Grischenko A. Risk-management in commercial banks of Ukraine

Object – a process of risk-management in commercial banks of Ukraine; purpose – theoretical groundings, development of scientifically-methodological approaches and practical recommendations regarding organization of risk-management in commercial banks, based on system approach; methods – historical analysis, induction and deduction; logical generalization and scientific abstraction, statistical, graphic and regression analysis, Monte-Carlo stochastic modeling; novelty – for the first time is developed an integrated model of evaluation of global level of bank’s risks with the help of Monte-Carlo stochastic modeling method, which is based on calculation of economic capital value, that is determined by credit, market, operational and liquidity risks. It gives the chance to expect qualitative changes in determining priorities of development of commercial banks and will help to improve the effectiveness of their management; results – are, that the results of scientific researches, in particular regarding management of market risks in treasury operations and automation of proper tasks have been used in OJSC VTB Bank, also in educational process and by preparation of methodical materials for the courses “Financial management” and “Finances for the subjects of managing” in Kyiv state university of technology and design; it is introduced in banking activity and education process; industry – economic.