Home  Journals  Finance and Credit  9(441) - 2011 March

Foreign practice of the organization of bank risks decrease and management

Available online: 25 February 2011

Subject Heading: Foreign experience

JEL Classification: 

Basis of risk management systems created in foreign banks is the method of a likelihood estimation having set of updatings, such as RiskMetrics technique used by a wide range of large bank structures. Despite the general tendency to complication of the mathematical apparatus used for the analysis of risks, base techniques still remain in an arsenal of risks-managers. Along with likelihood methods of risk estimation, foreign banks actively apply scenario stress-testing, as the unique tool of an estimation of difficult complex risks.

Keywords: Risk- management, management of bank risks, foreign banks, methods of an estimation of bank system stability, base techniques, scenario stress-testing

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ISSN 2311-8709 (Online)
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