Резервный буфер капитала как инструмент макропруденциальной политики

摘要: The analysis of Basel III main provisions shows that within the macroprudential policy, increasing financial stability banking sector is achieved by growing capital banks and creating new tools to solve short-term liquidity problems. proposed measures seem well developed, except one fact — quantitative values regulatory requirements for bank are insufficient achieve policy objectives. This study aims develop analytical allowing form objectives deliver them streamlining banks. methods comparative GAP analyses were used in study. empirical was performed with data on Russian stock index IMOEX dynamics, from reports Bank Russia systemically important According results, a strategic objective Federation determined, gradual increase adequacy ratio 40% proposed, calendar plan developed stagewise 10 years, realistic achieving this objective. As instrument grow according target level, it use an additional requirement reserve buffer dynamic adaptive nature. possibilities consequences application proved expediency its introduction improve effectiveness Federation.