansovogo megaregulyatora v usloviyakh sanktsiy [Appraisal of Finance Mega-Regulator Activity in Conditions of Sanctions]. Vestnik Rossiyskogo novogo universiteta. Seriya: Chelovek i obshchestvo [Bulletin of the Russian New University. Series: Man and Society], 2023, No. 2, pp. 65–74. (In Russ.).
5. Kirillov A. V., Khalilova M. Kh. Otsenka prosrochennoy zadolzhennosti rossiyskikh bankov v usloviyakh pandemii COVID-19 [Assessing Overdue Debts of Russian Banks in Conditions of COVID-19 Pandemic]. Finansovye rynki i banki [Finance Markets and Banks], 2022, No. 5, pp. 81–84. (In Russ.).
6. Marchenkova V. O. Osnovnye riski rossiyskoy bankovskoy sistemy i problemy v ikh upravlenii [Key Risks of Russian Banking System and Problems of their Management]. Nauka i sovremennoe obrazovanie: aktualnye voprosy, dostizheniya i innovatsii: sbornik statey IV Mezhdunarodnoy nauchno-prakticheskoy konferentsii [Science and Today’s Education: Acute Issues, Achievements and Innovation: collection of articles of the 4th International Conference]. Penza, MTsNS ‘Science and Education’, 2022, pp. 84–86. (In Russ.).
7. Pyagay V. G. Bankovskie riski: svyaz kreditnogo riska i riska likvidnosti [Bank Risks: Correlation of Credit Risk and Liquidity Risk]. Sinergiya nauk [Synergy of Sciences], 2022, No. 71, pp. 480–485. (In Russ.).
8. Rabadanova D. A. Otsenka urovnya kreditnogo riska bankovskogo sektora RF [Estimating Level of Credit Risk in Banking Sector of RF]. Vestnik Dagestanskogo gosudarstvennogo univesiteta. Seriya 3. Obshchestvennye nauki [Bulleting of the Dagestan State University. Series 3. Public Sciences], 2023, Vol. 38, No. 2, pp. 80– 86. (In Russ.).
9. Ramzaeva E. P., Kravchenko O. V. Analiz kreditnogo portfelya i kreditnogo riska v kommercheskom banke [Analyzing Credit Portfolio and Credit Risk in Commercial Bank]. Vektor nauki TGU. Seriya: Ekonomika i upravlenie [Science Vector of TGU. Series: Economics and Management], 2022, No. 3, pp. 47–53. (In Russ.).
10. Chekanova T. E. Regulirovanie riskov otechestvennoy bankovskoy sistemy v situatsii ekonomicheskogo krizisa [Science Vector of TGU. Series: Economics and Management]. Finansy i kredit [Finance and Credit], 2020, Vol. 26, No. 12, pp. 2837–2857. (In Russ.).
Review
For citations:
Kvitsinia A.V. Analysis and Estimation of Key Risks of Bank System in Russia and their Impact on Banking Sector in Conditions of Macro-Economic Instability. Vestnik of the Plekhanov Russian University of Economics. 2025;(2):160-170. (In Russ.) https://doi.org/10.21686/2413-2829-2025-2-160-170
Views:
126
Email this article 