Управління операційними ризиками
Ключові слова:
банк, операційний ризик, принципи управління, ідентифікація, вимірювання, вимоги до капіталу
Анотація
Досліджено сутність і форми прояву операційних ризиків у банку й охарактеризовано їх як можливість виникнення збитків у результаті помилок співробітників, недосконалої організації бізнес-процесів та інформаційно-технологічних систем, неналежного внутрішнього контролю і впливу зовнішніх факторів. Проведено аналіз принципів належного управління операційним ризиком, охарактеризовано їхній основний зміст і умови реалізації.
Завантаження
Дані завантаження ще не доступні.
Посилання
1. Krotyuk, V. L. & Mishchenko, V. I. (2005). Evolucia pidkhodiv do ocinky kapitalu v Baselskikh ugodakh [The Evolution of approaches to the assessment of capital in Basel]. Bankivska sprava – Banking, 4, 3–9 [in Ukrainian].
2. Naumenkova, S. V. (2009). Integraсiyni procesy v bankivskomu sektori Ukrainy na osnovi standartiv Bazelju II [Integration processes in the banking sector of Ukraine on the basis of the standards of Basel II]. Visnyk socialno-economichnykh doslidzhen – Bulletin of socio-economic research, 35, 424–430 [in Ukrainian].
3. Mishchenko, V. I. (2013). Kapitalizacija bankivskoi systemy Ukrainy: sogodennja ta perspektyvy [The Capitalization of the banking system of Ukraine: present and prospects]. Visnyk NBU – Bulletin of the NBU, 7, 11–17 [in Ukrainian].
4. Naumenkova, S., Mishchenko, S., & Tishchenko, I. (2016). Finansovi instrumenty ubezpechennja vid politychnyh ryzykiv u proektnomu fi nansuvanni [Financial instruments political risk insurance in project Finance]. Visnyk Kyivskogo nacionalnogo universytety imeni Tarasa Shevchenka – Bulletin of Taras Shevchenko National University of Kyiv, 10, 6–17 [in Ukrainian].
5. Mishchenko, V. I., & Naumenkova, S. V. (2016). Bankivska systema Ukrainy: problem stanovlennja ta rozvytky [Th e Banking system of Ukraine: problems of formation and development]. Finansy Ukrainy – Finance of Ukraine, 5, 7–33 [in Ukrainian].
6. International Convergence of Capital Measurement and Capital Standards. Basel Committee on Banking Supervision. Retrieved from http://www.bis.org/publ/bcbs128.pdf.
7. Mishchenko, V. I. (2010). Osoblyvosti poskryzovogo reformuvannja fsnansovogo sektory Ukrainy [Peculiarities of post-crisis reform of the fi nancial sector of Ukraine]. Finansy Ukrainy – Finance of Ukraine, 10, 3–14 [in Ukrainian].
8. Shapoval, O. A. (2017). Upravlinnja ryzykamy bankivskogo spozhyvchogo kredytuvannia [Risk Management banking consumer lending]. Candidate’s thesis. Kyiv: KNTEU [in Ukrainian].
9. Naumenkova, S. V. (2006). Obgruntuvannja metodychnyh pidhodiv do ocinky stiykosti fi nansovoi systemy [Th e substantiation of methodical approaches to the assessment of the stability of the fi nancial system]. Information-analytical materials. (Issue 6) Kyiv : Tsentr naukovyh doslidzhen NBU [in Ukrainian].
10. Principles for the Sound Management of Operational Risk (2011). Basel Committee on Banking Supervision. Retrieved from http:www.bis.org [in English].
11. Mishchenko, V. I., Naumenkova, S. V., & Mishchenko, S. V. (2016). Upravlinnja ryzykamy ipotechnogo zhytlovogo kredytuvannja v umovah fi nansovoi nestabilnosti [Risk Management of housing mortgage lending in terms of fi nancial instability]. Finansovyi prostir – Financial space, 2, 53–58 [in Ukrainian].
12. Naumenkova, S. V., & Bui, T. G. (2010). Vykorystannja strukturovanyh cinnyh paperiv dlja fi nansuvannja korporacii v Ukraini [Th e Use of structured securities for the fi nancing of corporations in Ukraine]. Finansy Ukrainy – Finance of Ukraine, 2, 89–101 [in Ukrainian].
13. Mishchenko, S. V. (2013). Stymulirovanie kreditovanija kak factor ekonomicheskogo rosta [Stimulation of lending as a factor of economic growth]. Vestnik Finansovogo Universiteta – Bulletin of Financial University, 1, 35–45 [in Russian].
