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Financial management bank - Primostka LO

1.4. OSNOVNІ VIDI RIZIKІV have BANKІVSKІY DІYALNOSTІ

In mіzhnarodnіy bankіvskіy praktitsі processes upravlіnnya rizikami rozglyadaєtsya yak klyuchovy napryamok, bankіvskogo management. Digit uwagi pridіlyaєtsya vivchennyu rizikovih spheres i basically vidіv rizikіv, Poshuk efektivnosti metodіv control otsіnyuvannya that monіtoringu rizikіv and takozh stvorennyu vіdpovіdnih upravlіnnya systems.

In ekonomіchnіy lіteraturі that praktitsі termіn "rizik" vzhivaєtsya dosit often i fallow od context in tse ponyattya vkladaєtsya rіzny zmіst, oskіlki viznachennya riziku bagatogranne. In nayshirshomu rozumіnnі rizikom nazivayut neviznachenіst schodo zdіysnennya tієї chi іnshoї podії in maybutnomu. Rizik vimіryuєtsya ymovіrnіstyu of scho ochіkuvana Podiya not vіdbudetsya i tse prizvede to nebazhanih naslіdkіv. In bankіvskіy spravі, yak i in іnshih kinds bіznesu, rizik pov'yazuєtsya, nasampered, s fіnansovimi vtratami scho vinikayut in razі realіzatsії Pevnyi rizikіv.

In tsіlomu bankіvska sphere harakterizuєtsya vischoyu rizikovіstyu porіvnyano s іnshimi dіyalnostі views. Tsya osoblivіst zumovlena spetsifіkoyu quiet funktsіy, SSMSC vikonuє cutaneous komertsіyny Bank. Banks toil bagato partnerіv, klієntіv, pozichalnikіv, fіnansovy camp Cauterets bezposeredno vplivaє on їhnє encampment. Dіyalnіst bank duzhe rіznomanіtna i vklyuchaє operatsії zaluchennya koshtіv, Key infrastructure is the purchase tsіnnih paperіv, vidachu kreditіv, factoring, lіzing, zabezpechennya klієntіv gotіvkoyu toscho. Zdіysnennya kozhnoї bankіvskoї operatsії pov'yazane s mozhlivіstyu realіzatsії kіlkoh rizikіv. After those, scho Bank odnochasno zdіysnyuє aktivnі i, i pasivnі operatsії, vinikayut dodatkovі riziki, takі yak rizik nezbalansovanoї lіkvіdnostі, rizik rozrivu (GEO) toscho. Tse sponukaє to Poshuk Especially pіdhodіv to obmezhennya їh vplivu, SSMSC won titles "upravlіnnya asset i pasiv bank." Dіyalnіst operatsіynih pіdrozdіlіv, obov'yazkovіst zastosuvannya visokotehnologіchnih іnformatsіynih that telekomunіkatsіynih systems neobhіdnіst postіynogo control realіzatsіya funktsіy marketingovoї service suprovodzhuyutsya near funktsіonalnih bankіvskih rizikіv, yakih mozhut uniknuti INSHI sub'єkti pіdpriєmnitskoї dіyalnostі. Nareshtі, Same bankіvska system bіlshostі kraїn svitu pіdlyagaє zhorstkomu regulyuvannyu s side powers that spetsіalnih organіv visual. Bank narazhaєtsya a number zovnіshnіh schodo Demba rizikіv, and deyakі s them takі yak rizik nevіdpovіdnostі minds sovereign regulyuvannya, toil pershochergove dіyalnostі value in the bank.

Nezvazhayuchi to those scho bankіvska dіyalnіst suprovodzhuєtsya numerical rizikami, Same banks poklikanі uosoblyuvati nadіynіst that BEZPEKA. Oskіlki bankіri pratsyuyut zdebіlshogo s groshima strangers, the toil namagatisya zniziti rizikovіst svoєї dіyalnostі navіt bіlshe, nіzh INSHI pіdpriєmtsі. Otzhe, upravlіnnya rizikami rozglyadaєtsya yak one іz bunt napryamkіv bankіvskogo management.

Problems bankіvskih rizikіv prisvyacheno bagato Naukova Prace i doslіdzhen in yakih imposed rіznomanіtnі klasifіkatsії rizikіv vzagalі one zokrema, rizikіv scho pritamannі bankіvskіy dіyalnostі [17; 19; 20; 21; 29].

