VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK

The article analyzes the model of market risk management with the help of a system of interrelated limits on debt securities, which take into account the risk of standards and statistical data of risk. The work proves the urgency of the problem of market risk management in credit institutions. The a...

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Bibliographic Details
Main Author: E. Samokhina
Format: Article
Language:Russian
Published: Publishing House of the State University of Management 2017-12-01
Series:Вестник университета
Subjects:
Online Access:https://vestnik.guu.ru/jour/article/view/900