Процентный риск и его влияние на фондирование кредитных организаций в России

Abstract

The scientific article presents a scientific collaboration of financial research within the framework of the impact of interest rate risk on the financing of credit institutions in Russia. Interest rate risk in the framework of banking requires special control; the amount of profit received by banks depends on its magnitude, if interest income is received in priority. Within the framework of theoretical research, discussions are underway on the sources, structure, methods of measuring and managing interest rate risk. Taking into account international banking rules, the Bank of Russia is actively developing a legal platform in the field of interest rate risk assessment and management. Under the current conditions, special attention is paid to stress testing of banks, which actualizes the use of a scenario approach in calculating and managing interest rate risk. The result of the study is to determine the direct impact on the funding of credit institutions in order to effectively manager banking resources in the context of individual types.