The new technique according to risks is capable to worsen position of banks
Representatives of the credit organization "Alfa Bank" which has become the pioneer in application of new methods of an assessment of risks, said about absence in it the advantages promised by the Central Bank. Competitors of "Alpha bank" expect to pass Central Bank certification in 2015 for introduction in practice of a new technique. The number of banks – pilots who should first estimate an innovation, includes 12 banks at what capitalization makes 500 billion rub, and more. Now they study the relevant document of the Central bank «About procedures of payments of sizes of credit risks on the basis of an internal rating».
At present even the huge credit organizations cannot put planned change into practice. But not all banks having such possibility, include its introduction in the next plans.
"Rosbank" was not included into number of "pilot" banks. On the deputy chairman of the board of bank P. Shaykhina commented that directly these banks planned transition to an assessment of credit risks for the purpose of calculation of the standard of sufficiency of the capital, being based on an internal rating. The initiative could be not counted as the analyst of "Finam" (investment holding) noted that conclusions of experts from "Alfa Bank" take place for existence, and they are unfavourable.
Anton Soroko told in interview about the purposes of introduction of the Central Bank of an innovation, also commented the statement of the bank. From said by it follows that about new introduction инфы it is not enough, but research of risks was carried out by Alfa Bank. The new technique is long a configuration, and will be entered in the long term as "Basel-3", and completely introduction in the Russian banks will occur within several years. Purpose of introduction of a technique: increase of flexibility of estimates in pro-reading of risks without a constant support on the Central Bank. Each bank should have the options of calculations.
The subject is wide for discussions, maybe, the scheme and will not justify itself. And specifics of the Russian bank activity can be the precondition. When developing innovations it is a factor did not consider, and in vain. Injection of means in a new way of introduction as many specialists are convinced, can turn back heavy losses. In calculation of sizes of credit requirements the small indicator of sufficiency of the capital was used. In the European countries it makes 8 %, and in the Russian Federation – 10 %.
The head of analytical department of BKS of bank M. Osadchy declared that now banks are engaged in an investment of means for introduction of innovations, aspire to save up on the capital, but can remain not only without profit, well and in накладе. In a prize there will be players with portfolios of a wide diversification in an asset, and for obtaining advantages banks should plan a careful approach to planning of sufficiency of capital investments. It is useful for identification of unprofitable pricing, but application of internal ratings has own threats. The banks which have passed to PVR, will surely face the overestimated volatility of utilization of the capitals and H1 values.