Sberbank's switch to IRB approach lifts capital ratio

Despite the RWA increase, the bank's CET1 capital ratio rose 20 basis points, to 11.6%

Sberbank’s embrace of the internal ratings-based approach (IRB) for credit risk – part of its transition to using Basel III advanced rules for capital adequacy – helped it on its way to an improved Common Equity Tier 1 (CET1) ratio in 2018.

The Russian lender posted an 11.85% CET1 capital ratio at end-2018 under Basel's advanced approach, up from 11.2% on January 1 when its requirements were calculated solely under the standardised approach.

A capital build-up of 475 billion rubles ($7

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here