Operational risk governance: the basel approach

Analysis of key documents of Basel Committee which concern operational risk governance and identifies the interconnectedness between risk source, type of the event leading to losses. The comparative characteristic of the main operational risk governance.

Подобные документы

  • Defining and explaining systemic risk. Financial default contagion and its peculiarities. Systemic risk and contagion: the model. The reasons for banking license withdrawal. Effects of the delicensing policy on the systemic risk, possible alternatives.

    дипломная работа, добавлен 27.01.2016

  • Theoretical and methodological aspects of determining the risk of bank lending to agricultural enterprises. Analysis of the nature of credit risk. Identification of the main risk factors in bank lending for agricultural enterprises, risk modeling.

    статья, добавлен 01.12.2017

  • Anomalies in financial markets as a some type of risk argument. Explain of expectation errors the bias in the forward discount and the interest differential. Research of negative correlation between expected depreciation and the exchange risk premia.

    статья, добавлен 09.09.2012

  • Defining and explaining systemic risk. Financial default contagion and its peculiarities. Systemic risk and contagion. Russian bank delicensing policy. The reasons for banking license withdrawal. Effects of the delicensing policy on the systemic risk.

    дипломная работа, добавлен 30.07.2016

  • Development of a risk assessment methodology in the context of information uncertainty. Application of methods for determining the level of risk of the bank in the lending market. The coordinate system of the relationship of the bank and its customers.

    статья, добавлен 04.02.2019

  • Consideration of the principles of implementation of risk-management in modern conditions. Features of the development scheme of risk management of the Bank. Analysis of the ways of transition of banks to the international financial reporting standards.

    статья, добавлен 24.02.2016

  • Main approaches to building up a system for management of financial risks faced by banks. Identification of risk sources, assessment and minimization of the effects of the risks, in order to reduce their adverse impact on the commercial bank performance.

    статья, добавлен 12.10.2022

  • Acquaintance with the main features of credit risk management in banks. General characteristics of the rules that follow from the global financial crisis. Risk as the likelihood that actual return on investment will be lower than expected return.

    статья, добавлен 25.07.2020

  • Trends in credit risk management in the modern banking system of Kazakhstan. The consequences of the crisis on the world financial markets and its impact on the emergence of new approaches to risk management. Ways to improve credit risk management.

    статья, добавлен 28.09.2016

  • The lessons of the global financial crisis 2008-2009 biennium. The structure of Basel Committee on banking supervision, characterization of its components. Сapital adequacy requirements. Рarticipate in the international forum Michelin Challenge Bibendum.

    реферат, добавлен 10.10.2014

  • Analyzes of general views on factors of global misbalances appearance. Formulation of hypotheses of interdependence between the level of credit risk and indicators which characterize global misbalances. The proposals for management decision making.

    статья, добавлен 30.10.2016

  • Overcoming consequences of the financial and economic crisis of 2008-2010. Problems of bank credit risk management. Quantitative and qualitative indicators of credit risk assessment of the various sectors of the economy. Loan portfolio optimization.

    статья, добавлен 19.02.2016

  • Earnings management, competition and cooperative banks' risk-taking. This paper investigates the interrelationship between earnings management, competition and risk using the panel data of 615 cooperative banks in 16 countries during the 1994–2007 period.

    статья, добавлен 27.09.2016

  • Достоинства и недостатки новой для российской банковской практики методологии и инструментария Risk Metrics. Распределения логарифма темпа роста курса немецкой марки к российскому рублю, тест на нормальность. Принципы внедрения VaR для оценки рисков.

    статья, добавлен 09.12.2013

  • Політика управління валютним ризиком банку. Методика кількісної оцінки ризиків Value-at-Risk (VAR) з метою визначення вартісної міри валютного ризику. Сутність хеджування як методу зменшення валютного ризику. Шляхи мінімізації валютного ризику банку.

    статья, добавлен 21.06.2016

  • Dependence of the financial stability of bank on the risk management system. Types of risks in the banking business. The reason for the financial crisis. Its consequences and their impact on the economy in terms of reducing lending and other mechanisms.

    статья, добавлен 17.11.2020

  • The parameters business models of banks. The distinguished models of Ukrainian banks: retail, universal, corporate, corporate with retail financing. The method of ranking.The compare banks business models in terms of financial and risk indicators.

    статья, добавлен 20.02.2022

  • Development of a scheme of stress testing in a commercial bank. Its main tasks, stages of the procedure and approaches to the assessment of individual risks. Use of the proposed approach in assessing potential risks in the conditions of Ukrainian banks.

    статья, добавлен 28.12.2018

  • The formation of pension systems in different countries, depending on their specific economic, political and socio-cultural factors. Analysis of the risks of pension insurance in Ukraine. Accumulation of risks through insurance and amortization.

    статья, добавлен 24.02.2021

  • Поняття процесу використання Value-at-Risk для оцінки і вимірювання банківського кредитного ризику. Огляд принципів побудови та класифікаційних аспектів зазначеної методики. Аналіз застосування коваріаційного методу розрахунку VаR на фондовій біржі.

    курсовая работа, добавлен 27.08.2013

  • Main characteristics and mathematical formalization stable reinsurance market as a dynamic process of forming stable distribution between two sets of this market: subjects that convey risks in reinsurance and subjects taking risks on reinsurance.

    статья, добавлен 30.08.2016

  • There exists a possibility to secure oneself against financially negative outcomes of those risks by becoming insured against fortuitous events. The activities of agents-entrepreneurs in the context of insurance company strategies effectiveness.

    статья, добавлен 02.12.2017

  • The concept of implicit consolidation processes in the banking system and the development of a new approach to calculating the level of consolidation of banks. Influence of implicit consolidation of bank capital on risks in the banking system of Ukraine.

    статья, добавлен 28.09.2016

  • The influence of different business models on the behavior of banks. Consideration of differences in the level of their profitability and risks. Baring of the essence of methodical approaches to the identification of business models of Ukrainian banks.

    статья, добавлен 07.08.2022

  • Виды и источники банковских доходов, риски и связь с финансовыми показателями. Связь некредитных доходов и финансовых показателей. Классификация некредитных доходов банков. Непроцентные доходы, risk-adjusted рентабельность, волатильность рентабельности.

    магистерская работа, добавлен 30.08.2016

Работы в архивах красиво оформлены согласно требованиям ВУЗов и содержат рисунки, диаграммы, формулы и т.д.
PPT, PPTX и PDF-файлы представлены только в архивах.
Рекомендуем скачать работу и оценить ее, кликнув по соответствующей звездочке.