Russian Financial Sector Update
Bank of Russia FINANCIAL SECTOR OVERVIEW
The Central Bank of the Russian Federation
30
BANKING SECTOR: CAPITAL ADEQUACY
High quality capital base and solid capital adequacy levels under Basel III standards
Figure 20: Capital adequacy ratio for the banking sector decreased
over from 13.1% (01.01.17) to 12.2% (01.07.18) mostly due to the
procedures of financial rehabilitation of the large credit institutions
16
Figure 21: Credit organizations with capital exceeding RUB 25 bn
have lower buffer vs N1.0 minimum requirement due to economies
of scale
14
8 891
12
12,9
10
8,9
№98
6
4
2
8,7
10 000
50
9 512
b000
45
12,2
8 000
40
7 000
35
9,0
6 000
5 000
RUB bn
%
30
26.3
25.0
25
4.000
20
8,5
3 000
15
2000
10
10
1000
5
20.4
19.5
16.3
16.4
14.0
13.6
12,2
0
0
12.15 03.16 06.16 09.16 12.16 03.17 06.17 09.17 12.17 03.18 06.18
Ratio of own funds (capital) to risk-weighted assets (Basel III N1.0 ratio)
Tier I capital ratio (N1.2)
less than
300 mln
rub
300-1
bln rub
1-10 bln
rub
10-25
bln rub
25-50
bln rub
50 100 100-250
bln rub bln rub
more
than 250
bln rub
Common equity Tier I capital ratio (N1.1)
Own funds (Basel III capital), RUB bn, rhs
Capital adequacy ratio N1.0 (by capital size)
Capital adequacy ratio N1.0 as of 1.01.2018 (12,1%)
Source: Bank of RussiaView entire presentation