One of the priority tasks of the Bank of Russia as a regulator is to ensure stability of the Russian banking system in unfavourable macroeconomic environment. To this end, among other things, the Bank of Russia takes macroprudential measures to ensure financial stability, mitigate systemic risks in the banking sector and improve banks’ ability to absorb loss that may arise from stress. The key instrument of the Bank of Russia’s macroprudential policy is sectoral requirements for bank capital. The Bank of Russia sets these requirements through risk-weight add-ons which banks include into their calculations of capital adequacy ratios. The Bank of Russia has been using the said tool to mitigate the risk of escalation of household debt burden since 2013. In particular, the Bank of Russia applies measures to unsecured consumer lending as this segment is the main contributor to the debt burden increase. Consumer lending tends to develop in cycles: fast growth in lending with building up risks at banks and rising household debt burden in the periods of economic growth and cyclical recession during crises. The scale of such recessions depends on credit quality, lending standards before crisis and the level of household debt burden during crisis. In this regard, the Bank of Russia uses macroprudential measures in this segment in order to mitigate the consequences for banks after the credit cycle phase changes.