Industrial Engineering and Management
Vol. 35 No. 08 (2020): Proceedings of the Faculty of Technical Sciences
THE METHODOLOGY OF RISK MANAGEMENT IN BANKS
Abstract
The paper deals with the problem of business risk assessment in banking. During the paperwork, the concept of business risks was considerd with the review of risks in banking business. Types of business risks in banks as well as analyzed used in to assess them are presented. The practical part of the paper presents methodology of risk assessment of credit approval to the corporate clients. Also, paper provide methodologies for assessing market risk, interest rate risk, foreign exchange risk, operational risk and etc. Lastly, considerations and proposals to improve the assessment of business risks in banks are given.
References
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