Joint scientific workshop of the Department of Economics and Finance and IDLab
On March 29, 2023, a joint scientific seminar of the Department of Economics and Finance and IDLab was held. The speaker at the seminar was the representative of the CBR Anna Burova, who presented the results of a study with co-authors Danila Karpov, Denis Koshelev on the topic "Decomposition of credit growth using granular data"
The report analyzed changes in the number and composition of borrowers, as a result of which four groups of borrowers were identified depending on their activity and first appearance in the credit register.
This analysis allowed the authors to formulate two preliminary results. 1) It has been proven that the massive influx of borrowers at the beginning of the pandemic was sporadic and was closely related to government support measures. 2) There was an increase in the share of inactive borrowers with open, unused credit lines. Since this type of borrower may present hidden risks for banks, it is proposed to use this indicator as an early warning indicator.