Econometric Estimation of Debt on Legal Entities Loans. / Estimación econométrica de la deuda de préstamos a entidades jurídicas.

• E. BULATOVA Kazan Federal University. Russia
• E. KADOCHNIKOVA Kazan Federal University. Russia
• E. KHALIULLINA Kazan Federal University.Russia

Abstract

ABSTRACT

 

This study aims to assess the connection between macroeconomic indicators and banking sector economy indicators, with the share of overdue loans to legal entities on the example of the russian economy, based on a multiple regression linear model. Linear correlation, linear regression, classical least squares method and graphical method were used. The obtained models predict positive opportunities for the corporate sector lending development in the future. In the course of the analysis based on russian quarterly data for 2013-2019, the relationship between the share of legal entities overdue loans, macro indicators and banking sector development indicators were measured.

RESUMEN

 

Este estudio tiene como objetivo evaluar la conexión entre los indicadores macroeconómicos y los indicadores de la economía del sector bancario, con la proporción de préstamos vencidos a entidades legales en el ejemplo de la economía rusa, basado en un modelo lineal de regresión múltiple. Se utilizó la correlación lineal, regresión lineal, método clásico de mínimos cuadrados y el método gráfico. Los modelos obtenidos predicen oportunidades positivas para el desarrollo del crédito al sector empresarial en el futuro. En el curso del análisis basado en datos trimestrales de Rusia para 2013-2019, se midió la relación entre la proporción de entidades legales con préstamos vencidos, indicadores macroeconómicos e indicadores de desarrollo del sector bancario.

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