Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Improvement of bank risks management system as the base of economic capital determination
Available online: 8 October 2010 Subject Heading: BANK’S TECHNOLOGIES JEL Classification:
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 |
ISSN 2311-8709 (Online)
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