The impact of the dollar exchange rate on loan portfolio quality

Subject. The article discusses the impact of the dollar exchange rate on the quality of loan portfolio. Objectives. The study aims to highlight the importance of the impact of fluctuations in the dollar exchange rate on the quality of loan portfolio and to develop an algorithm for issuing loans to reduce the dependence of portfolio components on these fluctuations. Methods. Based on analysis and synthesis, and the algorithm used, we proposed to create a new algorithm for building a loan portfolio to reduce risks and improve its quality. Results. The study revealed that currently, the issuance of loans is significantly influenced by the exchange rate of foreign currency. The offered new algorithm for issuing loans included in the loan portfolio will enable to effectively solve the problem of aggravating the quality of loans. Conclusions. To build a high-quality loan portfolio, it is necessary to improve the algorithm for issuing loans. Currency fluctuations have a very significant impact on the loan rate against the background of sanctions imposed on the country. Preferential lending programs are also being canceled. In this regard, the quality of loans is decreasing, which negatively affects the stability of banks in the Russian Federation. If used, the proposed algorithm may improve loan portfolio quality as the ratio between risk and profitability turns out to be optimal. Any bank in the country can apply this algorithm by using artificial intelligence at the stage of issuing a loan.