Прогноз развития банковского сектора России НОЯБРЬ 2010 ЕВГЕНИЙ ТАРЗИМАНОВ, ВИЦЕ-ПРЕЗИДЕНТ

2 На повестке дня 1.Обзор рейтингов 2.Операционная среда 3.Основные рейтинговые факторы 4.Последние изменения рейтингов 5.Заключение

3 1. Обзор рейтингов »РФ: >1,000 банков »Moody s рейтингует 107 банков (>80% активов системы) »Средний BFSR: E+ »Средний депозитный рейтинг: B2 BFSR DEPOSIT RATING

4 2. Операционная среда

5

6 3. Основные рейтинговые факторы »Господдержка снижается »Ликвидность – много свободных, неиспользуемых ресурсов »Качество активов – меньшее давление »Капитализация – несколько снизится »Доходность – на низком уровне

7 Господдержка 3. Основные рейтинговые факторы

8 Ликвидность

9 3. Основные рейтинговые факторы Качество кредитов

10 3. Основные рейтинговые факторы Качество кредитов

11 3. Основные рейтинговые факторы Качество кредитов – кредитование связанных сторон / капитал

12 3. Основные рейтинговые факторы Качество кредитов – Toп 20 кредитов / капитал

13 Source: Central Bank of Russia 3. Основные рейтинговые факторы Капитализация

14 3. Основные рейтинговые факторы Капитализация – сценарный анализ

15 3. Основные рейтинговые факторы Доходность

16 3. Основные рейтинговые факторы Доходность

17 4. Изменения рейтингов

18 »Рост экономики поддержит банковский сектор »Доля проблемных кредитов начнет плавно снижаться в 2011 году »Выход ЦБ из программ поддержки будет плавным »Капитализация останется на адекватном уровне 5. Заключение

19 Eugene Tarzimanov Q&A

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