Mortgage risks of Russian banks under changes in the interest rate

Presented the results of the analysis of mortgage risks of the Russian banking system. The methodological basis of the study is a descriptive analysis of the interest and credit risks of the portfolio of mortgage loans of Russian banks. In the course of the study, it was established that there is a probability of losses associated with interest rate and credit risks. A significant increase in these losses is expected in the interval from 3 to 6 months with a sharp increase in the key rate.