The body of Alexander Funin, 43, was discovered by his wife in the bathroom of their apartment in southwestern Moscow. The family had been celebrating five months since the birth of their daughter.
"The main cause of Funin's death is an accident as a result of negligently playing with a weapon," an investigator said. "The inebriated man was examining a pistol, loaded with rubber bullets, and accidentally squeezed the trigger. The bullet struck him in the head and the banker died."
The investigator said the conclusion was based on an examination of the scene and preliminary forensic study but added investigators were also considering suicide and murder.
The press service of the VTB bank could not be reached for comment.
In early December, a top manager of VTB-24, Oleg Zhukovsky, was found dead in a swimming pool of his house outside Moscow. Police said he committed suicide. The man was tied up but had left a suicide note.
Last October, director of a VTB-24 department, Alexander Plokhin, was shot dead near the elevator in his apartment block. Police are still looking for the killer.