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Подходы К Стресс-Тестированию В Российских Банках: Оценка Операционного Риска И Риска Ликвидности

Author

Listed:
  • Сорокина Инна Олеговна

    (филиал РГГУ в г. Тольятти)

Abstract

Обобщены подходы к проведению стресс-тестирования в коммерческих банках, сформулирована методика оценки банка с учетом внутренних и внешних факторов его стрессового состояния. Особенность методики наличие в ней формализованных подходов к оценке операционного риска.

Suggested Citation

  • Сорокина Инна Олеговна, 2011. "Подходы К Стресс-Тестированию В Российских Банках: Оценка Операционного Риска И Риска Ликвидности," Экономический журнал, CyberLeninka;Общество с ограниченной ответственностью "Издательство Ипполитова", issue 22, pages 80-88.
    • Handle: RePEc:scn:014943:13922726
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