W glancing processes upravlіnnya dotsіlno podіliti bankіvskі riziki on zovnіshnі that vnutrіshnі. Before zovnіshnіh nalezhat riziki, SSMSC vinikayut in zovnіshnomu schodo bank seredovischі i bezposeredno not stale od yogo dіyalnostі. Tse polіtichnі, pravovі, sotsіalnі that zagalnoekonomіchnі riziki scho vinikayut in razі zagostrennya ekonomіchnoї crises in kraїnі, polіtichnoї nestabіlnostі, vіyni, zaboroni on platezhі for cordon konsolіdatsії borgіv, introduction of embargo, vіdmіni іmportnih lіtsenzіy, stihіynogo Down and Out (Pozhezhi, povenі, zemletrusi) , privatizatsії, natsіonalіzatsії, inadequate legal regulyuvannya toscho. Vpliv zovnіshnіh rizikіv on rezultativnіst robots bank viklyuchno temple, upravlіnnya tsimi rizikami nayskladnіshe and іnodі th nemozhlive.

Before vnutrіshnіh nalezhat riziki scho vinikayut bezposeredno in zv'yazku s dіyalnіstyu particular bank. Chim Shirshov colo klієntіv, partnerіv, zv'yazkіv bank bankіvskih operatsіy, poslug, team bіlshe vnutrіshnіh rizikіv suprovodzhuvatime yogo robot. Vnutrіshnі riziki neobhіdno viyavlyati, otsіnyuvati, mіnіmіzuvati that postіyno kontrolyuvati. Zavdannya management polyagaє in upravlіnnі vnutrіshnіmi bankіvskimi rizikami for Relief vіdpovіdnih metodіv.

FІNANSOVІ RIZIKI

Naychislennіshu grupu bankіvskih rizikіv utvoryuyut fіnansovі riziki, SSMSC viznachayutsya ymovіrnіstyu penny vtrat i pov'yazuyutsya s neperedbachenimi zmіnami in obsyagah, dohіdnostі, vartostі that strukturі aktivіv i pasivіv. Before fіnansovih rizikіv nalezhat currency, credit, іnvestitsіyny, rinkovy, rizik lіkvіdnostі, rizik zmіni vіdsotkovih rates іnflyatsіyny, basic i t. Іn.

Credit rizik oznachaє mozhlivіst fіnansovih vtrat vnaslіdok nevikonannya pozichalnikami svoїh zobov'yazan. Vazhlivoyu warehouses credit riziku Je galuzevy rizik, yaky pov'yazany s neviznachenіstyu schodo prospects rozvitku pozichalnika the Branch. One іz metodіv vimіryuvannya galuzevogo riziku sluguє systematically abo beta rizik. Beta rizik pokazuє rіven Oscillations abo vіdhilen results from the Branch dіyalnostі schodo zagalnoї tendentsії rozvitku market analysis chi Economy in tsіlomu. Galuzo іz pokaznikom beta, scho dorіvnyuє odinitsі, Got Oscillations rezultatіv, yak povtoryuє ruh market analysis. Mensch mіnliva Galuzo matim koefіtsієnt beta nizhchy per unit, and bіlsh mіnliva - bіlshy per unit. Obviously, scho vischy pokaznik beta oznachaє vischy rіven galuzevogo riziku. Viznachennya rіvnya pokaznika beta for the Branch kozhnoї potrebuє nadіynoї bazi for danih digit perіod hour.

In protsesі viznachennya rіvnya credit riziku neobhіdno vrahovuvati geografіchny rizik, yaky podіlyayut on regіonalny that rizik Kraina - mіstseznahodzhennya pozichalnika. Ostannіy suprovodzhuє kredituvannya іnozemnih pozichalnikіv i zumovleny dієyu chinnikіv Specific to tієї Kraina in yakіy pozichalnik is staying.

Regіonalny rizik viznachaєtsya spetsifіkoyu Pevnyi admіnіstrativnogo chi geografіchnogo area scho harakterizuєtsya minds vіdmіnnimi od serednіh minds Kraina in tsіlomu. Vіdmіnnostі mozhut stosuvatisya klіmatichnih, natsіonalnih, polіtichnih, zakonodavchih that іnshih Especially regіonu, SSMSC vplivayut the camp pozichalnika i warehouses that will melt the credit riziku. Credit rizik prisutnіy not deprivation in operatsіyah direct kredituvannya and second pid hour zdіysnennya lіzingovih, factoring, garantіynih operatsіy have protsesі formuvannya portfolio tsіnnih paperіv toscho.

