Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Realization of risk-oriented concept of assessment of effectiveness of economic capital in integrated risk management system
Available online: 15 September 2013 Subject Heading: Banking JEL Classification:
In the article the assessment of efficiency of bank operations on risk and profitability by means of modeling of the economic capital into the integrated control system of bank risks is given. The concept of profitability of the capital taking into account risk (RAROC) allows establishing more precisely need for the capital, economic advantage of operations of commercial bank, real efficiency of activity of its divisions, to carry out stimulation and motivation of the personnel, and also to use it in strategic planning. The directions of development and formation of the concept of RAROC are allocated: methodical, organizational, information and technological. Keywords: risk - focused supervision, assessment of own capital, integrated system, management of bank risks, economic capital |
ISSN 2311-8709 (Online)
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