MANAGEMENT OF MARKET RISK IN THE BANK WITH THE SYSTEM OF INTERDEP ENDENT LIMITS

The article analyzes the model of market risk management with the help of a system of interrelated limits on debt securities, which take into account the risk of standards and statistical data of risk. The work proves the urgency of the problem of market risk management in credit institutions. The a...

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Autor principal:	E. Samokhina
Formato:	article
Lenguaje:	RU
Publicado:	Publishing House of the State University of Management 2017
Materias:	var-оценка debt securities market risk var-score modified duration limits banking standards credit organization Sociology (General) HM401-1281 Economics as a science HB71-74
Acceso en línea:	https://doaj.org/article/ab79f165104e4133a9490be69b0ffd8e
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spelling	oai:doaj.org-article:ab79f165104e4133a9490be69b0ffd8e2021-12-03T07:43:23ZMANAGEMENT OF MARKET RISK IN THE BANK WITH THE SYSTEM OF INTERDEP ENDENT LIMITS1816-42772686-841510.26425/1816-4277-2017-11-151-157https://doaj.org/article/ab79f165104e4133a9490be69b0ffd8e2017-11-01T00:00:00Zhttps://vestnik.guu.ru/jour/article/view/866https://doaj.org/toc/1816-4277https://doaj.org/toc/2686-8415The article analyzes the model of market risk management with the help of a system of interrelated limits on debt securities, which take into account the risk of standards and statistical data of risk. The work proves the urgency of the problem of market risk management in credit institutions. The author, using the analysis of market risk factors, builds the structure of the securities portfolio of a credit institution for effective management. The conducted research allows the author to conduct an inseparable connection between all banking standards and a portfolio of securities.E. SamokhinaPublishing House of the State University of Managementarticlevar-оценкаdebt securitiesmarket riskvar-scoremodified durationlimitsbanking standardscredit organizationSociology (General)HM401-1281Economics as a scienceHB71-74RUВестник университета, Vol 0, Iss 11, Pp 151-157 (2017)
institution	DOAJ
collection	DOAJ
language	RU
topic	var-оценка debt securities market risk var-score modified duration limits banking standards credit organization Sociology (General) HM401-1281 Economics as a science HB71-74
spellingShingle	var-оценка debt securities market risk var-score modified duration limits banking standards credit organization Sociology (General) HM401-1281 Economics as a science HB71-74 E. Samokhina MANAGEMENT OF MARKET RISK IN THE BANK WITH THE SYSTEM OF INTERDEP ENDENT LIMITS
description	The article analyzes the model of market risk management with the help of a system of interrelated limits on debt securities, which take into account the risk of standards and statistical data of risk. The work proves the urgency of the problem of market risk management in credit institutions. The author, using the analysis of market risk factors, builds the structure of the securities portfolio of a credit institution for effective management. The conducted research allows the author to conduct an inseparable connection between all banking standards and a portfolio of securities.
format	article
author	E. Samokhina
author_facet	E. Samokhina
author_sort	E. Samokhina
title	MANAGEMENT OF MARKET RISK IN THE BANK WITH THE SYSTEM OF INTERDEP ENDENT LIMITS
title_short	MANAGEMENT OF MARKET RISK IN THE BANK WITH THE SYSTEM OF INTERDEP ENDENT LIMITS
title_full	MANAGEMENT OF MARKET RISK IN THE BANK WITH THE SYSTEM OF INTERDEP ENDENT LIMITS
title_fullStr	MANAGEMENT OF MARKET RISK IN THE BANK WITH THE SYSTEM OF INTERDEP ENDENT LIMITS
title_full_unstemmed	MANAGEMENT OF MARKET RISK IN THE BANK WITH THE SYSTEM OF INTERDEP ENDENT LIMITS
title_sort	management of market risk in the bank with the system of interdep endent limits
publisher	Publishing House of the State University of Management
publishDate	2017
url	https://doaj.org/article/ab79f165104e4133a9490be69b0ffd8e
work_keys_str_mv	AT esamokhina managementofmarketriskinthebankwiththesystemofinterdependentlimits
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MANAGEMENT OF MARKET RISK IN THE BANK WITH THE SYSTEM OF INTERDEP ENDENT LIMITS

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