Features assessing the capital adequacy of banks under the countercyclical model of regulation

Abstract

The article deals with fundamental issues of assessing the capital adequacy of banks, the evolution of ideas on how to assess it. The author has studied international and Russian practice of assessing capital adequacy oversight bodies, the current state of the capital adequacy of banking sector in Russia and abroad. Shows the effect of the global financial crisis of 2008 and 2010 to consolidate the capital of Russian banks. As part of the introduction of supervisory authorities' counter-cyclical regulatory model, the author developed intra-procedure assessment of capital adequacy; identified and justified by promising sources of capitalization of the banking system of Russia until 2015.

Keywords

• собственный капитал
• экономический капитал
• достаточность капитала
• проциклическая модель регулирования
• контрциклическая модель регулирования
• источники капитализации