Lysenok O. Management by the risk in the bank

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0407U000132

Applicant for

Specialization

  • 08.04.01 - Фінанси, грошовий обіг і кредит

22-12-2006

Specialized Academic Board

Д26.006.02

Essay

An activity risks at Ukrainian commercial banks. Improvement of theoretical and methodical basics of risks in bank management process and development of practical recommendations concerning complex estimation of banks riskiness. Methods: induction and deduction, analysis and synthesis, comparison and graphic imaging of results, analogy and extrapolation, modeling, supervision, abstraction and generalization. Dissertation is devoted to improvement of theoretical, methodical and practical basics for risks management in bank. It was realized a complex approach to bank risks management process, substantiated new and existent approaches and risks estimation methodic in credit institutions and made an effective system of risks management in bank. It was formed a system of base indexes, which give a possibility to estimate risks management process in bank sphere and describe the matter and development direction of risk-management in banks. According to complex approach to bank risks management it was improveda methodic of their effective estimation and analysis. It was inculcated a new approach to complex estimation of bank riskiness, based on application of nonparametric statistic technique and realized by way of building the model of bank dynamic standard. It was realized a general research of financial and functional risks management problems, its control, and formed a methodically-analytic instruments evaluation of Ukrainian commercial banks riskiness. Banking system of Ukraine, educational process.

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