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Finance and Credit

6(342) – 2009 February

Economic capital: risk-oriented approach to bank share valuation

Vol. 15, Iss. 6, FEBRUARY 2009

Available online: 21 August 2009

Subject Heading: Bond market

JEL Classification:

Klyuchnikov M.V. Cand. Sc. (Economics), assistant professor of the Banking Department, Moscow academy of finances and industry

Pishchulin Е.А. professor of the Banking Department, Moscow academy of finances and industry ;

The core in the bank valuation in terms of the risk-oriented approach lies in the development of the economic capital value calculation. Economic capital considered as a certain airbag, this approach implies defining the minimal value of the internal funds used to cover bank transactions losses caused by a certain level of risk attached by the management to its portfolio. The article deals with the results of economic capital valuation.

Keywords: capital, risk, bank, share, approach, cost, losses

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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