DonNTU   Masters' portal

Abstract

Introduction

Applicability of the topic. The organization management of commercial banks initially carries an element of uncertainty, resulting in making risky decisions and is also a source of income for credit institutions. The work of commercial banks face a variety of risks, in addition, they actively interact with their customers, partners and external environment, resulting in the need for systematic management of banking risks.

In modern economics are generally theoretical positions to assess bank risk, but the degree of their development does not meet the needs of the economic system. The existing methods and techniques of risk assessment does not cover them together, because they do not take into account the causes of risky situations in the business.

This is due to the fact that these results were obtained under assumptions that do not correspond to reality pretty Ukrainian market. This raises a number of important scientific problems and to improve the formation of approaches to the assessment and management of banking risks, adequate conditions of Ukrainian economy, and makes research actuality of the subject and determines its goals and objectives.

The purpose of the master's work is the development of theoretical propositions and development of practical recommendations for improving the system of the management of banking risks.

To achieve this goal in the work a set of theoretical, scientific, methodological and practical problems is put and solved:

The object of research is the process of banking.

The subject of research principles and methods of management of banking risks.

The main methods of the research are based of the master’s work on general principles of integrated research. We used the methods such as the method of semantic analysis, the synergistic method, the information method, the method of structural and logical analysis, the method of situational analysis, the matrix method and others.

The scientific research result is to found the approaches to the assessment and management of banking risks and the development of methods to obtain reliable estimates of their level.

The most significant theoretical and practical research results put forward in defense are as follows:

Practical approval of research results. . Basic theoretical concepts and results of qualifying work reported, discussed and approved by the National Scientific and Practical Conference of Students and Young Scientists "Modern problems investment management and innovation" and at the XII All-Ukrainian scientific conference undergraduate and graduate students' financial and credit system of Ukraine in terms of integration and globalization. "

BASIC CONTENTS

The introduction substantiated urgency of master's thesis, formulated goals and objectives of the study, defined the object, the subject and the methods of the research, the scientific and practical significance of the results.

Chapter 1 "Theoretical Foundations of risk management in banking" – based on comparative analysis researchers generally and improved definition of the nature of concepts such as "risk" and "bank risk", discussed various classification of banking risks and proposed his own, as the basic features of banking risks.

The theoretical foundations of banking risk management indicates that many issues remain controversial. The analysis of conceptual positions of risk – science can be noted that in the research there is still no single approach to determine the category of "risk".

Some scientists consider the risk in terms of adverse effects, which is bad for the development of the company. This AV Akilina, GL Voznyuk, IO Volkov AG Zahorodniy, VP Shutov. Others on the contrary consider risk as the possibility of obtaining income or zero result from the company. This VP Zhovanikov, EM Korotkov, I. Serdyukov, JD Tronin, etc.

Having analyzed all the above listed positions of the risk, we can formulate a definition of risk: this is – subjective objective economic category, which is inherent in almost every sphere of activity, reflecting the uncertainty of its outcome and possible adverse (or, conversely, favorable) effects in case of failure (or success).

The analysis of the existing literature sources of definitions of "bank risk" refers to the fact that most of them are similar, and the differences are mainly in the chosen approach to understanding the nature of risk in general (according to the view of the above interpretations of the genesis of the economic category). In the above interpretation of "bank risk" usually focuses on its financial nature, manifested in the form of possible results of a situation of risk.

To better understand the nature of the risks faced by banks in their activities for effective analysis and management were reviewed various systems of classification of banking risks.

Chapter 2 "The developing management of banking risks" – provides methods for the examination of banking risk, the prediction model of banking risks and the analysis of financial stability of the bank.

Chapter 3 "The recommendations for improving the management of banking risks" – submitted outlook for Ukraine's banking system by analyzing key indicators of banking activities, such as solvency ratio of npls to total gross loans, the share of interest margin to gross income, return on capital. All performance is a tendency to increase, only a fraction of the interest margin to gross income tends to decline. This means that the banking system as a whole is developing well, but the risk of loan defaults are rising, which means that to credit risk should be given special attention to.

This section also provides the recommendations on the comprehensive assessment of bank risks and comparing them with normative values.

The prospect of the introduction of comprehensive evaluation of risks is justified by the objective necessity of a thorough study of the problems, that arise in banks and need to prevent the elimination them through the timely application of the mandated out puts. However, the introduction of the assessment system of risks- is not a one day procedure and requires as an economic justification, as wide discussion with scientists and experts of the banking system.

Even as a recommendation a procedure for risk management was suggested.

CONCLUSION:

In the work on the basis of the investigations carried out theoretical generalization was done and the solutions of the complex current scientific and practical questions on bank risk management were proposed. The main findings and conclusions are as follows.

REFERENCES:

  1. Сердюкова И. Д. Управление финансовыми рисками [Текст] / И. Д. Сердюкова // Финансы. – 1995. – № 12. – С. 6–9.
  2. Тронин Ю. Н. Можно ли управлять рисками? / Ю. Н. Тронин // Банковские технологии. – 2000. – № 3. – С. 60–63.
  3. Загородній А.Г. Фінансово-економічний словник / А.Г. Загородній, Г.Л. Вознюк. – К.: Знання, 2007. – 1072с.
  4. Жоваников В. Н. Риск-менеджмент в коммерческом банке в условиях переходной экономики [Текст] / В. Н. Жоваников // Деньги и кредит. – 2002. – № 5. – С. 60–65.
  5. Управління банківськими ризиками [Текст] : навч. посіб. / Л. О. Примостка, П. М. Чуб, Г. Т. Карчева та ін. ; за заг. ред. д-ра екон.наук, проф. Л. О. Примостки. – К. : КНЕУ, 2007. – 600 с.
  6. Севрук В. Т. Банковские риски [Текст] / В. Т. Севрук. – М. : Дело, 1995. – 72 с.
  7. Волков О.И. Экономика фирмы: Учеб. пособие / О.И. Волков, В.К.Сaкляренко. – М.: ИНФРА-М, 2000. – 280с.
  8. Лаврушин О. И. Банковское дело. Современная система кредитования [Текст] / О. И. Лаврушин, О. Н. Афанасьева, С. Л. Корниенко. – М. : КНОРУС, 2007. – 264 с.
  9. Шутов П. Модель риска предпринимателя / П. Шутов // Управление риском. – 2004. - №3. – С.56-61
  10. Короткова Є.М. Антикризисное управление: / Є.М. Коротков. – М.: Инфра-М, 2001.– 432с.
  11. Бор З. М., Пятенко В. В. Менеджмент банков: Организация, стратегия, планирование. – М.: ДИС, 1997. – 284 с.