H1 - ratio filnaanshaha caasimadda. N1 ratio: Qiimaha

In la abuuro baahida bangiga si ay u sameeyaan fund sharci ah. Tani waa caddadka ugu yar ee lacagaha looga baahan yahay fulinta waxqabadyada. Sida uu qabo sharciga Ruush, iyadoo mugga a of 5 EUR million in Ruble u dhigma. Sida laga soo xigtay mugga caasimadda waxaa ka go'an by suurtagalnimada ee urur ee ay koritaanka iyo horumarka. Ujeedada this jiro heerka gaar ah: filnaansho caasimadda. Taasi waa N1 ratio iyo sida loo xisaabiyo, akhri on.

Caasimadda Bank ee

Waxaa ka mid ah qiimaha hab u gaar ah oo ku daray. index Tani waxaa loo xisaabiyaa by formula ah:

IP = OK + DC, halkaas oo:

CC - caasimadda bangiga ee,

OK - qiimaha lacag u gaar ah,

DK - caasimadda dheeraad ah.

Ilaha formation of xeerka ciqaabta ee bangiyada qaab shirkad si wadajir ah-stock:

• qiimaha magacaaban oo ka mid ah saamiyada caadiga ah run ahaantii soo saartay suuqa;
• share premium;
• qiimaha magacaaban oo ka mid ah saamiyada doorashada, waase in dukumentiyada aasaasay farayaan in waxa laga yaabaa inay u-bixinta aan of faa'iidooyin, haddii aysan ku lug formation of daynta in kooxda heysata ee securities ah;
• lacagaha, taas oo loo sameeyay on codsiga CB ah;
• faa'iido sanadka socda, kaas oo la xaqiijiyey by opinion hanti ah ee;
• farqiga u dhexeeya CC iyo SC ah, haddii ka dib habeynta ee qadarka sinaanta bangiga ee waa la dhimay.

Source of bangiyada UK qaab LLC waa saamiyada ah aasaasayaasha bixinta '.

heerka dhaqaalaha

Bankiga Dhexe si joogto ah dib u xaddiga lacag u gaar ah hay'adaha credit. Wuxuu ahaan doonaa sida ku cad tirada tilmaamaha 1 "On kala nidaaminta hawlaha bangiyada". Ugu muhiimsan ee iyaga ka mid ah - H1, ratio filnaanshaha caasimadda. Waxaa dejisa khatarta nesosotosyatelnosti ee bangiga, tuseyso tirada ugu yar ee lacag gaar ah loo baahan yahay si ay u daboosho khasaaraha. xisaabinta caadi H1 lagu sameeyo caanaha soo socda:

H1 = IC / (wadarta (Au-CRI) + p p + 8807 8957 + PC + KPB + p + 10 8992 + RR x AMA ...), Xaggee:

1. SK - caasimadda bangiga;
2. Kirii - ratio halis ugu hantida th Au;
3. . P - tirada line in xisaabaadka;
4. halista:

• EOC - waayo deymaha ka socda;
• Cattle - xawaalad weeraryahanka;
• OP - hawl;
• PP - suuqa;
• PC - heerka dheeraad ah.

H1 - ratio filnaanshaha caasimadda ah - bangiyada la mugga of lacag u gaar ah in ka badan 5 million oo euro noqon doonaa 10%. Haddii CC waa yar yar, qiimaha Wehliyaha waa in ay ahaataa 11% ama in ka badan.

Ka dib markii nidaamka Guddiga Basel heerka filnaanshaha si gooni ah loo xisaabaa caasimadda ah ee heerka kowaad iyo labaad. First xisaabi lacagta saamiyada khasnaddii, fund reserve ah iyo dakhliga sano suuqnimo. The caasimada heerka labaad ee ka mid ah kaydka revaluation si ay u daboosho khasaaraha iyo securities hybrid kala duwan.

tilmaamayaasha hantidooda

Ratio of H2 go'aamiyo saamiga hantida aadka u dareere ah iyo xaddiga deymaha baahida:

H2 = La / (CH - 0.5 x TW1) kuna waari dhexdeeda,

H2 - ratio Quick,

La - hantida aadka u dareere ah (lacag kaash ah, macdanaha qaaliga ah, lacagta qalaad, dheelitirka ee "nostro, kafado on xisaab wariye ee Bankiga Dhexe, maalgelinta securities dowladda);

BC - 20% oo ka mid ah dheelitirka xisaabaadka baahida;

TW1 - dheelitirka ugu yaraan wadar ahaan labada lug ee xisaabaha adaa horudhaca ah iyo hay'adaha sharciga ah ee baahida.

