Capital standard, which indicates the size of the bank regulatory capital, which must exceed the minimum established. Regulatory capital is one of the most important bank indicators, which main purpose is to cover the negative effects of various risks. To determine the real size of regulatory capital with regard to risks bank are obliged to constantly evaluate the quality of active banking operations in their activities.

Capital standard, which is the ratio of regulatory capital to the total book value of assets and off-balance sheet liabilities, weighted by the degree of credit risk. The regulatory capital adequacy standard reflects the bank’s ability to pay for its obligations arising from trade, credit or other monetary transactions in a timely manner and in full. The higher the value of the indicator of adequacy of regulatory capital, the greater the proportion of risk that bank owners assume. The value of the N2 standard of operating banks must be at least 10%.

Capital standard, which is the ratio of fixed capital to the amount of assets and off-balance sheet items of the bank, multiplied by the corresponding credit risk ratios. The Сapital adequacy ratio reflects the level of protection of the bank’s assets in terms of the adequacy of the 1st level capital - the main part of regulatory capital, which includes the bank’s shareholders funds in the authorized capital, reinvested profits, equity differences, reserve funds, general reserves, and reserve funds. The higher the value of the Сapital adequacy ratio (H3), the greater the risk the bank owners carry. The normative value of the H3 of existing banks has to be at least 7%.

Н-РК (Regulatory capital adequacy ratio) is capital standard that represents the ratio of regulatory capital to the total book value of assets and off-balance sheet liabilities weighted by credit risk. The regulatory capital adequacy ratio reflects the bank's ability to timely and fully meet its obligations arising from trading, lending or other monetary transactions. The higher the value of the regulatory capital adequacy ratio, the greater the share of risk assumed by the bank's owners. This ratio should be equal to at least 8.5%.

Н-К1 (Tier1 capital adequacy ratio) is capital standard that capital ratio, which is the ratio of Tier 1 capital to the sum of the bank's assets and off-balance sheet liabilities weighted by the respective credit risk ratios. The Tier 1 capital adequacy ratio reflects the level of protection of the bank's assets in terms of the adequacy of the amount of Tier 1 capital (K1), consisting of Tier 1 core capital (CET1) and Tier 1 additional capital (capital instrument with write-off/conversion terms) with appropriate deductions. This ratio should be equal to at least 7.5%.

Н-ОК1 (Common equity Tier 1 capital ratio) is capital standard, which is the ratio of Сore (Common Equity) Tier 1 capital to the sum of assets and off-balance sheet liabilities of the bank weighted by the respective credit risk ratios. The CET1 capital adequacy ratio reflects the level of protection of the bank's assets in terms of the adequacy of the amount of Core Tier 1 capital, the main part of the Tier 1 capital, which includes the bank's shareholders' funds in the authorized capital, reinvested profits, share premiums, reserve funds, general reserves and reserve funds. The higher the value of the CET1 capital adequacy ratio, the greater the share of risk assumed by the bank's owners. This ratio should be equal to at least 5.625%.

Liquidity standard that sets the minimum required liquidity level to cover the net expected cash outflow over 30 calendar days, taking into account the stress scenario. Due to the transition of banks to the liquidity ratio (LCR) calculation, the National Bank has canceled the less stringent economic standards of instant liquidity (H4) and current liquidity (H5) starting from September 2, 2019. The LCR regulatory value of existing banks has to be at least 90% percent - starting from June 1, 2019; 100% - starting from December 1, 2019.

NSFR (Net Stable Funding Ratio) is liquidity standard that sets the minimum required liquidity level over 1 year horizon. NSFR is defined as the amount of available stable funding relative to the amount of required stable funding. This ratio should be equal to at least 100% on an on-going basis.

Credit risk standard, established to limit credit risk arising from the failure of individual contractors to meet their obligations. The standard of the maximum amount of credit risk per contractor is defined as the ratio of the sum of all bank claims to a contractor or a group of related contractors and all financial obligations provided by the bank for the contractor or a group of related contractors to the bank regulatory capital. The value of the H7 standard should not exceed 25%.

