Estimation of Quantitative Effects from Implementation Basel III Standard on Russian Banking System

Student: Vasilkovskiy Artem

Supervisor: Viktor Kimovich Shpringel

Faculty: International College of Economics and Finance

Educational Programme: Double degree programme in Economics of the NRU HSE and the University of London (Bachelor)

Year of Graduation: 2016

In this paper, the current trends in regulation of the banking sector in Russia are highlighted. It is compared to world trends and the corresponding conclusions regarding the level of development of Russian system are made. Both quantitative and qualitative analysis will be performed in order to show how the upcoming changes will affect major banks’ ratios and indicators. The quantitative assessment will include the examination changes under both Standardized and IRB approach. This paper will also include the analysis of indicators that affect the magnitude of change in capital levels banks will experience after switch to Basel III standard.

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