Home  Journals  Finance and Credit  14(446) - 2011 April

Organizational principles of current bank risks management system

Available online: 1 April 2011

Subject Heading: Risk management

JEL Classification: 

Current bank risks management system is based on regulatory and procedural framework, enabling development of integrated model that consist of two sub models: removable risks management model and residual risks management model. First model was realized by algorithmic simulation applying risk-management method for bank risks management. As a result of it, algorithm of removable risks minimization was built. Based on statistical methods of simulation in order to minimize residual risks, business process efficiency enhancement model of residual risks minimization by forming optimal combination of anti-correlating actions composing business process, wherein guaranteed financial result of each action has positive evaluation, was built.

Keywords: risk-management, management of bank risks, integrated risks management model, removable risks management model, business process efficiency enhancement model of residual

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

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