ТРАНСФОРМАЦІЯ СИСТЕМИ УПРАВЛІННЯ РИЗИКАМИ БАНКІВ ЯК ПЕРЕДУМОВА ЗАБЕЗПЕЧЕННЯ ЇХ ФІНАНСОВОЇ СТАБІЛЬНОСТІ

Abstract

Urgency of the research. The importance of the problem of ensuring the financial stability of banks has grown significantly after the global financial crisis, and in Ukraine it has become relevant again since 2014. The situation of economic turbulence has led to a radical revision of the determinants of financial stability, as well as conceptual approaches to risk management of the bank. Target setting. Currently, the banking sector is on the verge of implementing internal capital adequacy assessment procedures (ICAAP), which determines the practical significance of substantiating the areas of improvement of the bank's risk management system. Actual scientific researches and issues analysis. Problems of bank’s risk management are revealed in the works of T. Vasylieva, V. Kovalenko, N. Tkachenko, N. Shulga and others. Methodological principles of ensuring the financial stability of the bank in conditions of uncertainty are reflected in the works of O. Kolodizev, N. Pogorelenko, T. Unkovskaya, M. Khutorna, I. Chmutova and others. Uninvestigated parts of general matters defining. Further research is needed on the functioning of the bank's risk management system, substantiation of key requirements, compliance with which would serve as a guarantee of financial stability of the bank in different conditions of the macroeconomic environment. The research objective. The purpose of the article is to substantiate the directions of perspective transformation of the bank's risk management system to ensure its financial stability. The statement of basic materials. The article stages the development of the bank's risk management system to substantiate the logic and determinants of further transformation of this system in order to enable long-term maintenance of its financial stability. Conclusions. The determinants of perspective transformation of the bank's risk management system in the aspect of ensuring financial stability are substantiated, which include: 1) spectrum of risks; 2) risk management priorities; 3) the complexity of the risk management methodology.