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Problemy Upravleniya, 2017, Issue 4, Pages 37–44
(Mi pu1038)
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Control in the socio-economic systems
The enhancement of capita adequacy management in commercial banks
S. Yu. Khasyanova National Research University "Higher School of Economics", Nizhny Novgorod
Abstract:
This research is devoted to the investigation of the changes in the nature of the largest Russian banks' policies regarding the control of risks and capital adequacy caused by the implementation of the new international business standards. The dynamic analysis of indicators used by banks internally for the capital adequacy assessment was performed within this research. The arguments witness the real integration of risk management systems into general business strategy of banks were revealed. There was proposed and tested the method of target capital level forecasting that showed high forecast accuracy.
Keywords:
risk management, strategy, efficiency, stability, profitability, capital adequacy, forecasting, Basel II, Basel III.
Citation:
S. Yu. Khasyanova, “The enhancement of capita adequacy management in commercial banks”, Probl. Upr., 2017, no. 4, 37–44
Linking options:
https://www.mathnet.ru/eng/pu1038 https://www.mathnet.ru/eng/pu/v4/p37
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