STRUCTURE OF MODELS FOR AGGREGATE ASSESSMENT OF FINANCIAL RISK COMMERCIAL BANKS

STRUCTURE OF MODELS FOR AGGREGATE ASSESSMENT OF FINANCIAL RISK COMMERCIAL BANKS

Conceptual approaches use a structural model for assessment of financial risk commercial banks, namely the risk measurement in combination: a comparison of its capital, calculated based on the standard approach of Basel II advanced approaches of Basel II and the structural model. Analysis of the app...

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Bibliographic Details
Main Author: G. Kryshtal
Format: Article
Language:deu
Published: Publishing Center "Kyiv University" 2016-01-01
Series:Vìsnik. Kiïvsʹkogo Nacìonalʹnogo Unìversitetu ìmenì Tarasa Ševčenka. Ekonomìka
Subjects:
bank
financial risks
commercial banks
assets
Basel
structural models
Online Access:http://bulletin-econom.univ.kiev.ua/wp-content/plugins/download-attachments/includes/download.php?id=7554

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