The comparisons of three models of evaluation of minimum capital requirements for operational risk are considered. We examine a method of evaluation of volume of capital suffi-cient to cover losses due to different types of damage distributed by the Normal, Binomial and Poisson laws.
The paper examines the principles for the supervision of financial conglomerates proposed by BCBS in the consultative document published in December 2011. Moreover, the article proposes a number of suggestions worked out by the authors within the HSE research team.
Board published consultation document 26.10.2011, which regulates a number of principles for mortgage lending. This article provides an overview of the principles and analysis of their characteristics. This article continues the series that review the proposed regulatory measures for the banking system at the international and country levels worked out by the Basel Committee on Banking Supervision.
This study shows that the current institutional environment leads to the domination of cross-border tax and capital optimization strategies in Russian banking sector business model. Money supply and demand mechanisms do not stimulate the loans, investments and other banking services growth in target sectors, enabling Russian economy innovative structural adjustment and independence. Therefore, to improve the Russian banking sector social and economic efficiency needs to develop institutions, impeding the community negative of banking business model and stimulate its transformation towards the long-term strategies based on key factors supporting national economy innovative growth.
The article presents an empirical comparison of different groups within the Russian banking sector in terms of their operating efficiency as measured by the cost-to-income ratio. Our key findings are as follows. The state-owned banks are more efficient than private ones, which is confirmed through a series of alternative calculations.
The article presents an overview of business trends in the banking sector based on results of business tendencies surveys of 875 credit institutions in 22 regions of Russia, held in November 2013 by Higher School of Economics jointly with the Information and Publishing Center "Statistics of Russia". The survey program provides key indicators of banking activities level and changes estimated by respondents. According to the results, detailed analysis of the views and attitudes of credit institutions leaders was carried out, mainly to answer the question: how possible development in the credit and deposit market under scenario of 2008 in nearest time? Position of respondents, largely offsetting with the main quantitative parameters of banking statistics, is primarily a reflection of the impact of macro environment and main banking regulator actions on the banking sector in the considered period.
The article analyzes the condition of the Russian financial markets in the light of the The main routes of the unified governmental monetary and credit policy for 2011-2013 years.