Macroeconomic factors affecting the quality of the loan portfolio of the Russian banking sector

It is obvious that destabilization at the macroeconomic level has negative impact on all sectors of economy. The interdependence between real production, the banking sector and the population strengthens negative consequences of destabilization even more. The mathematical model is not developed by means of which it is possible to estimate future potential losses of banks on the granted loans at change of a number of macroeconomic indicators. In this article influence of a number of macroeconomic indicators (GDP, values of a real interest rate) on quality of the loan portfolio of the Russian banks is analyzed.