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2015 (published: 02.12.2015)
Number 4(23)
Home > Issue > Management of operational risks of bank in the Russian Federation
Golubev A.A., Sizova T.M.
The article analyzes the problem of risk management of banks in the Russian Federation in the conditions of economic crisis. The economic crisis, covering all key sectors of the Russian economy, creates difficulties in the work of the banking system associated with the deterioration in the financial condition of customers. The negative impact of the economic crisis on the results of the Bank's operation can be damped by increasing the quality of the staff of the Bank, which determines the reduction of the Bank's operational risks. Mitigate operational risks in the conditions of crisis is the most effective way of conduct of the Bank, since it is associated mainly with the internal environment of the organization – immanent object of activity of Bank management. The concept of operational risk management of the Bank, adopted by the international banking community (the documents Basel II) is the need of an objective definition of requirements to the size of Bank capital, as the source of compensation of possible losses as a result of violations of banking processes. As an indicator of control is adopted, the net income of the Bank The main approaches to operational risk management of the Bank are detailing the activities of the Bank and allow you to submit claims to the net income of the Bank as a whole (the Basic index approach), to the income differential in the directions of banking activity (standardized approach) or to the income differential and the area of banking activity and the different groups of operations (advanced approach). The analysis of the essence, specificity and the application of individual approaches to operational risk management enables the Bank to define the scope and effectiveness of their applicability in the context of the economic crisis in Russia.
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Keywords: crisis, banks, banking risks, operational risks, operational risk management, Basel II, the basic index approach, standardized approach, advanced approach.
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License
UDC 336.71
Management of operational risks of bank in the Russian Federation
The article analyzes the problem of risk management of banks in the Russian Federation in the conditions of economic crisis. The economic crisis, covering all key sectors of the Russian economy, creates difficulties in the work of the banking system associated with the deterioration in the financial condition of customers. The negative impact of the economic crisis on the results of the Bank's operation can be damped by increasing the quality of the staff of the Bank, which determines the reduction of the Bank's operational risks. Mitigate operational risks in the conditions of crisis is the most effective way of conduct of the Bank, since it is associated mainly with the internal environment of the organization – immanent object of activity of Bank management. The concept of operational risk management of the Bank, adopted by the international banking community (the documents Basel II) is the need of an objective definition of requirements to the size of Bank capital, as the source of compensation of possible losses as a result of violations of banking processes. As an indicator of control is adopted, the net income of the Bank The main approaches to operational risk management of the Bank are detailing the activities of the Bank and allow you to submit claims to the net income of the Bank as a whole (the Basic index approach), to the income differential in the directions of banking activity (standardized approach) or to the income differential and the area of banking activity and the different groups of operations (advanced approach). The analysis of the essence, specificity and the application of individual approaches to operational risk management enables the Bank to define the scope and effectiveness of their applicability in the context of the economic crisis in Russia.
Read the full article
Keywords: crisis, banks, banking risks, operational risks, operational risk management, Basel II, the basic index approach, standardized approach, advanced approach.