Концептуальні основи організації системи ризик-менеджменту в банках

Abstract

A banking institution becomes extremely vulnerable in its activities, when out of ability to create a mechanism for identifying and overcoming destabilizing factors of influence. Therefore, an important component in the overall management of bank is the introduction of a risk management system. The article is aimed at examining the conceptual bases of the bank’s risk management system and the methodological principles of its organization. The research has showed that the risk management process requires a systematic approach, based on a certain mechanism presented in the form of risk management. It includes a set of techniques, procedures and risk management policies and forms the risk management strategy and tactics. The foundations of the construction of the bank’s risk management system are the international standards Basel II and Basel III and the requirements of the regulator, in particular regarding the structure of the risk management process, its efficiency and some specific aspects. It is substantiated that the construction of a comprehensive system of risk management of the bank provides for the definition of: tasks, principles, objects and subjects, methods and instruments of risk management. The formation of a risk management system is carried out on the basis of modern approaches to corporate governance in banks and requires the development of a conceptual scheme of risk management along with compliance with the principles of the organization of the risk management system. It is emphasized that modern organizational measures of the risk management system are represented by three lines of defense and include four stages; provide for the use of effective models and instruments for assessing (measuring) risks and developing the intrabank (intragroup) risk management documents.