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Article

Внедрение внутренних процедур оценки достаточности капитала в российских банках

Банковское обозрение. 2015. Т. 2. № 4. С. 80-88.
Битюцкий В., Пеникас Г. И.

In order to successfully implement internal capital adequacy assessment procedures (ICAAP) within a bank key requirements are briefly comments with respect to timing, format and content that are awaited by the Bank of Russia according to 3624-U Directive "About requirements on risk and capital management of the credit institutions and banking group". Risk-appetite, risk aggregation and concentration risk stress-testing are additionally discussed.