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Finance and Credit

39(471) - 2011 October

The methodology of system risks research in the context of evolution of modern appoaches

Vol. 17, Iss. 39, OCTOBER 2011

Available online: 1 November 2011

Subject Heading: Financial market

JEL Classification:

Kuznetsov N.G. PhD, professor, rector, chair of department «Economic theory» RSUE (RINH)
rector@rsue.ru

Alifanova E.N. PhD, professor, the dean of financial faculty, professor of the department of financial and economic engineering RSUE (RINH)
alifanovaen@mail.ru

Evlahova Y.S. candidate of economic science, doctoral candidate of the department of financial and economic engineering RSUE (RINH)
evlahova@yandex.ru

In article directions of development of modern approaches to system risks of financial sector are considered. It is defined that thanks to convergence of models of the financial markets there is a rapprochement of two approaches to system risks: from positions of regular risk of stock market and from positions of system risk of bank sector. The analysis of methods of an estimation of system risks has allowed to reveal that a basis of all methods is the estimation of interrelations between elements systems, and the reason of a variety of methods - different levels of system generalization.

Keywords: system risk, regular risk of stock market, system risk of bank sector, the methods of system risk estimating

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

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