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DOI: 10.47026/2499-9636-2021-3-10-18

Kudriavtseva A.S., Arkadeva O.G.

Modeling the Influence of the Structure and Quality of Assets on the Profitability of a Commercial Bank

Keywords: commercial bank assets, profitability, assessment, financial stability

In modern conditions, the methods of classical economic analysis are not enough to solve the problem of bank stability. This requires the development of methods and tools to analyze the current situation in the bank and to develop sound management decisions aimed at ensuring the stability of the bank. The article notes that the analysis of the influence of the structure and quality of assets on the profitability of commercial banks is an important step for assessing the financial position and reliability of a bank, and a method is proposed for constructing a model of the dependence of bank’s profitability on the factors that determine it. The scientific sources were the works of Russian and foreign researchers in the field of modeling and characteristics of the banking system, financial stability of credit institutions, assessment of the creditworthiness of potential borrowers, system organization and information technology. The article uses the methods of economic analysis, differential calculus and mathematical statistics, as well as the achievements of the main scientific schools dealing with the problems of economic and mathematical modeling and economic analysis of banking. In order to determine the most significant economic factors affecting the profitability of commercial banks, generalization of the theoretical, methodological and applied aspects of studies devoted to the study of the influence of the structure and quality of assets on the profitability of commercial banks was carried out, and a correlation and regression analysis was made. The model presented in the article can be used to predict changes in the profitability of Russian commercial banks and to predict promising directions for growth in profit and profitability of the bank.

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About authors

Kudriavtseva Alena S.
Master’s Program Student of the Direction «Finance and Credit», Economics Faculty, Chuvash State University, Russia, Cheboksary (alenabvggol@yandex.ru; )
Arkadeva Olga G.
Candidate of Economics, Associate Professor, Department of Finance, Credit and Economic Security, Chuvash State University, Russia, Cheboksary (knedlix@yndex.ru; ORCID: https://orcid.org/0000-0003-4868-2365)

Article link

Kudriavtseva A.S., Arkadeva O.G. Modeling the Influence of the Structure and Quality of Assets on the Profitability of a Commercial Bank [Electronic resource] // Oeconomia et Jus. – 2021. – №3. P. 10-18. – URL: http://oecomia-et-jus.ru/en/single/2021/3/2/. DOI: 10.47026/2499-9636-2021-3-10-18.