Pozhar O. Management of bank interest rate risk

In the dissertation the theoretical bases of management of interest rate risk are generalized, the approaches to improvement of system of management of interest rate risk in commercial banks are investigated. Classification of types of interest rate risk is specified, components of system of management of interest rate risk are determined and intercommunications between them are investigated, author approach to formalization of optimum process of managing interest rate risk in commercial banks on the basis of the developed informaciy-logichnoy model is offered. The approaches concerning the improvement of the methodical bases of estimation and regulation of interest rate risk in commercial banks are defined. In particular, expedience of using method of matched-maturity funds transfer pricing for the improvement of management of basic forms of interest rate risk is proved. Practical possibilities of introduction of method of matched-maturity funds transfer pricing by the Ukrainian banks are researched.