14. Naumenkova, S. V. (2017). Pidhody do vyboru instrumentiv zahystu vid systemnyh ryzykiv [Approaches to the choice of instruments of protection against systemic risk]. Finansovo-kredytna dijalnist – Financial and credit, 1, 60–70 [in Ukrainian].
15. Somyk, A., & Mishchenko, V. (2009). Likvidnist bankivskoi systemy Ukrainy: suchasnyi stan, chynnyky ta naprjamy pidvyshchennja efektivnosti reguljuvannja [Th e liquidity of the banking system of Ukraine: current state, factors, and directions of increase of effi ciency of regulation]. Visnyk NBU – Bulletin of the NBU, 1, 34–41 [in Ukrainian].
16. Naumenkova, S., & Mishchenko, S. (2008). Stres-testuvannja jak instrument diagnostyky fi nansovoi stiykosti [Stress-testing as a diagnostic tool the fi nancial stability of banks]. Visnyk NBU – Bulletin NBU,5, 18–23 [in Ukrainian].
17. Mishchenko, V. I., & Naumenkova, S. V. (1998). Organizacija fj uchersnogo valjutnogo rynku [Organization of the futures currency market]. Finansy Ukrainy – Finance of Ukraine, 10, 60–69 [in Ukrainian].
18. Oparin, V. M. (Eds.). (2016). Finansova infrastructura Ukrainy: stan, problevy ta perspektyvy rozvytku [Financial infrastructure of ukraine: status, problems and development prospects]. Kyiv : KNEU [in Ukrainian].
19. Mishchenko, S. (2008). Udoskonalennja upravlinnja ekonomichnym kapitalom banku z urahuvannjam ryzyku likvidnosti [Improvement of management of the economic capital of the Bank subject to liquidity risk]. Visnyk Universytetu bankivskoi spravy NBU – Bulletin of the Banking University, 3, 90–93 [in Ukrainian].
20. Lutyi, I. O., & Mishchenko, S. V. (2007). Vplyv fi nansovogo sektory na funkcionuvannia ekonomichoi systemy [Th e impact of fi nancial sector on the functioning of economic systems]. Finansy Ukrainy – Finance of Ukraine, 3, 14–28 [in Ukrainian].
21. Mishchenko, V. I., & Krylova, V. V. (2007). Evoljucija bankivskogo nagljadu: evropeiyskiy dosvid [Evolution of banking supervision: European experience]. Visnyk NBU – Bulletin of the NBU, 7, 5–11 [in Ukrainian].
22. Naumenkova, S. V. (2015). Basel I, II, III: rozvytok pidkhodiv dlja zmicnennia regulatornoi osnovy [Basel I, II, III: the development of approaches to strengthen regulatory framework]. Visnyk Kyivskogo nacionalnogo university imeni Tarasa Shchevchenka – Bulletin of Taras Shevchenko National University of Kyiv, 177, 39–49 [in Ukrainian].
23. Shumilo, I., & Mishchenko, V. (2006). Teoretychni i praktychni aspekty analizu stany fi nansovoi systemy ekonomiky [Th eoretical and practical aspects of the analysis of the state of the fi nancial system of economy]. Visnyk NBU – Bulletin NBU, 3, 6–11 [in Ukrainian].
24. Naumenkova, S. V., & Mishchenko, V. I. (2013). Sovremennye problem kapitalizacii bankivskoi systemy Ukrainy [Modern problems of capitalization of the banking system of Ukraine]. Finansovo-kredytna dijalnist – Financial and credit activity, 2, 3–11 [in Ukrainian].
25. Bukovinsky, S. A. (Eds.). (2015). Bankivska systema Ukrainy na shljahu evrointegracii [Th e banking system of Ukraine towards European integration] Kyiv : Tsenter naukovyh doslidzhen NBU [in Ukrainian].
26. Mishchenko, S. (2007). Vdoskonalennia instytuciinoi struktury nagliadu za fi nansovym sectorom [Improvement of the institutional structure of supervision of the fi nancial sector]. Bankivska sprava – Banking, 1, 41–56 [in Ukrainian].
27. Naumenkova, S. V., & Mishchenko, V. I. (2015). Makroprudenciini instrumenty v mekhanismi zabezpechennia fi nansovoi stabilnosti [Macroprudential tools to ensure fi nancial stability]. Finansy Ukrainy – Finance of Ukraine, 10, 53–76 [in Ukrainian].
28. Rjahovskaja, A. N. (Eds.). (2012). Sovremennye podhody k upravleniju ustoychivoctu biznesu [Modern approaches to the management of the sustainability of the business] Moscow : Financial University [in Russian].