Rizik nezbalansovanoї lіkvіdnostі pov'yazuєtsya іmovіrnіstyu s of scho bank does not zmozhe svoєchasno vikonati svoї zobov'yazannya abo vtratit Chastain dohodіv through nadmіrnu Quantity visokolіkvіdnih aktivіv. Rizik nezbalansovanoї lіkvіdnostі rozglyadatisya Mauger yak two okremі riziki: rizik nedostatnoї lіkvіdnostі that rizik nadmіrnoї lіkvіdnostі. Vimіryati rizik lіkvіdnostі duzhe smoothly, oskіlki on Tsey pokaznik vplivaє bagato chinnikіv, and they bіlshіstyu s bank itself keruvati not Mauger. On praktitsі for control of rіvnem lіkvіdnostі zastosovuyutsya spetsіalnі pokazniki, SSMSC zdebіlshogo regulyuyutsya central bank kraїn.

Rizik іnflyatsії - tse ymovіrnіst maybutnogo znetsіnyuvannya penny koshtіv, tobto vtrati їh kupіvelnoї spromozhnostі. Іnflyatsіynі processes tієyu chi іnshoyu mіroyu pritamannі bіlshostі ekonomіchnih systems. Tse zagalnoekonomіchne yavische, i that banks do not mozhut іstotno vplivati ​​to Demba. Ale cans shaping can vikoristati visokі Tempi іnflyatsії s metoyu pіdvischennya dohіdnostі svoїh operatsіy. W look around to spetsifіku svoєї dіyalnostі banks toil realnі Shanxi opinitisya Sered quiet, hto skoristavsya strіmkoyu іnflyatsієyu its korist for rakhunok digit prirostіv groshovoї masi that dії credit multiplіkatora in protsesі kredituvannya klієntіv. Prote rizik іnflyatsії i Got negatively vpliv, yaky viyavlyaєtsya in znetsіnyuvannі bankіvskih aktivіv that koshtіv vlasnikіv bank - aktsіonernogo kapіtalu.

Rizik neplatospromozhnostі oznachaє ymovіrnіst of scho bank does not zmozhe vikonati svoї zobov'yazannya navіt of minds shvidkoї realіzatsії (Sale) aktivіv. Rizik neplatospromozhnostі tіsno pov'yazany s rizikom lіkvіdnostі that s rizikom bankrutstva Yea i od pohіdnim Rasht rizikіv. Same processes to upravlіnnya bazuєtsya on postіynomu kontrolі for rіvnem zagalnogo riziku, yaky priymaє bank on itself.

Location digit Sered fіnansovih rizikіv posіdaє grupa tsіnovih rizikіv, SSMSC pov'yazuyutsya s mozhlivіstyu zmіni dohіdnostі chi vartostі aktivіv i zobov'yazan bank. Troma mainly bankіvskimi rizikami scho vіdnosyatsya to danoї groupies, Je rizik zmіni vіdsotkovih rates, exchange i rinkovy riziki.

Rizik zmіni vіdsotkovih rates - tse ymovіrnіst fіnansovih vtrat in zv'yazku s mіnlivіstyu vіdsotkovih rates on market analysis protyagom Pevnyi perіodu hour in maybutnomu. Rizik zmіni vіdsotkovoї rate (vіdsotkovy rizik) prisutnіy in dіyalnostі pozichalnikіv, kreditorіv, vlasnikіv tsіnnih paperіv, іnvestorіv.

Monetary rizik viznachaєtsya ymovіrnіstyu vtrat, pov'yazanih Zi zmіnoyu rate odnієї currency schodo іnshoї. Monetary rizik vinikaє in quiet sub'єktіv gospodarskoї dіyalnostі, SSMSC underwrite balansі aktivnі, pasivnі abo pozabalansovі stattі, denomіnovanі in іnozemnіy valyutі.

Rinkovy rizik viznachaєtsya ymovіrnіstyu zmіni rinkovih tsіn on fіnansovі that fіzichnі assets scho perebuvayut on balansі bank abo oblіkovuyutsya on pozabalansovih rahunkah. Pid fіnansovimi assets rozumіyut groshovі Costa, іnozemnu currency tsіnnі Papero; to fіzichnih aktivіv vіdnosyat dorogotsіnnі methane, naphtha, grain, threw kolorovі toscho. Here іdetsya about realnі assets tobto fіnansovі іnstrumenti abo goods, SSMSC mozhut oblіkovuvatisya yak for active, so i for Passive bankіvskimi rahunkami and takozh for pozabalansovimi statte. Otzhe, zmіna rinkovoї tsіni such aktivіv Tyagny yourselves zmіnu vartostі Active, Passive Articles balance abo pozabalansovih zobov'yazan bank. Naybіlshoyu mіroyu rinkovy rizik staє Obviously, if the bank balance otsіnyuє vartіst articles on pіdstavі rinkovih tsіn for pitched on kіnets skin robochem day. In this razі whether SSMSC zmіni rinkovoї tsіni negayno vіdobrazhuyutsya in balansі bank. Nesvoєchasny Obl_k vtrat abo pributkіv porodzhuє dodatkovі problems oskіlki neobіznanіst schodo faktorіv riziku not oznachaє їh vіdsutnіst.

