Abstract
The article examines the essence and classification of the definition of «market risk». It is noted that managing market risks in a bank is a complex and multifaceted process that requires constant analysis and monitoring of market conditions, and an important element of the market risk management system is the formation of an effective investment portfolio, which includes various assets with different levels of risk. This will allow you to control and minimize possible losses, and will also help the bank determine the optimal balance between risk and profitability, which will help increase its profits. Using modern data analysis methods, an analysis of the real average investment portfolio of second-tier domestic banks was carried out and an assessment of the generated conditional investment portfolio was given. Based on the study, problems were identified and directions for improving market risk management in the bank were given.
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