Systems of Periodic Statements and Reports:-
Credit Risk System:-
Systems of Financial Statements and Prudential Ratios:-
Capital Adequacy System:
(p. 421-450 of the Instructions to Banks - March 2008).
Offsite Supervision Tasks:-
Monitor the Compliance with Risk Ceilings Prudential Ratios
Prudential Ratios:-
Risk Ceilings:-
- Large credit exposure of one customer and large credit concentrations
- Credit concentrations of related parties
- Investment concentrations
- Deposit & credit concentrations at banks and financial institutions
- Real estate financing concentrations
- Consumer financing concentrations
- Overdraft to credit facilities concentrations
- Concentrations of the trading in shares financing
- IPO’s
- Fixed assets concentrations
- Other
Supervisory Ratios:-
- Capital adequacy
- Liquidity
- Credit ratio
- Assets in foreign currency
Risk Analysis & Assessment
Offsite assessment of risks depends on quantitative indicators comprised in the risk indicator for each type of the following financial institutions, namely:
As for investment funds, the offsite assessment of risks depends on the analysis of periodic data provided to the Central Bank by the funds (p. 232-234 of the Instructions to Banks - March 2008).
Follow-Up of Supervisory Response
- Follow-up of the treatment of ceiling exceedings and supervisory ratios
- Follow-up of the treatment of non-moderate risks.
Penalties:-
- Financial penalties
- Other
Risk Assessment Indicators
- Banks:
CRAFTE
- C-Corporate governance
- R-Risk Management
- F-Financial leverage capital-liquidity
- T- Transparency
- E-Earning
- Investment Companies:
CMR
- C-Corporate governance
- M-Market Conduct and trust
- R-Risks and Control
- Financing Companies:
CRAE
- C-Corporate Governance
- R-Risk and controls
- A-Asset Quality
- E-Earnings
- Exchange Houses:
MOCP
- M-Management effectiveness
- O-Operational controls
- C-Compliance
- P-Performance