29. Naumenkova, S. V. (2013). Pidvyshchennja dostupnosti fi nansovyh poslug: aktualni pytannja regulatornoi praktyky [Improving access to fi nancial services: current regulatory practices]. Finansy Ukrainy – Finance of Ukraine, 10, 20–33 [in Ukrainian].
2. Naumenkova, S. V. (2009). Integraсiyni procesy v bankivskomu sektori Ukrainy na osnovi standartiv Bazelju II [Integration processes in the banking sector of Ukraine on the basis of the standards of Basel II]. Visnyk socialno-economichnykh doslidzhen – Bulletin of socio-economic research, 35, 424–430 [in Ukrainian].
3. Mishchenko, V. I. (2013). Kapitalizacija bankivskoi systemy Ukrainy: sogodennja ta perspektyvy [The Capitalization of the banking system of Ukraine: present and prospects]. Visnyk NBU – Bulletin of the NBU, 7, 11–17 [in Ukrainian].
4. Naumenkova, S., Mishchenko, S., & Tishchenko, I. (2016). Finansovi instrumenty ubezpechennja vid politychnyh ryzykiv u proektnomu fi nansuvanni [Financial instruments political risk insurance in project Finance]. Visnyk Kyivskogo nacionalnogo universytety imeni Tarasa Shevchenka – Bulletin of Taras Shevchenko National University of Kyiv, 10, 6–17 [in Ukrainian].
5. Mishchenko, V. I., & Naumenkova, S. V. (2016). Bankivska systema Ukrainy: problem stanovlennja ta rozvytky [Th e Banking system of Ukraine: problems of formation and development]. Finansy Ukrainy – Finance of Ukraine, 5, 7–33 [in Ukrainian].
6. International Convergence of Capital Measurement and Capital Standards. Basel Committee on Banking Supervision. Retrieved from http://www.bis.org/publ/bcbs128.pdf.
7. Mishchenko, V. I. (2010). Osoblyvosti poskryzovogo reformuvannja fsnansovogo sektory Ukrainy [Peculiarities of post-crisis reform of the fi nancial sector of Ukraine]. Finansy Ukrainy – Finance of Ukraine, 10, 3–14 [in Ukrainian].
8. Shapoval, O. A. (2017). Upravlinnja ryzykamy bankivskogo spozhyvchogo kredytuvannia [Risk Management banking consumer lending]. Candidate’s thesis. Kyiv: KNTEU [in Ukrainian].
9. Naumenkova, S. V. (2006). Obgruntuvannja metodychnyh pidhodiv do ocinky stiykosti fi nansovoi systemy [Th e substantiation of methodical approaches to the assessment of the stability of the fi nancial system]. Information-analytical materials. (Issue 6) Kyiv : Tsentr naukovyh doslidzhen NBU [in Ukrainian].
10. Principles for the Sound Management of Operational Risk (2011). Basel Committee on Banking Supervision. Retrieved from http:www.bis.org [in English].
11. Mishchenko, V. I., Naumenkova, S. V., & Mishchenko, S. V. (2016). Upravlinnja ryzykamy ipotechnogo zhytlovogo kredytuvannja v umovah fi nansovoi nestabilnosti [Risk Management of housing mortgage lending in terms of fi nancial instability]. Finansovyi prostir – Financial space, 2, 53–58 [in Ukrainian].
12. Naumenkova, S. V., & Bui, T. G. (2010). Vykorystannja strukturovanyh cinnyh paperiv dlja fi nansuvannja korporacii v Ukraini [Th e Use of structured securities for the fi nancing of corporations in Ukraine]. Finansy Ukrainy – Finance of Ukraine, 2, 89–101 [in Ukrainian].
13. Mishchenko, S. V. (2013). Stymulirovanie kreditovanija kak factor ekonomicheskogo rosta [Stimulation of lending as a factor of economic growth]. Vestnik Finansovogo Universiteta – Bulletin of Financial University, 1, 35–45 [in Russian].
14. Naumenkova, S. V. (2017). Pidhody do vyboru instrumentiv zahystu vid systemnyh ryzykiv [Approaches to the choice of instruments of protection against systemic risk]. Finansovo-kredytna dijalnist – Financial and credit, 1, 60–70 [in Ukrainian].
15. Somyk, A., & Mishchenko, V. (2009). Likvidnist bankivskoi systemy Ukrainy: suchasnyi stan, chynnyky ta naprjamy pidvyshchennja efektivnosti reguljuvannja [Th e liquidity of the banking system of Ukraine: current state, factors, and directions of increase of effi ciency of regulation]. Visnyk NBU – Bulletin of the NBU, 1, 34–41 [in Ukrainian].
