Stress Testing as a Tool of Bank Risk Management
Journal Title: Бізнес Інформ - Year 2013, Vol 12, Issue 0
Abstract
The goal of the article is development of theoretical, methodological and practical recommendations on the use of stress testing by Ukrainian commercial banks. Stress testing is defined as a part of bank risk management on the basis of scientific studies of domestic and foreign scientists. The article marks the essence of the bank stress testing and identifies its role in the structure of banks' risk management in Ukraine. It considers goals of conducting stress testing in banking institutions. It identifies main aspects and specific features of conducting stress testing of bank risks. It characterises main advantages and shortcomings of use of stress testing in the modern bank risk management. It generalises the world and European approaches to the methods of conducting stress testing in commercial banks in comparison with the Ukrainian methodical recommendations. It shows that results of stress testing have practical value, since they help to preliminary assess influence of potentially negative events upon the state of the loan portfolio of the bank and make relevant managerial decisions.
Authors and Affiliations
Oksana Antonyuk
Keywords
Related Articles
- EP ID EP115600
- DOI -
- Views 100
- Downloads 0
Financial and industrial potential of building enterprise in light of its SWOT-analysis and synthesis
In the article on the basis of the systematic approach proposed a procedure of using the SWOT-analysis and synthesis for design the development strategy financial and industrial potential of building company.
Assessment of Development of Financial Markets in Central and Eastern European Countries During the Period of Transformation
The article studies development of financial markets of transition economies of Central and Eastern Europe as an important factor that influences economic growth. The article also draws attention to specific features of...
Modelling Financial Mechanism of Increase of Efficiency of Personnel Labour
The article considers the problem of building an effective system of stimulation of personnel of a company with the use of the theory of active systems: parameters, system type and main goals of its functioning are ident...
Methodological Aspects of Strategic Management of Non-Industrial Enterprise of Servicing
In the article has been determined that the principle of expedient integration and optimization of «business-to-consumer» relationship is crucial when considering the servicing process with its cross-cutting, interlinked...
Organization of the System of Internal Control in Credit Unions
Regulation and features of the internal control system of Ukrainian credit unions are considered in the article. Control after financially economic activity of credit union is carried out by the Checkup committee the mem...