Search results
5173 documents found
Discussion of “Measuring the Debt Service Ratio in Russia: Micro-Level Data Approach” by Anna Burova
micro-level measure)
• How about business-level income? For publicly listed companies, revenues from
P&L statements (eg: debt service in terms of EBITDA).
• Households: wages or
20% granted in rubles from 1 April 2020 from 100 to 20-80 p.p. depending on the PTI ratio.
New standardised approach to credit risk
of changes in
the country’s economic situation (-10 p) and in
personal financial standing (-7 p).
As inflation expectations rose and the
estimates of
sample mean, by approximately 1 p.p. over a one-year
horizon for ruble-denominated loans and by 1.5 p.p. for foreign-currency-denominated
loans, assuming zero
p.a. 4.7 4.3 4.1 4.1
– household loans % p.a. 11.4 10.9 10.7 10.4
– corporate loans % p.
4017
18.11.2020
dated 14 September 2020, ‘On Amending Bank of Russia Regulation No. 612?P, Dated 25 October 2017, ‘On the Procedure for Non-bank Financial Institutions to
in both households’ demand
DEPOSITS for highly liquid assets and the attractiveness
(% p.a.)
18 of demand deposit accounts resulting from
16 the gradual convergence
BANKS’ POLICY RATES IN ADVANCED Chart 2
ECONOMIES (1) ECONOMIES (2)
(% p.a.) (% p.a.)
3.0 0.2
0.1
2.5
0.0
1) 0 0
AR(2) 0.960 0.844
*** p<0.01, ** p<0.05, * p<0.1
Macroprudential Policy Efficiency:
Assessment for the Uncollateralized