Bilan N. Prognostication of market risk in bank management

In this article economic essence of bank's market risks is investigated, their classification has been improved, the features of market risks prognostication process are found out and author classification of market risks prognostication methods is offered. Practical recommendations are developed in relation to the improvement of tool of market risks influence on the results of bank activity prognostication in the Ukrainian financial market's high volatility conditions. Basic results of researches are: development of the scientific approaches to interpretation of "bank's market risks" concept and market risks classification; improvemen to the methodical approaches to prognostication of interest rate, currency and fund risks' influence on the results of bank activity; development of approach to the evaluation of economic capital at market risks ratio that includes calculation of market risks' integral ratio taking into account correlation between basic segments of financial market (money market, currency market and fund market).