Читать диплом по мировой экономике, международным экономическим отношениям: "Foreign banks in the Russian financial market" Страница 19

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2.15 Interest rate for major debt instruments Liquidity risk. Liquidity risk - this is the current and prospective risk of affecting profits or equity, arising from the bank's inability to meet its financial obligations as they fall due settlement without incurring unacceptable losses (extremely high financing costs). This risk arises from the fact that the bank may not be able to ensure the effectiveness of the expected and unexpected cash flow and collateral requirements. The Group is exposed to daily calls on its available cash resources from overnight deposits, current accounts, maturing or early withdrawal of deposits, loan draw downs, guarantees and derivative financial instruments that are settled in cash. The Group does not maintain cash resources in case you need a one-time meet all of these as the basis of accumulated experience, we can with a sufficient degree of accuracy to predict the level of funds needed to fulfill these commitments. Liquidity risk is managed by the assets and liabilities of the Group.Group seeks to maintain a stable funding base primarily consisting of deposits of legal entities / deposits of individuals, due to other banks, as well as invest in diversified portfolios of liquid assets, in order to be able to quickly and smoothly to unforeseen liquidity requirements.liquidity management of the Group requires considering the level of liquid assets necessary to settle obligations as they fall due; providing access to various sources of funding; contingency plans in case of problems with financing and exercising control over compliance of the balance sheet liquidity ratios against regulatory requirements. The Group calculates liquidity ratios on a daily basis in accordance with the requirements of the CBR.Group calculates liquidity ratios on a daily basis in accordance with the requirements of the CBR. These standards include:ratio (H2 must be at least 15% in accordance with the requirements of the Central Bank of the Russian Federation), which is calculated as the ratio of liquid assets to demand liabilities. As of December 31, 2014 the value of this standard was 48.54% (on December 31, 2013 H2 Bank amounted to 42.46%).liquidity ratio (N3 should be at least 50% in accordance with the requirements of the Central Bank of the Russian Federation), which is calculated as the ratio of liquid assets to liabilities maturing within 30 calendar days. As of December 31, 2014 the value of this standard was 58.72% (on December 31, 2013 H3 Bank was 77.18%).term liquidity ratio (N4 must be no more than 120% in accordance with the requirements of the Central Bank of the Russian Federation), which is calculated as the ratio of assets maturing after one year to capital and liabilities maturing in over one year. As of December 31, 2014 the value of this norm was 112.99% (on 31 December 2013 the Bank was 90.87 H4%).

Conclusion

part of the analysis carried out and the scope of activities of foreign commercial banks in the domestic banking market and considered approach to the management of risks associated with the activities of banks. The first examined the theoretical foundations of the phenomenon under study: to analyze different approaches to the definition of the bank with foreign capital participation by Russian authors reviewed the classification and legislation, as well as restrictions imposed by the regulator to reduce the risks associated with increasing competition between Russian and foreign banks. For the purposes of the work to the emergence of foreign banks in the domestic market of foreign investments allocated to commercial banks in subsidiaries with a view to profit, asset diversification and the maintenance of liquidity. The method to create a bank with foreign capital corresponds to the data contained in the Federal Law N 86-FZ, designed for foreign credit institutions, and solves the problem of the emergence of banks with a dubious reputation. Analysis of legal acts regulating the activities of foreign commercial banks revealed that at present the risks associated with the activities of the latter are limited mainly by the mandatory standards set by the CBR. This fact demonstrates the need for an effective control system for monitoring the state of the domestic banking system and continuous improvement approaches to risk assessment and management within the country.analysis of current data on the nature and extent of involvement of foreign capital in the Russian banking sector for 2009-2010. revealed several trends: 1) a steady increase in the volume of investments of commercial banks in the Russian banking sector; 2) the concentration of foreign investment; 3) the desire of foreign investors to fully control the controlled bank. These trends show an increase in complication and risks inherent in the activity of banks with foreign capital - of all types of market risk, credit risk, liquidity

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