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Finance and Credit
 

Economic capital conception of a commercial bank

Vol. 17, Iss. 13, APRIL 2011

Available online: 29 March 2011

Subject Heading: Banking

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

In the given article the essence of economic capital conception is viewed, the approaches to its evaluation are studied, realization of economic capital conception in the national bank system is considered, problems and possible trends of development and conformity of Russian approach with international requirements are revealed. As a result, conceptual models of economic capital evaluation are substantiated.

Keywords: economic capital conception, expected, unexpected losses, models of economic capital evaluation, Monte Carlo method, stress-testing, contract approach, standard measure of economic capital

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

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