H1 - likulu adequacy chiŵerengero. Chiŵerengero N1: Ubwino

Kuti akonze banki kufunika kupanga thumba mosavomerezeka. Izi ndi osachepera kuchuluka kwa ndalama wofunikila kukhazikitsa ntchito. Malinga ndi malamulo Russian, ndi buku la EUR 5 miliyoni mu ruble ofanana. Malinga ndi buku la likulu ndi kulimbana kuthekera gulu la kukula ndi chitukuko. Chifukwa chaichi pali mtengo wapadera likulu adequacy. Kuti ndi chiŵerengero N1 ndi mmene masamu, kuwerenga.

likulu Bank a

Pamafunikanso mtengo wa mwini ndi kuwonjezera njira zake. index Izi masamu mfundo:

IP = Chabwino + DC, kumene:

CC - likulu banki a,

Chabwino - phindu la ndalama lomwe,

DK - likulu zina.

Magwero a mapangidwe a Code Wachifwamba kwa magombe mu mawonekedwe a kampani olowa katundu:

• mwadzina kufunika kwenikweni chikalata magawo wamba msika;
• gawo umafunika;
• mtengo mwadzina la magawo zokonda, malinga ndi zolembedwa woyamba amatchula kuti mwina sanali kupereka benefiti, ngati chimenechi salolera mapangidwe ngongole kwa mbale wa masheya a;
• ndalama, amene anapanga pa pempho CB;
• phindu kwa chaka panopa, lomwe zikutsimikiziridwa ndi lingaliro la Auditor ndi;
• kusiyana pakati pa CC ndi SC, ngati pambuyo ziŵalo kuchuluka kwa chilungamo banki a yafupika.

Gwero la mabanki UK mu mawonekedwe a LLC ndi magawo malipiro oyambitsa.

mfundo zachuma

Bank ku Central zonse amakambirana kuchuluka kwa ndalama zokha mabungwe ngongole. Iye adzakhala monga kutchulidwa malangizo nambala 1 "Pa dongosolo la malamulo ntchito za mabanki". Ofunika kwambiri a iwo - H1, likulu adequacy chiŵerengero. Ndi nthawi kuopsa nesosotosyatelnosti ya gombe, zikusonyeza osachepera kuchuluka kwa ndalama zokha chofunika kuphimba zomvetsa. H1 ponseponse mawerengedwe amachitidwa pa chilinganizo zotsatirazi:

H1 = IC / (ndalama (Au-Cri) + tsa + tsa 8807 8957 + PC + KPB + tsa + 10 8992 + rr × OR ...), Kodi;

1. Luso ndi ndani - likulu la banki;
2. Cree - chiopsezo chiŵerengero cha Au TH kakatundu;
3. . P - mzere nambala mu nkhani;
4. kuopsa:

• EOC - kwa ngongole chimadalira;
• Ng'ombe - patsogolo wotuluka;
• Uthenga ulalikidwa - ntchito;
• PP - msika;
• PC - kochulukira mlingo.

H1 - likulu adequacy chiŵerengero - kwa mabanki ndi buku la ndalama zokha oposa EUR 5 miliyoni adzakhala 10%. Ngati CC n'chochepa, phindu koyefishienti akhale 11% kapena zambiri.

Potsatira ndondomeko Basel Committee adequacy mlingo ndi kuchita masamu padera kwa likulu la mlingo woyamba ndi wachiwiri. Choyamba linaŵerengera kuchuluka kwa magawo chuma, ndi malo thumba ndi ndalama zaka zotukwana. The chachiwiri mlingo likulu m'gulu nkhokwe revaluation kuphimba zomvetsa ndi sheya zosiyanasiyana wosakanizidwa.

zizindikiro liquidity

The chiŵerengero cha H2 anatsimikiza mtima chiŵerengero cha chuma kwambiri madzi ndi kuchuluka kwa ngongole ankafuna:

H2 = La / (BC - 0,5 × TW1) mmene:

H2 - Quick chiŵerengero;

La - katundu kwambiri madzi (ndalama, zitsulo zamtengo wapatali, ndalama zakunja, ndi bwino "nostro, sikelo pa nkhani mtolankhani ku Bank ndi Central, ndalama ku sheya boma);

BC - 20% akufunika nkhani bwino;

TW1 - osachepera akaphatikiza bwino nkhani zi- ukulu ndi mabungwe alamulo pa akumufuna.

