Finance and Credit

Abstracting and Indexing

РИНЦ
Referativny Zhurnal VINITI RAS
Worldcat
LCCN Permalink
Google Scholar

Online available

Eastview
eLIBRARY.RU
Biblioclub

Home

Journals

Finance and Credit

11(347) – 2009 March

Applying the concept of economic capital to the bank appraisal

Vol. 15, Iss. 11, MARCH 2009

Available online: 16 September 2009

Subject Heading: Business evaluation

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 ;

Methods of economic capital evaluation are the key factor of a bank appraisal in terms of the risk-oriented approach. Regarding economic capital as an airbag, the approach implies finding the minimum value of the equity funds to cover transaction losses inflicted by a definite risk level, which is caused by management to its portfolio. The article deals with the results of the economic capital evaluation.

Keywords: economic capital evaluation, risk-oriented approach, risk levels

View all articles of issue

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

Journal current issue

Vol. 30, Iss. 4

April 2024