Monetary rizik that rizik zmіni vіdsotkovih rates factuality pov'yazanі Zi zmіnami vartostі Pevnyi fіnansovih aktivіv - іnozemnoї currency, kreditіv, depozitіv, that often pid rinkovim rizikom rozumіyut riziki deprivation Ti, scho vinikayut vnaslіdok zmіni rinkovih tsіn on OAO All ostannі assets nasampered on Paper the tsіnnі . Same to rinkovy rizik viznachaєtsya іnodі yak ymovіrnіst zmіni vartostі portfolio tsіnnih paperіv bank.

The basal rizik viznachaєtsya ymovіrnіstyu structural zrushen in rіznih vіdsotkovih rates. Іnshimi words, Tsei rizik zumovlyuєtsya viniknennyam asimetrії in dinamіtsі okremih rates (porіvnyalna characteristic) on protivagu vіdsotkovomu riziku, yaky pov'yazuєtsya Zi zmіnami in rіvnyah vіdsotkovoї bet hour s Pliny (dinamіchna characteristic). Napriklad, Yakscho vіdsotkovі rates for loans on viznachayutsya bazі rates mіzhbankіvskogo market analysis, and the rates for deposits directly to Rinku not tsogo priv'yazanі then whether yak nevіdpovіdnіst in zmіnah dvoh rіznih base rates Mauger potyagti yourselves dodatkovі zbitki pributki abo scho th oznachaє nayavnіst riziku base.

In protsesі upravlіnnya tsіnovimi rizikami banks zastosovuyut number spetsіalnih metodіv, ob'єdnanih spіlnoyu titles - hedzhuvannya. Mehanіzm hedzhuvannya zabezpechuє kompensatsіyu fіnansovih vtrat scho steel through zmіnu rinkovoї tsіni of chi іnshogo іnstrumentu for odnієyu pozitsієyu, income for іnshoyu (kompensuyuchoyu) pozitsієyu. Hedzhuvannya daє zmogu іstotno zniziti abo navіt uniknuti tsіnovih rizikіv.

FUNKTSІONALNІ RIZIKI

Krіm fіnansovih rizikіv digit vpliv on dіyalnіst bankіv spravlyayut funktsіonalnі riziki, SSMSC vinikayut vnaslіdok nemozhlivostі zdіysnennya svoєchasnogo that Povny control over fіnansovo-gospodarskim processes. Funktsіonalnі riziki pov'yazanі s processes stvorennya th uprovadzhennya novih bankіvskih produktіv i poslug, Assembly, obrobki analіzu th committing Informácie, pіdgotovki personnel potentsіalu that vikonannyam іnshih admіnіstrativno-gospodarskih operatsіy.

Funktsіonalnі riziki vazhche viyaviti that іdentifіkuvati and takozh vimіryati kіlkіsno th viraziti in penny odinitsyah, nіzh fіnansovі riziki. Ale funktsіonalnі riziki nebezpechnі not Mensch, nіzh INSHI Vidi bankіvskih rizikіv, and zreshtoyu stink takozh prizvodyat to fіnansovih vtrat. Banks namagayutsya zniziti funktsіonalnі riziki, udoskonalyuyuchi Sistemi vnutrіshnogo audit schemes rozvivayuchi dokumentoobіgu, rozroblyayuchi vnutrіshnі techniques that tehnіko-ekonomіchne zabezpechennya okremih operatsіy. Znizhennyu such rizikіv spriyaє takozh thought resource, materіalno-tehnіchna that recruitment polіtika.

Tehnologіchny rizik (rizik systems) pov'yazany s vikoristannyam in dіyalnostі bank tehnіchnih zasobіv, visokotehnologіchnogo obladnannya that tehnologіy. Tsey view riziku porodzhuєtsya pomilkami in zastosuvannі Komp'yuterniy programs have ically mathematical models, formulas i rozrahunkah. Vinikaє vіn i in razі nesvoєchasnogo abo inadequate іnformuvannya menedzherіv through nedolіki in іnfrastrukturnih pіdsistemah, torn down in trammel abo zasobah zv'yazku. Fіnansovі vtrati bank sprichinyuyutsya yak pomilkami that zboyami so i dodatkovimi vitratami on їh usunennya.

