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The capital adequacy as a basis for the regulation banking risks in Russia

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The article analyzes the scientific views on the problem of application of the Basel agreements into practical activities of commercial banks in Russia. The author reveals the value of applying Базель1, Basel 2 and Basel 3 to the domestic banking system. Special attention is paid to the analysis of the difficulties that commercial banks face in the process of developing models for assessing credit risk based on internal credit rating and the corresponding probability of default of the borrower, executed with consideration of international requirements. The article reveals the peculiarities and difficulties of application of the Basel standards to small and medium enterprises due to the mismatch between domestic and foreign economies. The author substantiates the inappropriateness of the use of models based solely on accounting data, the rating agencies; proposes more active use of the model focused on the current market assessments on the basis of the market of bonds, stocks and credit derivatives. The article discusses the feasibility of developing evaluation models internal credit rating of small and medium business, methodical approaches to accounting in the Bank's internal developments non-financial factors of credit risk, given a number of other recommendations.

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