MODELING OF RISK MANAGEMENT IN BANKING SECTOR

The article presents a critical review of current methods and models of risk management in the banking sector. The urgency ofdeveloping the model (mathematical) toolsis shown. Particular attention is paid toassessment models of the credit and operational risks and their signifi cance. This work also...

全面介紹

書目詳細資料
發表在:Статистика и экономика
Main Authors: Irina N. Mastyaeva, Ruzan E. Mirzahanyan
格式: Article
語言:俄语
出版: Plekhanov Russian University of Economics 2016-08-01
主題:
математическое моделирование
банковский сектор
регулятор
кредитныериски
операционные риски
экспресс-кредитование
mathematical modeling
banking sector
regulator
credit risks
operational risks
express loans
在線閱讀:https://statecon.rea.ru/jour/article/view/394
實物特徵
總結:The article presents a critical review of current methods and models of risk management in the banking sector. The urgency ofdeveloping the model (mathematical) toolsis shown. Particular attention is paid toassessment models of the credit and operational risks and their signifi cance. This work also addresses the requirements ofthe banking regulator in the developmentof the risk management system.
ISSN:2500-3925

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