The Impact Assessment of the Changes in Risk Level and Rates on the Financial Position of Banks

Student: Korenkov Georgii

Supervisor:

Faculty: St.Petersburg School of Economics and Management

Educational Programme: Economics (Bachelor)

Year of Graduation: 2024

This research is focused on the relations of monetary policy on financial indicators and economic activities of banks. These influences are poorly studied in Russian Federation, moreover, forecasting models of the economy reaction to monetary policy measures have started to include the banking sector recently and not very detailed. The purpose of the study is to clarify the impact of the key rate change on the balance sheet items and indicators of the bank, including its ability to lend, which is characterized by the share of overdue loans in credit portfolio (non-performing loans ratio) in the short-term period. The prudential measures of the Central Bank of the Russian Federation (CBRF) are used as exogenous variables for the model validity.

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