Measurement of banking capital adequacy in Russian banks according to new International standards («Basel 2»)

Tatiana Pustovalova and Prohorova Irina Sergeevna
Additional contact information
Prohorova Irina Sergeevna: St Petersburg State University

Journal of Corporate Finance Research Корпоративные финансы, 2009, issue 4 (12), 5-17

Abstract: This article presents the analysis of new approaches to banking capital adequacy measurement, which are determined in the document «International Convergence of Capital Measurement and Capital Standards: A Revised Framework», also known as Basel 2. It was published by Basel Committee on Banking Supervision in 2004. This article is devoted to one of the new approaches The Standardized Approach for calculating the capital requirements for credit risk. The article presents the results of the research dedicated to the quantitative impact measurement of implementation of new approaches in Russian banks. To achieve this goal 38 Russian banks were selected for this research. The results of the research let the author to conclude, that implementation of new approaches in Russian banks will lead to the growth of minimal capital requirements and this decrease will depend on the assets structure of Russian banks.

Keywords: БАНКОВСКИЙ КАПИТАЛ; СТАНДАРТЫ БАНКОВСКОГО КАПИТАЛА; СТАНДАРТИЗИРОВАННЫЙ ПОДХОД К УЧЕТУ КРЕДИТНОГО РИСКА; БАЗЕЛЬ 2; РОССИЙСКИЙ БАНКОВСКИЙ СЕКТОР (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

Downloads: (external link)
http://cyberleninka.ru/article/n/measurement-of-ba ... al-standards-basel-2

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:scn:026790:15693728

Access Statistics for this article

More articles in Journal of Corporate Finance Research Корпоративные финансы from CyberLeninka, Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики»
Bibliographic data for series maintained by CyberLeninka ().