Finance and Credit

Abstracting and Indexing

РИНЦ
Referativny Zhurnal VINITI RAS
Worldcat
LCCN Permalink
Google Scholar

Online available

Eastview
eLIBRARY.RU
Biblioclub

Home

Journals

Finance and Credit

21(453) - 2011 June

Market risks of commercial banks: estimation and analysis methods

Vol. 17, Iss. 21, JUNE 2011

Available online: 7 June 2011

Subject Heading: Risk management

JEL Classification:

Ushvicky L.I. doctor of economic sciences, professor, dean of faculty of economy and the finance, the North Caucasian state technical university
fef@stv.runnet.ru

Maleeva A.V. Cand. Econ. Sci., the senior lecturer, the professor of chair Finance and the credit, North-Caucasus state university
kaffin@mail.ru

Klimova O.A. the post-graduate student of chair Finance and the credit, North-Caucasus state university
teffechka@yandex.ru

In connection with the crisis phenomena in world economy the problem of creation of an effective control system of market risks in commercial banks has got still the big urgency. The increase in volumes of the operations connected with market risks, and also complication of financial tools have caused increase of importance of the given problems in Russia. In article theoretical bases of the analysis of market risks of commercial banks, their essence and the maintenance are investigated. And also methods of an estimation of market risks on an example of concrete commercial bank are considered. The conclusion that it is necessary for banks to develop culture of management of risks which should be incorporated in all bank operations and politicians is drawn taking into account the international practice.

Keywords: bank, market risk, currency, estimation

View all articles of issue

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

Journal current issue

Vol. 30, Iss. 3

March 2024