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

Author

Listed:
  • Pustovalova Tatiana Aleksandrovna

    (St Petersburg State University)

  • Prohorova Irina Sergeevna

    (St Petersburg State University)

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.

Suggested Citation

  • Pustovalova Tatiana Aleksandrovna & Prohorova Irina Sergeevna, 2009. "Measurement of banking capital adequacy in Russian banks according to new International standards («Basel 2»)," Journal of Corporate Finance Research Корпоративные финансы, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», issue 4 (12), pages 5-17.
    • Handle: RePEc:scn:026790:15693728
    as

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