Zveryakov A. The Formation of Bank Financial Stability Anti-crisis Management System

In the research conceptual approaches to the forming of bank financial stability anti-crisis management system that are based on the separation of the meta-, macro- and micro- levels of management, the structuring of factors that influence on the system components, the methodological basis and providing with infrastructure for effective functioning of the system are defined. The scientific and methodical approach to definition of estimate adequacy of loan portfolio quality and credit risk level that are based on the determination of the marginal net interest income rate is proposed. The methodical approach to the definition of the crisis effect depth for the potential bankruptcy prediction is worked out. The methodical approach to the implementation of risk-oriented supervision to forming of the principles of outrunning anti-crisis system of bank financial stability management is improved. The theoretical basis to determination and calculation of the general index of providing banks with resource base that expects the complex approach in estimation of the rational channels of funds attraction and their placing in the profitable assets and permits to carry out optimization and structuring of resources to realization of the anti-crisis financial stability strategy are grounded. The stress testing process of bank financial stability loss risk in conditions of information asymmetry is improved. The characteristic of the main structural components of making out the statement about bank financial stability are given.