Markovskiy A. Modelling of the structure and risk-management of a commercial bank operating

In this dissertation work a concept of modeling a risk management system was built up, that is according to the principle of harmony and joining together organization structure of a bank with operating structure and risks structure. The concept is based on application of modern information technologies and gives an opportunity of life support of commercial bank using operating management based on bank's condition monitoring. A block of models that includes: operating structure models, risks structure and organization structure of a bank was developed. Improved methods integrated risk valuation of commercial bank operations via designing of a risks matrix, risks management based on developing of an atlas of bank's products, harmonization of an economical systems structure build on principle of golden ratio, development of an integrated index of borrower's credit worthiness. Substantiated principles and construction methods of organization structure of commercial bank as a multilevel decision making system, that consider requirements of risk management efficiency