Credit risk standard, established to limit the concentration of credit risk for an individual contractor or a group of related contractors. The credit risk that a bank has assumed for a contractor or a group of related contractors, all persons associated with the bank is considered large if the sum of all the bank’s claims on the contractor or group of related contractors, all persons associated with the bank and all financial obligations provided by the bank to that contractor or a group of related contractors, all persons associated with the bank, is 10% or more of the regulatory capital of the bank. The standard of large credit risks is defined as the ratio of the sum of all large credit risks by contractors, groups of related contractor, all persons related to the bank to the bank regulatory capital. The value of the H8 standard should not exceed 8 times the size of the regulatory capital of the bank.

Credit risk standardestablished to limit the risk of operations with persons associated with the bank, reduce the negative impact of operations with persons associated with the bank on the bank’s operations. The H9 standard is defined as the ratio of the cumulative sum of all bank claims to persons related to the bank and the amount of all financial obligations provided by the bank on persons related to the bank to the bank regulatory capital. The value of the H9 standard should not exceed 25%.

Investment risk standardestablished to limit the risk associated with investing in stocks, shares, and investment certificates of an individual. The ratio of investing in securities for each institution is defined as the ratio of the amount of funds that are invested to purchase stocks, shares, and investment certificates for each institution in the authorized capital of the bank. The value of the H11 standard should not exceed 15%.

Investment risk standard established to limit the risk associated with the implementation of bank investment activities. The ratio of the total amount of investment is defined as the ratio of the amount of funds invested in the purchase of stocks, shares, and investment certificates of any legal entity in the authorized capital of the bank. The value of the H12 standard should not exceed 60%.

Currency risk standarddefined as the ratio of the total value of the bank long open currency position for all foreign currencies in hryvnia equivalent to the regulatory capital of the bank. Critical standard value is up to 5%.

Currency risk standarddefined as the ratio of the total amount of the short open currency position of the bank for all foreign currencies in hryvnia equivalent to the regulatory capital of the bank. Critical standard value is up to 5%.

Capital adequacy indicator, characterizing the share of equity of the bank in the total assets. The higher the ratio, the more financially independent the bank is from its creditors and the risks of panic among depositors.

Capital adequacy indicator characterizing the share of the authorized and subordinated capital of the bank in the total amount of assets. The higher the ratio, the more financially independent the bank is from its creditors and the risks of panic among depositors.

Credit risk indicatorindirectly indicating the share of toxic loans in the portfolio of the bank’s assets, since the amounts of required reserves for credit risks are inversely dependent on asset quality.

Performance indicatordemonstrating the ability of the working assets of the bank to generate net interest margin. The larger the indicator, the greater the basis for the formation of bank profits.

Performance indicatorreflecting the level of bank operating expenses compared to the income received. High level indicates a weaker financial condition of the bank and problems with cost management.

Performance indicator, what is the basis for assessing the bank profitability without taking into account the effect of deductions on the formation of reserves, thus more accurately reflecting the operational efficiency due to abstraction from losses associated with the toxicity of bank assets.

Performance indicatordemonstrating what profit each RUB of bank assets brings. The ratio shows how effectively management uses the assets of the bank to generate profits. Negative values indicate loss.

Performance indicatordemonstrating what profit each UAH of bank equity generates. The higher the ratio, the better the bank uses its own capital to generate profits. Negative values indicate loss.

Liquidity indicatorcharacterizing the ability of the bank to repay its obligations for cash. The indicator gives an understanding whether the bank has the resources to pay off the claims of creditors and depositors.

Liquidity indicator, characterizing the structure of liquidity of the bank's assets, and therefore the sufficiency of the volume of highly liquid assets. The indicator allows to understand what proportion of assets the bank holds in liquid form (not only cash, but also trading securities and accounts in other banks) to quickly repay the claims of creditors and depositors.

Liquidity indicator, що характеризує структуру ліквідності активів банку, а отже достатність грошових коштів. Індикатор дозволяє зрозуміти, яку частку активів банк тримає у найбільш ліквідній формі, що дозволяє швидко погашати вимоги кредиторів і вкладників.

Investment risk indicatordemonstrating the share of non-core assets of the bank, such as investments in associates and subsidiaries, investment real estate, fixed assets and intangible assets. High indicators may reflect an underperforming business model of the bank and high sensitivity to market risks of asset impairment.

Qualitative indicator, which depends on the level of reliability of the bank’s access to financial support from shareholders, is determined by the sovereign credit rating of the country of origin and geopolitical risks for foreign banks, as well as the ability to access state budget resources for domestic banks.