Calculated mtengo H2 ali kuti 15% kapena zambiri.

Current liquidity chiŵerengero:

H3 = La / (kuchokera - 0,5 × TW1)

kumene:

Pa - madipoziti kufunika ndi mawu a masiku 30: sikelo pa nkhani panopa, "loro", madipoziti ndi madipoziti; ngongole, kutsimikiza ndi zitsimikizo ndi maudindo ena;

TW1 - osachepera akaphatikiza bwino nkhani zi- ukulu ndi mabungwe alamulo pa kufunika kwa mwezi limodzi.

The masamu mtengo wa koyefishienti wa ayenera zosakwana 50%.

Yaitali liquidity chiŵerengero inaŵerengeredwa malinga ndi maudindo ndi ngongole ndi maturities yaitali kuposa miyezi 12:

H4 = Kr / (IC + R + 0.5 × D) komwe:

Kr - ngongole zimene amapereka mabanki mu rubles ndi ndalama zakunja. chiwerengerochi ayeneranso m'gulu 50% ya ukutitsimikizira banki ndi nthawi yomweyi ya n'loonadi;

D - madipoziti ndi ngongole analandira;

O - chiwerengero chonse cha bwino osachepera nkhani ndi kukhwima wa ku 1 chaka.

Calculated mtengo ayenera kukhala osachepera 120%.

Anapulumutsa ndi kumukonzanso Mabanki kukakumana ndi mfundo za chitetezo kudzera H1

Titha ndi zotsatira za kuwunika chuma mabungwe ngongole. Makamaka, "Mosoblbank" mu February, analephera kumvera ponseponse wa H1. The koyefishienti Y ngongole bungwe ndi wofanana 0%, ndi zinafunika 10%. bungwe analibenso zazikulu, likulu pachimake, yaitali chuma madzi. zinthu si bwino mu "Finance Business Bank". mlingo Current kuposa 4,32% mtengo wolakalakika. Komanso, mfundo zofunikira adequacy ndi likulu pachimake akhala linaphwanya. Chachitatu reorganized kampani - "INRES" - sanali kukwaniritsa zofuna za Bank ku Central pasanathe masiku 19, "BTA-Kazan" - masiku 15. Mu Chidziwitso "CANU" adequacy magawanidwe a m'munsi, likulu, denga ndi ntchito yaikulu ya ndalama zake ndi mabungwe ena malamulo anakwana 0%.

"Bimbank"

Bungweli anatenga ngongole kwa refurbishment mu chaka cha chaka chatha, "KUKULA" gulu ndalama. Koma mavuto ophunzira onse ndondomekoyi. "The kukula kwa Bank" kumapeto January breached chiŵerengero N1, sanalandire okwanira chuma yaitali kuposa mlingo kukhudzana ndi kasitomala limodzi. Mawu a bungwe "Cedar", umene m'gulu gulu chuma, onse January sikunali kokwanira mwini ndalama kwa ntchito. Komanso, bungwe wakhala kuposa malire a ngozi yaikulu, kutsimikiza ndi zitsimikizo ndi kuchuluka kwa mavuto Insider. 12.01.15 pa Bimbanka analibenso likulu la ntchito. Koma kenako zinthu bwino.