Xisaabiyaa H2 qiimaha ay leedahay in ay 15% ama in ka badan.

ratio hantidooda hadda:

H3 = La / (ka - 0.5 x TW1)

halkaas oo:

On - kayd dalabka la muddo ilaa 30 maalmood ah, la miisaamo on xisaab hadda, "Loro", kayd iyo lacag dhigaal ah, daymaha, dammaanadaha iyo fasaxyada iyo waajibaadka kale;

TW1 - dheelitirka ugu yaraan wadar ahaan labada lug ee xisaabaha adaa horudhaca ah iyo hay'adaha sharci on baahida loo qabo ilaa iyo hal bil.

Qiimaha xisaabiyaa of Wehliyaha ah waa in ka yar 50%.

ratio hantidooda muddada dheer waxaa lagu xisaabiyaa sida ay waajibaadka iyo deymaha la maturities muddo ka badan 12 bilood:

H4 = CR / (IC + R + 0.5 x D) halkaas oo:

Cr - deyn in ay bixiyaan bangiyada in rubles iyo lacagta qalaad. tiradaasi waa in sidoo kale lagu daro 50% damaanado bangiga la isla muddadaas ee saxsanaanta,

D - kayd iyo deymaha la helay;

O - total wadarta kafado ugu yaraan on xisaab la maturity ah ilaa 1 sano ah.

qiimaha la xisaabiyey waa in ay ka yar 120%.

bangiyada dayactirey ku guuldareystay inuu soo baxaysid faahfaahinta ee ammaanka iyada oo H1

Sidaas waxa muujiyay natiijada falanqaynta dhaqaale ee hay'adaha credit. Gaar ahaan, "Mosoblbank" bishii Febraayo, ku guuldareystay in ay u hoggaansamaan iska caadi ah ee H1. Wehliyaha y The ururka credit waa loo siman yahay si 0%, iyadoo loo baahan yahay 10% ah. Ururka ayaa sidoo kale u baahnaydeen aasaasiga ah, magaalada muhiimka ah, muddo dheer hantida dareere ah. wax ma ka fiican ee "Maaliyadda Business Bank". Heerka hadda ku dhaafto 4,32% qiimaha la doonayo. Sidoo kale, heerka aasaasiga ah ee filnaanshaha iyo magaalada muhiimka ah lagu xad gudbay. shirkadda saddexaad habayn - "INRES" - ma buuxiyaan shuruuda Bangiga Dhexe ee 19 maalmood, "BTA-Kazan" gudahood - 15 maalmood. In FG "TRUST" saamiga filnaanshaha saldhigga, caasimada, saqafka iyo isticmaalka badan oo lacag u gaar ah iyo hay'adaha kale ee sharciga ah noqonaysa in 0%.

"Bimbank"

Ururku wuxuu qaatay credit for dayactir dayrta ee sannadkii hore, "KOBOCA" group dhaqaale. Laakiin dhibaatooyinka kacay ee dhammaan ka qaybgalayaasha in geeddi-socodka. "Horumarka Bankiga" dabayaaqadii January jebiyey N1 ratio, ayaa helay tiro ku filan oo hantida muddada-dheer iyo dhaafto heerka gaadhista hal macmiil. hay'ad Credit "Cedar", kaas oo sidoo kale ka mid ahaa in kooxda dhaqaale, oo dhan ee January ma ahaa lacag u gaar ah oo ku filan hawlgalka. Intaa waxaa dheer, hay'ad ayaa dhaafto xadka ee khatarta weyn, dammaanadaha iyo fasaxyada iyo heerarka khatarta ka tirsan. 12.01.15 at Bimbanka sidoo kale u baahnaydeen caasimada hawlgalka. Laakiin ka dib xaaladda soo hagaagtay.

