Bezshtanko D. The measurement system building for operational risk in banks under conditions of financial instability

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0413U002934

Applicant for

Specialization

  • 08.00.08 - Гроші, фінанси і кредит

21-05-2013

Specialized Academic Board

Д 26.883.01

Banking University

Essay

It was summarized theoretical bases and analyzed a framework of bank exposures. It was suggested a categorisation of bank exposures by subjective influence. It was outlined a role of operational risk in banks under a system of risk management. It was developed the measurement system for operational risk in banks. It was researched riskiness of banking in Ukraine according to operational risk in banks. It was set ahead a thorough assessment of operational risk components in commercial banking establishments. It was worked out a methodology for implementation of the measurement system of operational risk in banks under conditions of financial instability. It was justified practicability of stress testing for assessment of operational risks in banks. It was proposed the recommendation of bank operational risk minimization.

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