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231
23.11.2022
not have a credit rating, the probability of default during the NPF stress testing will be determined based on the credit rating of relevant Eurobonds
speculative credit rating)
MIACR-IG – Moscow Interbank Actual Credit Rate-Investment Grade (the actual interest rate on
interbank loans extended to banks with an investment-grade credit rating
Register of Credit Rating Agencies, Register of Branch-
Maintain the State Register of Consumer Credit Cooperatives, es and Representative Offices of Foreign Credit Rating Agen-
with credit institutions
if they have at least one credit rating assigned by the rating agencies ACRA or JSC Expert RA.
The lowest credit rating
commissions; other services
associated with transactions with clients’ financial assets and liabilities, credit rating services, stock exchange
services, trust services, bank safe deposit box rentals,
banks’ credits
to Russian banks with high credit rating (MIACRIG) include
Table 3.2.5
rates in lending transactions with Russian banks with credit
rating
2019 to 7.7% in 2020 – in two years, according to National Credit Ratings
(Taiketaev, 2022). At the same time, (Bessonova et al., publication pending
centrality of
each RUONIA panel bank); and homogenous credit quality (a RUONIA panel bank’s credit rating).
Credit institutions are selected in accordance with the
9).
First, we retrieve information on credit risk estimates. We extract credit ratings assigned by the
Big Three credit rating agencies from Bloomberg files: Standard
240
27.09.2022
companies in the Fortune Global 2000 list. The credit risk estimates are derived from publicly available credit ratings. The probability of default (PD) levels result