Home  Journals  Finance and Credit  30(558) - 2013 August

Definition of economic capital in integrated system management of bank risks: universal approach

Available online: 19 August 2013

Subject Heading: Banking

JEL Classification: 

In the article the integrated control system of bank risks is presented, the principles and stages of its construction are formulated. One of the main functions of such system is definition of the economic capital. The uniform technique of definition of the economic capital on essential bank risks is developed: credit, market, operational. The constructed integrated control system of bank risks to accelerate significantly process of adaptation to requirements of Basel of II, III and to provide the balanced development of the credit organization by optimization of a profile of risks accepted by it.

Keywords: integrated control system, bank risks, economic capital, risk - focused approach, risk - focused supervision, adapted models

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

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