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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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
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spelling doaj-19c68b18d1454e7ea23700b0be3700e32021-10-02T06:22:34ZrusPublishing House of the State University of ManagementВестник университета1816-42772686-84152017-12-0101218619210.26425/1816-4277-2017-12-186-192900VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANKE. Samokhina0ФГБОУ ВО «Государственный университет управления»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.https://vestnik.guu.ru/jour/article/view/900debt securitiesfair valuecredit organizationmarket analysisaccountingbond quotes
collection DOAJ
language Russian
format Article
sources DOAJ
author E. Samokhina
spellingShingle E. Samokhina
VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK
Вестник университета
debt securities
fair value
credit organization
market analysis
accounting
bond quotes
author_facet E. Samokhina
author_sort E. Samokhina
title VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK
title_short VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK
title_full VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK
title_fullStr VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK
title_full_unstemmed VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK
title_sort valuation of debt securities for the objectives of accounting reporting in the russian bank
publisher Publishing House of the State University of Management
series Вестник университета
issn 1816-4277
2686-8415
publishDate 2017-12-01
description 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.
topic debt securities
fair value
credit organization
market analysis
accounting
bond quotes
url https://vestnik.guu.ru/jour/article/view/900
work_keys_str_mv AT esamokhina valuationofdebtsecuritiesfortheobjectivesofaccountingreportingintherussianbank
_version_ 1716858199070474240

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