This article examines the improvement of capital adequacy management methodology in commercial banks based on the principles of Basel III and risk-sensitive approaches. The study focuses on strengthening the linkage between regulatory capital requirements and the actual risk profile of banks, with particular emphasis on credit, market, and operational risks. Using a combination of comparative analysis and empirical assessment, the research evaluates the effectiveness of existing capital adequacy frameworks and identifies methodological gaps in risk measurement, stress testing, and capital planning processes. The findings highlight the importance of dynamic capital buffers, forward-looking risk assessment tools, and enhanced internal capital adequacy assessment processes (ICAAP) in improving financial stability and resilience of the banking sector. The proposed methodological framework integrates Basel III standards with risk-based capital allocation models, enabling banks to optimize capital structure while maintaining regulatory compliance. The results contribute to the development of more adaptive and transparent capital management practices that support sustainable growth and strengthen the overall stability of the financial system.