Types Wink tehnologіchnogo riziku Je zbіy in sistemі Electonics platezhіv. One obov'yazkovih s minds vhodzhennya bankіv in mіzhnarodnі klіringovі that іnformatsіynі system - usunennya whether yakoї nespravnostі in robotі obladnannya protyagom viznachenogo hour (zdebіlshogo 2 year).

Rizik zlovzhivan - tse mozhlivіst zbitkіv for the bank to yakih prizvodyat shahraystvo, roztrati, nesanktsіonovany access to klyuchovoї Informácie s side sluzhbovtsіv abo klієntіv bank vіdmivannya pennies nesanktsіonovane ukladannya land.

Documentary rizik polyagaє in mozhlivostі viniknennya nenavmisnoї pomilki in dokumentatsії, yak Mauger prizvesti to negative naslіdkіv - nevikonannya position of land, filed pozivu to court vіdmovi od priynyatih ranіshe zobov'yazan toscho. Documentary rizik mozhna іstotno zniziti, posilen Control systems, Audit, udoskonalivshi dokumentoobіg, avtomatizuvavshi processes dokumentuvannya, pіdvischivshi kvalіfіkatsіyu staff.

Rizik tranzaktsії suprovodzhuє ukladannya that reєstratsіyu land, vikonannya rozrahunkіv, pіdpisannya kontraktіv, postavlyannya tsіnnih paperіv abo currency. Tsey view riziku tіsno pov'yazany s tehnologіchnim, documentary i operatsіynim rizikami. Types of butt Je zdіysnennya zustrіchnih platezhіv, if translated koshtіv nesinhronіzovanі moments. One Zi storіn neodmіnno conduct operatsіyu ranіshe, narazhayuchis on rizik tranzaktsії.

Operatsіyny rizik viznachaєtsya ymovіrnіstyu viniknennya nevіdpovіdnostі mіzh vitratami jar on zdіysnennya svoїh operatsіy that їh rezultativnіstyu. Process upravlіnnya operatsіynim rizikom in bank nabagato skladnіshy, nіzh in іnshih pіdpriєmnitstva areas. Prior warehouse vitrat vklyuchayutsya protsentnі yak, so i neprotsentnі komіsіynі that INSHI operatsіynі vitrati, SSMSC not zavzhdi vdaєtsya exactly sprognozuvati. Tom skladnіshe bank managers, nіzh іnshim pіdpriєmtsyam, viznachiti vpliv noninterest vitrat on pure Prybutok.

Strategіchny rizik pov'yazuєtsya s pomilkami in strategіchnomu analіzі that planuvannі. Nasampered іdetsya wrong about formulyuvannya tsіley bank, inadequate resource zabezpechennya їh realіzatsії and takozh hibny pіdhіd to upravlіnnya rizikami in bankіvskіy praktitsі. Ambіtsіyna meta in razі nenalezhnogo zabezpechennya recruitment chi fіnansovimi resources Mauger wrap zbitkami th navіt vtratoyu reputatsії bank. Klasichny butt strategіchnogo riziku - nadmіrnі іnvestitsії in neruhomіst abo nevipravdano Shvidky rozshirennya MEREZHI fіlіy without retelnih marketing doslіdzhen.

Rizik vprovadzhennya novih produktіv - tse ymovіrnіst not dosyagti zaplanovanogo rіvnya okupnostі novih bankіvskih produktіv, poslug, operatsіy chi tehnologіy. In bankіvskіy dіyalnostі, yak i in іnshih kinds bіznesu, postіyno tochitsya is competitive Borotba for klієntіv that markets Agricultural Art zbutu s metoyu dosyagnennya nayvigіdnіshih bank for minds. In Tsei processes vіdchutno vplivayut chislennі marketingovі riziki one іz proyavіv yakih i rizik Je vprovadzhennya novih produktіv.

Rizik vtrati reputatsії pov'yazuєtsya s mozhlivoyu nezdatnіstyu bank pіdtrimuvati his reputatsіyu yak nadіynoї that efektivnosti pratsyuyuchoї install. Visokiy rіven zalezhnostі od zaluchenih koshtіv robit banks Especially Vulnerable schodo tsogo riziku. Vtrata Dovira to the bank s side vkladnikіv Mauger prizvesti to vіdplivu koshtіv that neplatospromozhnostі. Management of the bank Got pridіlyati Especially uwagi doderzhannyu normative vimog, postіynomu control over lіkvіdnіstyu that zagalnim rіvnem rizikovostі bankіvskih operatsіy.