The Central Bank of the Russian Feration at one time propos qatar telegram data making participation in supervisory stress testing mandatory for the largest banks, as well as enshrining in legislation the powers of the Bank of Russia to conduct stress tests and use their results to assess the risks of banks. At what stage is this idea?
The authority to take measures
bas on the results of the review of internal capital adequacy assessment procures (ICAP). Within the framework of ICAAP, stress testing is conduct and the financial stability of the bank, its ability to survive various stresses, and capital adequacy are assess. When we look at the quality of capital adequacy management, we can set an additional capital premium for the bank. There have been cases when we have us this.
Further development of the ICAAP and our supervisory tools is associat, among other things, with the improvement of approaches to stress testing.
—Not only last year, but also the year before last.
So it is install systematically for some players?
“There are players who had this requirement in place for two or three years, but first things first.. what is ctv? let’s break it down. they have put their processes in order and restor capital adequacy.
— And don’t banks complain that there are too many stress tests? There agb directory are supervisory stress tests, there are stress tests within the framework of the ICAAP, there are stress tests within the framework of the financial stability restoration plan.