voprecotestВопросы экономикиVoprosy Ekonomiki0042-8736Voprosy Ekonomiki, NP10.32609/0042-8736-2023-6-36-61voprecotest-3930Research ArticleФИНАНСОВАЯ ЭКОНОМИКАFINANCIAL ECONOMICSФакторы ценообразования розничных кредитов в РоссииRetail loan pricing determinants in Russiahttps://orcid.org/0000-0003-2274-189XПеникасГ. И.PenikasH. I.

Пеникас Генрих Иозович, кандидат экономических наук, руководитель проектов Департамента исследований и прогнозирования 

Москва

Henry I. Penikas

Moscow

penikas@hse.ruБанк РоссииРоссияBank of RussiaRussian Federation202305062023063661Copyright © Voprosy Ekonomiki, NP, 20232023Voprosy Ekonomiki, NPVoprosy Ekonomiki, NPhttps://www.vopreco.ru/jour/about/submissions#copyrightNoticehttps://www.vopreco.ru/jour/article/view/3930

Впервые рассмотрен уникальный массив данных о предложении ставок по кредитам с февраля по август 2022 г. Обосновано, что такие предложения, содержащие информацию о ставке и дополнительных условиях (срок, сумма и т. д.), чаще дают более крупные банки. Проанализированы слагаемые как кредитного риска ссуды, так и риск-аппетита банка. Показано, что банки, оценивающие кредитный риск для нормативов по собственным данным и моделям (ПВР-банки), дают более консервативные оценки кредитного риска.

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.

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The authors declare that there are no conflicts of interest present.