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Title: Methodology and results in bank capital assessment
Authors: Posnaya, Elena Anatolievna
Tarasenko, Sergey Viktorovich
Vorobyova, I. G.
Dobrolezha, E. V.
Keywords: Banks and banking -- Russia
Bank capital -- Russia
Bank reserves -- Russia
Financial risk management -- Russia
Liquidity (Economics)
Issue Date: 2018
Publisher: University of Piraeus. International Strategic Management Association
Citation: Posnaya, E. A., Tarasenko, S. V., Vorobyova, I. G., & Dobrolezha, E. V. (2018). Methodology and results in bank capital assessment. European Research Studies Journal, 21(Special issue 1), 518-524.
Abstract: In the context of the present financial and economic environment, bank capital assessment requires new methods adapted to current situations. So, the selective model of bank capital assessment has been developed and proposed, which aims at the selection of the most important indices of capital’s structure. The main groups of indices are outlined, which are reasonable and practical to be used in the selective model: a group of liquidity indices, a group of bank reliability indices, a group of risk indices, a group of capital sufficiency indices and an index of IT-implementation level. Moreover, a notion of the bank capital factor is introduced. For the key index – bank capital factor – calculation values are structured according to the integral principle, i.e., by summing all reasonable values with the use of normalization, which contributes to the qualitative capital assessment. The calculation is carried out for the main banks of Crimea, which provide open information on the results of their activity. Bank activity data is taken from open sources. The data is ranked in the summary Table according to the value of the bank capital factor. The banks operating in Crimea have been found to work successfully, however, some problematic banks have been identified, which are advised to reconsider their capital management policy.
ISSN: 11082976
Appears in Collections:European Research Studies Journal, Volume 21, Special Issue 1

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