Home  Journals  Finance and Credit  9(489) - 2012 March

Innovative model for the assessment of the economic capital of the commercial bank

Available online: 21 February 2012

Subject Heading: Banking

JEL Classification: 

In the article the conceptual approach is developed to construction of models of estimation of economic capital of bank, having innovative character, and directions of his practical realization are formed. Innovation of the model of economic capital on a credit, market, operation to рискам, called to provide the balanced development of credit organization during optimization of profile of the risks accepted by her is presented.

Keywords: innovative model, the economic capital, innovative models, models of capital for credit, market, operational risks, innovative complex models, probabilistic character models

View all articles of issue

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

Journal current issue

Vol. 30, Iss. 3 March 2024

Archive