MODELING OF RISK MANAGEMENT IN BANKING SECTOR

Abstract

The article presents a critical review of current methods and models of risk management in the banking sector. The urgency ofdeveloping the model (mathematical) toolsis shown. Particular attention is paid toassessment models of the credit and operational risks and their signifi cance. This work also addresses the requirements ofthe banking regulator in the developmentof the risk management system.

Keywords

• математическое моделирование
• банковский сектор
• регулятор
• кредитныериски
• операционные риски
• экспресс-кредитование
• mathematical modeling
• banking sector
• regulator
• credit risks
• operational risks
• express loans