Capital adequacy assessment and risks of Russian banks in an unstable economic situation
https://doi.org/10.26425/1816-4277-2020-9-138-145
Abstract
A review of the dynamics of the main indicators of Russian banks has been presented, their risks in the context of step-by-step implementation of the recommendations of the international capital adequacy assessment standards in a period of unstable economic situation have been analysed, and also the current level of capital adequacy of banks in order to cover their risks has been evaluated. The problems, with which Russian banks may face in the process offurther transition to international standards for assessing capital adequacy have been designated. Recommendations taking into account the peculiarities of banks functioning in the current conditions, aimed at ensuring the financial stability of the banking business at the level of both the individual Bank and the banking sector as a whole, as well as at limiting the concentration of risks and preventing the emergence of new concomitant or specific risks have been given.
About the Authors
T. Yu. Mazurina
State University of Management
Russian Federation
Russian Federation
Mazurina Tatyana Yu. - Candidate of Economic Sciences.
Moscow
E. I. Shamanina
State University of Management
Russian Federation
Russian Federation
Shamanina ElizavetaI. - Candidate of Economic Sciences.
Moscow
References
1. Vasil’eva E. E. Retrospektiva pokhodov k otsenke kreditnogo riska: Bazel’ I, II, III [Retrospective of approaches to credit risk assessment: Basel I, II, III]. Finansovo-kreditnaya sistema, byudzhetnoe, valyutnoe i kreditnoe regulirovanie ekonomiki [Financial and credit system, budget, currency and credit regulation of the economy]. Available at: https://cyberleninka.ru/article/n/retrospektiva-podhodov-k-otsenke-kreditnogo-riska-bazel-i-ii-iii/viewer (accessed 31.06.2020).
2. Gryzunova N. V Korrektirovka prudentsial’nykh normativov, opredelyayushchikh vektor razvitiya bankovskogo sektora [Correction of prudential standards defining the development vector of the banking sector]. Upravlenie, 2019, no. 4, pp. 32-43.
3. Efimova M. R., Kuznetsov N. V, Dolgikh E. A. Osobennosti sovremennogo sostoyaniya bankov-skogo sektora Rossiiskoi Fed-eratsii i osnovnye tendentsii ego razvitiya [Peculiarities of the current state of the banking sector of the Russian Federation and the main trends of its development], Vestnik Universiteta, 2019, no. 9, pp. 149-156.
4. Mazurin V. V. Mekhanizm raboty s prosrochennoi i problemnoi zadolzhennost’yu v roznichnom kreditnom portfele rossiiskikh bankov [Work mechanism with overdue and bad debts in the retail loan portfolio of Russian banks]. Vestnik Universiteta, 2016, no. 6, pp. 119-125.
5. O privedenii bankovskogo regulirovaniya v sootvetstvie so standartami Bazel’skogo komiteta po bankovskomu nadzoru (Bazel’ III) v usloviyakh nestabil’noi ekonomicheskoi situatsii: monografiya [On bringing banking regulation in line with the standards of the Basel Committee on Banking Supervision (Basel III) in an unstable economic situation: monograph], kollektiv avtorov, pod red. I.V. Larionovoi. Moscow, KNORUS, 2018. 190 p.
6. Bank Rossii prodlyaet ryad mer, vvedennykh v svyazi s epidemiei koronavirusa [Bank of Russia is extending a number of measures introduced in connection with the epidemic of coronavirus]. Available at: https://cbr.ru/press/pr/?file=27032020_152031d-kp2020-03-27T15_20_11.htm/ (accessed 26.06.2020).
7. Informatsionno-analiticheskii material Banka Rossii “O razvitii bankovskogo sektora Rossiiskoi Federatsii v 2019 godu” [Information and analytical material of the Bank of Russia ”On the Development of the Banking Sector of the Russian Federation in 2019”]. Available at: https://www.cbr.ru/Collection/Collection/File/25854/razv_bs_19_12.pdf (accessed 28.06.2020).
8. Koronavirus: mery podderzhki grazhdan i biznesa [Coronavirus: measures to support citizens and business]. Available at: https://www.cbr.ru/covid/ (accessed 08.07.2020).
9. Obzory bankovskogo sektora Rossiiskoi Federatsii za 2015-2020 gg. [Reviews of the banking sector of the Russian Federation for 2015-2020]. Available at: https://cbr.ru/statistics/bank_sector/pdko_sub/ (accessed 02.07.2020).
10. Otchety Banka Rossii o razvitii bankovskogo sektora i bankovskogo nadzora za 2015-2020 gg. [Reports of the Bank of Russia on the development of the banking sector and banking supervision for 2015-2020]. Available at: https://www.cbr.ru/banking_sec-tor/analytics/ (accessed 02.07.2020).
11. Risk-menedzhment finansovykh organizatsii v usloviyakh neopredelennosti: vedushchie praktiki i usvoennye uroki [Riskmanagement offinancial organizations in the face of uncertainty: leading practices and lessons learned]. Available at: https://www2.deloitte. com/content/dam/Deloitte/ru/Documents/tax/not-home-alonerisk-management.pdf (accessed 08.07.2020).
12. Spisok kreditnykh organizatsii, zaregistrirovannykh na territorii Rossiiskoi Federatsii po sostoyaniyu na 28.03.2020 [List of credit organizations registered in the territory of the Russian Federation as of March 28, 2020]. Available at: https://www.cbr.ru/banking_sector/credit/FullCoList/ (accessed 05.07.2020).
13. TSBR: kreditnyi risk vykhodit na pervyi plan v tekushchikh usloviyakh [Central Bank of Russia: credit risk comes to the fore in the current environment]. Available at: https://www.finversia.ru/news/markets/tsbr-kreditnyi-risk-vykhodit-na-pervyi-plan-v-tekus-hchikh-usloviyakh-76055 (accessed 08.06.2020).
Review
For citations:
Mazurina T.Yu., Shamanina E.I. Capital adequacy assessment and risks of Russian banks in an unstable economic situation. Vestnik Universiteta. 2020;(9):138-145. (In Russ.) https://doi.org/10.26425/1816-4277-2020-9-138-145
Views:
758
Email this article 