16. Naumenkova, S., & Mishchenko, S. (2008). Stres-testuvannja jak instrument diagnostyky fi nansovoi stiykosti [Stress-testing as a diagnostic tool the fi nancial stability of banks]. Visnyk NBU – Bulletin NBU,5, 18–23 [in Ukrainian].
17. Mishchenko, V. I., & Naumenkova, S. V. (1998). Organizacija fj uchersnogo valjutnogo rynku [Organization of the futures currency market]. Finansy Ukrainy – Finance of Ukraine, 10, 60–69 [in Ukrainian].
18. Oparin, V. M. (Eds.). (2016). Finansova infrastructura Ukrainy: stan, problevy ta perspektyvy rozvytku [Financial infrastructure of ukraine: status, problems and development prospects]. Kyiv : KNEU [in Ukrainian].
19. Mishchenko, S. (2008). Udoskonalennja upravlinnja ekonomichnym kapitalom banku z urahuvannjam ryzyku likvidnosti [Improvement of management of the economic capital of the Bank subject to liquidity risk]. Visnyk Universytetu bankivskoi spravy NBU – Bulletin of the Banking University, 3, 90–93 [in Ukrainian].
20. Lutyi, I. O., & Mishchenko, S. V. (2007). Vplyv fi nansovogo sektory na funkcionuvannia ekonomichoi systemy [Th e impact of fi nancial sector on the functioning of economic systems]. Finansy Ukrainy – Finance of Ukraine, 3, 14–28 [in Ukrainian].
21. Mishchenko, V. I., & Krylova, V. V. (2007). Evoljucija bankivskogo nagljadu: evropeiyskiy dosvid [Evolution of banking supervision: European experience]. Visnyk NBU – Bulletin of the NBU, 7, 5–11 [in Ukrainian].
22. Naumenkova, S. V. (2015). Basel I, II, III: rozvytok pidkhodiv dlja zmicnennia regulatornoi osnovy [Basel I, II, III: the development of approaches to strengthen regulatory framework]. Visnyk Kyivskogo nacionalnogo university imeni Tarasa Shchevchenka – Bulletin of Taras Shevchenko National University of Kyiv, 177, 39–49 [in Ukrainian].
23. Shumilo, I., & Mishchenko, V. (2006). Teoretychni i praktychni aspekty analizu stany fi nansovoi systemy ekonomiky [Th eoretical and practical aspects of the analysis of the state of the fi nancial system of economy]. Visnyk NBU – Bulletin NBU, 3, 6–11 [in Ukrainian].
24. Naumenkova, S. V., & Mishchenko, V. I. (2013). Sovremennye problem kapitalizacii bankivskoi systemy Ukrainy [Modern problems of capitalization of the banking system of Ukraine]. Finansovo-kredytna dijalnist – Financial and credit activity, 2, 3–11 [in Ukrainian].
25. Bukovinsky, S. A. (Eds.). (2015). Bankivska systema Ukrainy na shljahu evrointegracii [Th e banking system of Ukraine towards European integration] Kyiv : Tsenter naukovyh doslidzhen NBU [in Ukrainian].
26. Mishchenko, S. (2007). Vdoskonalennia instytuciinoi struktury nagliadu za fi nansovym sectorom [Improvement of the institutional structure of supervision of the fi nancial sector]. Bankivska sprava – Banking, 1, 41–56 [in Ukrainian].
27. Naumenkova, S. V., & Mishchenko, V. I. (2015). Makroprudenciini instrumenty v mekhanismi zabezpechennia fi nansovoi stabilnosti [Macroprudential tools to ensure fi nancial stability]. Finansy Ukrainy – Finance of Ukraine, 10, 53–76 [in Ukrainian].
28. Rjahovskaja, A. N. (Eds.). (2012). Sovremennye podhody k upravleniju ustoychivoctu biznesu [Modern approaches to the management of the sustainability of the business] Moscow : Financial University [in Russian].
29. Naumenkova, S. V. (2013). Pidvyshchennja dostupnosti fi nansovyh poslug: aktualni pytannja regulatornoi praktyky [Improving access to fi nancial services: current regulatory practices]. Finansy Ukrainy – Finance of Ukraine, 10, 20–33 [in Ukrainian].
Переглядів анотації: 104 Завантажень PDF: 75
Опубліковано
2017-12-28
Як цитувати
(1)
Тіщенко, Є. Управління операційними ризиками. fp 2017, 91-96.
Розділ
Статті
