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

28(556) - 2013 July

Stress testing as method of improvement of market risk management

Vol. 19, Iss. 28, JULY 2013

Available online: 29 July 2013

Subject Heading: RISK - MANAGEMENT

JEL Classification:

Ushvitsky L.I. Doctor of Economics, Professor, the Department of Economy and Account, the North Caucasian State Technical University
fef@stv.runnet.ru

Maleeva A.V. PhD in Economics, Associate Professor, Professor, the Department of Finance and Credit, the North Caucasian State Technical University
kaffin@mail.ru

Klimova O.A. Graduate Student, the Department of Finance and Credit, the North Caucasian State Technical University
teffechka@yandex.ru

In the article it is noted that in connection with the crisis phenomena in world economy the problem of creation of an effective control system of market risks in commercial banks gained still big relevance. Stress testing is the key tool of a risk management and strategic planning. The commercial banks, which use the practice of stress testing and the results of stress tests for strategic decisions, overcome crisis more successfully. Parameters of stress testing and the methods developed by commercial banks are studied. Their practical assessment on the example of concrete bank is given. The conclusion is drawn on need of carrying out stress testing for improvement of a control system by market risks.

Keywords: bank, stress testing, market risk

View all articles of issue

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

Journal current issue

Vol. 30, Iss. 4

April 2024