zotsatira

Mndandanda wa mabungwe ena omwe aphwanya ponseponse wa H1 ndi: NGO "St. Petersburg Kwawokhawokha Center" mosatsata chilolezo cha "Shipbuilding", "Tauride", "chuma ndi mafakitale" mabanki. Pakuti mabungwe ngongole kuti ali pa siteji ya kuchira ndalama, mmene miyeso zosiyanasiyana sizikhudza. Koma pamene chiŵerengero N1 likulu banki adequacy wakhala chosemphana "Mtumiki", mafunso anayamba. lamulo Bank akhoza adzatulukemo chilolezo ngati mtengo wa koyefishienti adzakhala ndichepe 2%. M'chaka malipoti, izi zimachitika nthawi zambiri ndi magombe chifukwa zolephera luso. Koma ngati atadzudzula mavuto phindu koyefishienti ndi kuchuluka, Bank ku Central kuitanitsa dongosolo la konzanso ndalama kapena kulowa ulamuliro wake mu dongosolo la. The "Mtumiki", koyefishienti ichi amagwa 9,19% kwa tsiku limodzi chifukwa chakuti banki anali kuonjezera azimayi ndi nkhokwe.

Mtsogoleri mu msika

Mwalamulo ponseponse wa H1 kwa mabanki pa mlingo wa 10%. Kuyambira 2013 anali kwambiri capitalized "Tinkoff". Mtengo wa koyefishienti ndiye anafika 15,8% ndipo anakhalabe mkulu ngakhale azimuth msika. Kotala loyamba chithunzi ichi utachepa kuti 15,22%. "Russian Standard" ali atchuke - 17,65%. The magulu ena ngongole mtengo wa index ndi otsika, "Home Mawu" - 13.9%, "Kubadwa Kwatsopano" - 12,89%, "OTP" - 12,34%.

"Russian Standard" Eurobonds restructured ndi anakafika nthawi yawo mpaka 2020, analandira likulu zina kuchuluka kwa $ 350 miliyoni zokha kuchuluka 4% pa H1. Kubanki kulipira ndalama umafunika mfundo kuchuluka 5 a nsinga mwadzina ndi kuchuluka mlingo 13% kwa coupon wina. Pakali pano, likulu la "Russian Standard" ndi biliyoni 64 rubles. Motero, gulu akhoza kuwakopera ngongole kudzera tenders, kukongoza makampani ofanana mokulirapo. Losses chimakwirira mlingo woyamba wa likulu. Low mlingo wa adequacy - 6,26%. Koma izi anafotokoza chifukwa chakuti sakhala ndi nsinga subordinated mu izo.

Pa kotala woyamba banki kuzosowa biliyoni 6.5 rubles. Pa zotsatira za 2014 phindu anakwana rubles 1.4 biliyoni. Ngati mulibe kuchepetsa zomvetsa, likulu la woyamba kuthamanga mlingo tlko kuonjezera. Mu mpikisano rynuke mtengo wa chizindikiro pamwamba: "Home Mawu" - 8,42%, "Tinkoff" - 9,4%, "East" - 6,74%.

Sberbank alibe akufuna kuima mu msika

bungwe walandira subordinirovanyny ngongole ku Bank ku Central kuchuluka kwa mayuro mabiliyoni 500. Pa nthawi, chithunzi ali pa mndandanda wa mbali ya gawo II likulu. Ngati ndi kutembenuka, chiŵerengero N1 ndi kuwonjezeka 12% ndi mfundo kuchuluka 1.2 Poyerekeza ndi mpikisano ndi udindo m'gulu la mtengo msika wa alionse si mkulu. Koma amaganizira zinthu zazikulu za citukuko mu Ukraine ndi zotsatira zovomerezeka.

Pomaliza

Pakuti uziyenda bwino msika banki lomwe ndalama zifunika. buku awo udzakhazikitsidwadi kulangiza malangizo adequacy. Bank ku Central zonse amakambirana mtengo wa koefishienti izi. Ngati mlingo masamu adzaleka kwa mlingo wa 2%, bungwe ngongole mwina asinthe chiwembu chilolezo kwa.