Estimation of the management tools of the effectiveness of bank risk management

ПОДЕЛИТЬСЯ С ДРУЗЬЯМИ
Авторы


Doctor of Economics, Professor
Russia, Saint-Petersburg State Economic University
oetdsa@yandex.ru


Ph.D.
Russia, Saint-Petersburg State Economic University


Graduate student
Russia, Saint-Petersburg State Economic University

Аннотация

Within the framework of this study, the existing tools for managing the effectiveness of bank risk management have been analyzed. It was revealed that the available indicators used in the evaluation of performance management tools do not fully cover the properties of instruments that directly affect the risk management system. The method of integral evaluation of the effectiveness of the application of instruments under review has been modernized by incorporating a formalized way of identifying particular criteria that characterize the requirements of the current stage of development of the banking sector, which makes it possible to measure the effectiveness of the application of these instruments in a large bank. In the course of the study, it was found that the most appropriate for use is a risk-culture tool, which has significant potential for application in the banking system. The effect of the application of this method and the prospects for its further development are characterized.

Ключевые слова

risk, risk management, RAROC, key risk indicators, stress testing, self-assessment of risks and controls, risk culture

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Финансирование

The study has been developed under the grant of the Russian Foundation for Basic Research, № 16–02–00531а.

Рекомендуемая ссылка

Djatlov S.A. , Lobanov O.S. , Shhugoreva V.A.
Estimation of the management tools of the effectiveness of bank risk management// Современные технологии управления. ISSN 2226-9339. – #5 (77). Номер статьи: 7704. Дата публикации: . Режим доступа: http://sovman.ru/en/article/7704/

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