UDC: 336.71
https://doi.org/10.25198/2077-7175-2026-3-57
EDN: EMWQTF


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ON THE MANIFESTATION OF CREDIT RISK IN THE ACTIVITIES OF THE RUSSIAN BANKING SECTOR

E. V. Travkina1, A. A. Begdzhanyan2, A. V. Novikova3
Financial University under the Government of the Russian Federation, Moscow, Russia
1 e-mail: EVTravkina@fa.ru
2 e-mail: aabegdzhanyan@fa.ru
3 e-mail: kn2809@gmail.com

Abstract. The article discusses the main problems that arise in the process of credit risk management in Russian commercial banks, the timely identification of which is important in the context of modern economic instability. In the context of geopolitical tensions, sanctions restrictions and the transformation of Russia’s economic model, credit institutions are facing a deterioration in the financial situation of borrowers, as well as an increase in «bad» debts and limited access to international capital markets, which in turn reduces their sustainable functioning. It is worth noting that against the background of a gradual easing of monetary policy, the regulator left unchanged the forecast for a lower cost of risk in the retail segment for 2026 at the level of 2.2–2.6%.

The purpose of the work is a comprehensive analysis of modern credit risk management problems in Russian commercial banks and identification of the most promising areas for improving the risk management system to improve the efficiency of banking activities in conditions of economic instability.

The methodological basis of the study was a comparative analysis, synthesis, and statistical data processing methods that made it possible to assess the dynamics of lending to individuals and legal entities, as well as identify the factors contributing to the manifestation of credit risk in the Russian banking sector.

The scientific novelty of the study lies in a comprehensive approach to analyzing the problems of credit risk management in Russian commercial banks, considering the specifics of the current stage of economic development, characterized by sanctions pressure and structural transformation.

The results of the study are the developed proposals for improving risk management systems that can be applied by credit institutions to adjust their own methods of assessing borrowers, improve the quality of the loan portfolio and reduce the level of overdue debt. It is concluded that in the context of the digital transformation of the Russian banking sector, the use of an innovative credit risk management mechanism based on tools such as Big Data, advanced analytics, open data concept, distributed ledger technology (blockchain), artificial intelligence and Bayesian modeling will contribute to improving the effectiveness of credit risk management in commercial banks, ensuring sustainable their functioning.

Key words: credit risk, commercial banks, risk management, Russian banking system, overdue debt, scoring models, financial stability, loan portfolio quality, sanctions pressure.

Cite as: Travkina, E. V., Begdzhanyan, A. A., Novikova, A. V. (2026) [On the manifestation of credit risk in the activities of the Russian banking sector]. Intellekt. Innovacii. Investicii [Intellect. Innovations. Investments]. Vol. 3, pp. 57–68. – https://doi.org/10.25198/2077-7175-2026-3-57.


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