Сучасна політика управління фінансовими ризиками банку
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Date
2022
Journal Title
Journal ISSN
Volume Title
Publisher
Наукове видавництво ТОВ "ДКС Центр"
Abstract
UKR: Фінансові ризики банку – це загроза невиконання стратегічних планів щодо ресурсної та дохідної частин операцій, яка негативно відобразиться на прибутку чи капіталі банку. Фінансові ризики притаманні активно-пасивним операціям банку, тому при їх проведенні дуже важливо визначити величину ризику, який бере на себе банк, і розробити та впровадити інструменти зменшення ризику. Політика управління фінансовими ризиками дає змогу ризик-менеджерам банку ідентифікувати, локалізувати, виміряти та моніторити кредитний ризик, ліквідності, процентний та ринковий ризик і тим самим мінімізувати їх негативний вплив на фінансовий стан кредитної установи. До основних складових політики управління ризиками відноситься мета, завдання та принципи адміністрування ризиків, ліміти, організаційна структура процесу управління та форми управлінської звітності щодо системи ризик-менеджменту.
ENG: The Bank's operating activities in all its forms are related to numerous risks, the degree of impact on the results of this activity significantly increases in an unstable environment (crisis). Increasing the impact of financial risks on financial results activities of banks is associated with rapid economic variability situation in the country due to the war and the pandemic of COVID-19. Financial risk management policy identifies ways and opportunities to ensure the financial stability of the bank, its ability resist adverse environmental factors. The need for rapid mastery and the introduction of components of financial risk management policy is primarily due to the fact that the state has virtually no real mechanisms financial support of banks in crisis conditions. Banks are legally independent entities that means not only the ability to determine their own financial policy, but also the lack of obligation of the state to provide financial support complications. The bank's financial risk management policy is focused on solving the following tasks: ensuring the optimal ratio between the profitability of banking operations and their risk; reduction of unforeseen losses; reduction of profit volatility; support for banking liquidity funds at a sufficient level at profit optimization; satisfaction of sufficiency norms equity; increase financial stability of bank. The main task of financial management policy the risks are to maintain the required ratio of profitability to performance security and liquidity in the process of managing the assets and liabilities of the bank. Effective risk management should solve a number of problems - from risk monitoring to its cost assessment. The level of risk associated with that or another event that is constantly changing due to the dynamic nature of the external environment of banks. This forces the bank regularly update their place in the market, to assess the risk of certain events, review customer relationships and evaluate the quality of their own assets and liabilities, and as a consequence, adjust their own risk management policy Due to the high degree of uncertainty of environmental factors, the policy of financial risk management is changing qualitatively. In times of crisis, banks are taking additional measures to assess and manage credit risk, liquidity, interest rate and market risk. For each of these risks in the management policy determines the purpose, objectives and principles of management, limits, organizational structure of the administrative process and forms of management reporting.
ENG: The Bank's operating activities in all its forms are related to numerous risks, the degree of impact on the results of this activity significantly increases in an unstable environment (crisis). Increasing the impact of financial risks on financial results activities of banks is associated with rapid economic variability situation in the country due to the war and the pandemic of COVID-19. Financial risk management policy identifies ways and opportunities to ensure the financial stability of the bank, its ability resist adverse environmental factors. The need for rapid mastery and the introduction of components of financial risk management policy is primarily due to the fact that the state has virtually no real mechanisms financial support of banks in crisis conditions. Banks are legally independent entities that means not only the ability to determine their own financial policy, but also the lack of obligation of the state to provide financial support complications. The bank's financial risk management policy is focused on solving the following tasks: ensuring the optimal ratio between the profitability of banking operations and their risk; reduction of unforeseen losses; reduction of profit volatility; support for banking liquidity funds at a sufficient level at profit optimization; satisfaction of sufficiency norms equity; increase financial stability of bank. The main task of financial management policy the risks are to maintain the required ratio of profitability to performance security and liquidity in the process of managing the assets and liabilities of the bank. Effective risk management should solve a number of problems - from risk monitoring to its cost assessment. The level of risk associated with that or another event that is constantly changing due to the dynamic nature of the external environment of banks. This forces the bank regularly update their place in the market, to assess the risk of certain events, review customer relationships and evaluate the quality of their own assets and liabilities, and as a consequence, adjust their own risk management policy Due to the high degree of uncertainty of environmental factors, the policy of financial risk management is changing qualitatively. In times of crisis, banks are taking additional measures to assess and manage credit risk, liquidity, interest rate and market risk. For each of these risks in the management policy determines the purpose, objectives and principles of management, limits, organizational structure of the administrative process and forms of management reporting.
Description
В. Бобиль: ORCID ID: 0000-0002-7306-3905; Л. Марценюк ORCID ID: 0000-0003-4121-8826; І. Аберніхіна: ORCID ID: 0000-0003-0692-1276; О. Топоркова: ORCID ID: 0000-0003-0956-3638
Keywords
банк, банківська діяльність, інструменти, політика, ризик-менеджмент, управління фінансовими ризиками, bank, banking, policy, financial risk management, tools, risk management, КОІО, КЕМ (ДІІТ), КФОП (ДІІТ), КУФОАМБ
Citation
Бобиль В. В., Марценюк Л. В., Аберніхіна І. Г., Топоркова О. А. Сучасна політика управління фінансовими ризиками банку. Ефективна економіка. 2022. № 6. DOI: 10.32702/2307-2105.2022.6.6.