Ключевые аспекты управления товарным риском в банках Республики Беларусь
Abstract
В статье рассмотрены ключевые аспекты системы управления товарным риском в банке и особенности процесса управления этим риском, включая его выявление (идентификацию), измерение (оценку), мониторинг, контроль и ограничение, а также стресс-тестирование, определение риск-толерантности и планирование капитала. Дано определение такой системы, предложена методика ее формирования с учетом особенностей отдельных элементов, а также их взаимодействия друг с другом. Ключевые слова: система управления рисками, процесс управления рисками, рыночные риски, товарный риск, риск-толерантность, риск-профиль, ключевые индикаторы риска. The article considers the key aspects of the system of management of commodity risk in the bank and the features of the process of managing this risk, including its identification, measurement (assessment), monitoring, control and limitation, as well as stress-testing, establishing risk tolerance and capital planning. It is given the definition of such a system and it is proposed the method of its formation, taking into account characteristics of individual elements and their interaction with each other. Keywords: risk management system, risk management process, market risks, commodity risk, risk tolerance, risk profile, key risk indicators.References
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