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Macroprudential Tools

The Bank of Russia is actively developing and expanding the scope of applied macroprudential tools that now includes the following:

Debt service-to-income ratio

The key change in regulation approaches is the implementation of the requirement for calculating a borrower’s debt service-to-income (DSTI) ratio. This requirement is applicable to credit institutions (except non-bank credit institutions entitled to transfer funds without opening bank accounts and conduct other related banking operations).

More details on DSTI

Risk-weight add-ons

Since 8 October 2018, the Bank of Russia has applied a new approach to macroprudential regulation. In accordance with this approach, risk ratios on certain asset types established by Bank of Russia Instruction No. 199-I, dated 29 November 2019, ‘On Required Ratios and Capital Adequacy Buffers for Banks Holding Universal Licences’, are set to their standard values provided for by Basel III.

More details on risk-weight add-ons

National countercyclical buffer

The Russian macroprudential regulation applies the national countercyclical capital buffer for banks’ capital adequacy ratios (such instrument as the countercyclical buffer is used by all regulators pursuant to the Basel III requirements).

More details on the national countercyclical buffer
Department responsible for publication: Financial Stability Department
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Last updated on: 18.05.2022