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Title: Statistical analysis of the use an internal capital adequacy assessment procedure in the monitoring of banks stability
Authors: Baronova, V. V.
Nizov, A. N.
Turygina, V. F.
Medvedeva, M. A.
Zagornaya, T. O.
Panteleeva, N. D.
Silacheva, Y. V.
Issue Date: 2020
Publisher: American Institute of Physics Inc.
Citation: Statistical analysis of the use an internal capital adequacy assessment procedure in the monitoring of banks stability / V. V. Baronova, A. N. Nizov, V. F. Turygina, et al. — DOI 10.1063/5.0027265 // AIP Conference Proceedings. — 2020. — Vol. 2293. — 120026.
Abstract: To increase the stability of the banking system, it is necessary to use effective systems of risk management and monitoring of banks. One of these systems is the internal procedure for capital adequacy assessment (IPCAA). The purpose of this study is to assess, using a statistical analysis, the impact of the IPCAA procedure on changes in the value of banks' capital adequacy ratios. Some results of monitoring data are presented on risk-weighted assets, level 1 and 2 capitals, and capital adequacy ratios (CAR) for two foreign (2008 - 2018) and three Russian banks (2014 - 2018). The study showed the direct effect of increasing the risk-weighted assets on the level of capital adequacy (CAR). The results obtained allow concluding that there is a direct significant connection between the IPCAA procedure use and the stability of banks. This procedure provides a comprehensive assessment of the overall capital adequacy of banks, taking into account the existing risks in order to maintain an adequate and stable forecast level of capital. The study also revealed the needs of banks in creating adequate structures to ensure proper management of financial and operational risks, which will simplify the IPCAA process and ensure more effective capital planning and decision-making to provide the stability of both individual banks and the entire banking system. © 2020 American Institute of Physics Inc.. All rights reserved.
Access: info:eu-repo/semantics/openAccess
SCOPUS ID: 85097980753
PURE ID: 20396382
ISSN: 0094243X
ISBN: 9780735440258
DOI: 10.1063/5.0027265
Appears in Collections:Научные публикации, проиндексированные в SCOPUS и WoS CC

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