Rebryk M. Currency risk management in the bank

The thesis is devoted to the enhancement of scientific and methodological approaches and development of practical recommendations for improving the currency risk management in the bank, taking into account the postulates of the modern concept of complex, integrated, permanent and preventive risk management. On the general basis of research results the essence of bank currency risk was specified; types and forms of currency risk subject to their display peculiarities in the banking sector were systematized; bank currency risk factors' classification was specified and mechanism of their influence on different time horizons was studied; model of currency risk management in the bank was developed, taking into account the postulates of the modern concept of risk management. Detailed description of bank currency risk measurement, management and control methodology was provided and recommendations for its improvement were developed. In particular, model currency risk management in the bank based on the use of currency clauses was proposed and the effectiveness of its application was proved.