saamaynta

Liiska ururada kale in ay ku xad iska caadi ah ee H1 waa: NGO "St. Petersburg Dejinta Center", u diiday, liisanka "Dhismaha maraakiibta", "Tauride", bangiyada "maaliyadeed iyo warshadaha". Waayo, hay'adaha credit in ay yihiin marxalad ka soo kabashada dhaqaale, saamaynta ka mid ah tallaabooyinka kala duwan ee ma khuseeyaan. Laakiin marka ratio N1 filnaanshaha caasimada bangiga ayaa lagu xad gudbay, "Rasuulka", su'aalo bilaabay. sharciga Bank bixi kartaa ruqsadda haddii qiimaha Wehliyaha ka yaraan doonaa in 2%. sano warbixinta gudihiisa, taasi dhacdo marar badan la bangiyada ay sabab u tahay fashilaad farsamo. Laakiin haddii dib markii saxo dhibaatooyinka qiimaha Wehliyaha waxaa kor u kacay, Bangiga Dhexe codsan kartaa qorshe dhaqan-dhaqaale ama geli ay gacanta ku hayaan dhismaha. The "Rasuulka", Wehliyaha this hoos u 9,19% hal maalin ay sabab u tahay xaqiiqada ah in bangiga lahaa in ay kor u qoondeeyey in kaydka.

Hoggaamiyaha cusub ee suuqa

Sharci ahaan la aasaasay caadi ah H1 waayo, bangiyada heerka of 10%. Tan iyo 2013 wuxuu ahaa ugu xuruufo "Tinkoff". Qiimaha Wehliyaha markaas gaaray 15.8% oo ka hadhay sare in kasta oo ay arrimuhu suuqa. In bilood ee hore ee tiradaasi hoos u 15,22%. "Ruush Standard" ayaa dhigay rikoor cusub - 17,65%. The hay'adaha credit qiimaha kale ee index ay yar tahay, "Home Credit" - 13.9%, "Renaissance" - 12,89%, "OTP" - 12,34%.

Eurobonds "Standard Ruush" dhibtaada ay muddo kordhin ilaa 2020, heshay caasimada dheeraad ah qadarka $ 350 milyan oo kordhay 4% on H1. Waayo, bangiga in uu bixiyo maal premium ah boqolkiiba 5 dhibcood oo ka mid ah bonds magacaaban oo kor u kacay heerka 13% waayo, mid coupon. Si aad u taariikhda, caasimadda ah ee "Ruush Standard" waa 64 billion rubles. Sidaas darteed, ururka jiidan kara masuuliyadii dhex hindise, deymin shirkadaha la xiriira ilaa xad ka weyn. Khasaaraha daboolayaa heerka koowaad ee caasimada. heerka Low of filnaanshaha - 6,26%. Laakiin tani waxaa lagu sharaxay by xaqiiqada ah in uusan ka mid ah bonds u jideeyey, waxa ku jira.

Inta lagu jiro bilood ee hore bangiga laga badiyay 6.5 billion rubles. On natiijada 2014 faa'iido ah lacag dhan ilaa 1.4 billion rubles. Haddii aadan la yareeyo khasaaraha, caasimadda ah ee cadaadiska ugu horeysay ee heer tlko kordhiyo. In tartamaya rynuke in qiimaha tilmaanta kor ku xusan: "Home Credit" - 8,42%, "Tinkoff" - 9.4%, "East" - 6,74%.

Sberbank uusan weli doonaya in ay u istaagaan soo baxay ee suuqa

Ururka ayaa heshay amaah subordinirovanyny ka Bankiga Dhexe ee cadadka 500 billion euros. Waqtigan xaadirka ah, tiradaasi ku qoran yahay oo qayb ka ah Tier II caasimadda. Haddii ay tahay in loogu badalo, N1 saamiga 12% ay kordheen boqolkiiba 1.2 dhibcood In la barbardhigo tartamaya oo booska ururka ee qiimaha suuqa ee saamiga ma aha sare. Laakiin iyada oo la tixgelinayo xaaladda dhaqaale ee Ukraine iyo natiijooyinka la aqbali karo.

gunaanad

Wixii shaqaynaya guul suuqa lacagaha bangiga ee u gaarka ah waxaa looga baahan yahay. Ay mugga waa in la dhisaa si ay ugala talin xeerarka filnaanshaha. Bankiga Dhexe si joogto ah dib u qiimaha horgalaha kuwan. Haddii heerka xisaabiyaa hoos heerka 2%, hay'ad credit a noqon kartaa liisanka.