The content of the PVFU, which are currently france telegram data quite general. We will detail the requirements for financial stability restoration activities, introduce the need to test key risks under stress scenarios, determine the minimum stress depth, set a minimum set of stress indicators, and work on the issue of PVFU being more integrated into the bank’s current and anti-crisis management system.
We discussed these improvements with the banking community at the end of last year. This year, we plan to complete the development of a regulatory act so that from 2025 all SZKOs submit the PVFU according to the new rules.
The Central Bank of the Russian Federation
At one time proposed making participation in supervisory stress testing mandatory for the largest banks, as well as enshrining in legislation the powers of the Bank of Russia to conduct stress tests and use their results to assess the risks of banks. At what stage is this idea?
We have the authority to take measures based
on the results of the review of internal capital adequacy assessment procedures (ICAP). Within the framework of ICAAP, stress testing is to achieve maximum efficiency conducted and the financial stability of the bank, its ability to survive various stresses, and capital adequacy are assessed. When we look at the quality of capital adequacy management, we can set an additional agb directory capital premium for the bank. There have been cases when we have used this.
