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Finance and Credit
 

Improvement of bank risks management system as the base of economic capital determination

Vol. 16, Iss. 37, OCTOBER 2010

Available online: 8 October 2010

Subject Heading: BANK’S TECHNOLOGIES

JEL Classification: 

Manuilenko V.V. candidate of economics, assistant professor, of the department Economics and finances North-Caucasus Humanitarian and Technical High School
vika-mv@mail.ru

A properly formed bank risks management system makes it possible to identify and evaluate all risks appropriately and, ultimately, to determine economic capital. The author considers the question of modernization of Russian integrated risk management system in accordance with the requirements of Basel Agreement II, and suggests the variant of an advanced system which is supposed to improve the quality of capital sufficiency evaluation.

Keywords: economic capital, advanced system of bank risks management, principles of bank risks management system, concept of stimulative response, imitative modeling

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

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