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

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:
debt securities
fair value
credit organization
market analysis
accounting
bond quotes
Online Access:https://vestnik.guu.ru/jour/article/view/900
Description
Summary: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 author, using the analysis of market risk factors, builds the structure of the securities portfolio of a credit institution for effective management. The conducted research allows the author to conduct an inseparable connection between all banking standards and a portfolio of securities.
ISSN:1816-4277
2686-8415

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