Banking system and its development in the period of transition to the market

Commercial banks as the main segment market economy. Principles and functions of commercial banks. Legal framework of commercial operation banks. The term "banking risks". Analysis of risks and methods of their regulation. Methods of risk management.

Рубрика Банковское, биржевое дело и страхование
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Chapter 1. Banking system and its development in the period of transition to the market.

1.1 Commercial banks as the main segment market economy

1.2 Principles and functions of commercial banks

1.3 Legal framework of commercial operation banks

Chapter 2. Banking risks and methods for their control

2.1 The term "banking risks."

2.2 Main types of banking risks.

2.3 Methods of risk management.

Chapter 3. Analysis of banking risks and methods of their regulation (on the mat e rials local bank.)





Banks - one of the central components of the system of market structures. The development of their activities - a prerequisite of creating real market mechanics s ma. Process of economic transformation began with the reform in banco tion system. This sphere dynamic ra s Viva today.

For a long time, banks were public authorities and acted on d tion of "supporting structures" administrative-command system of economic management. As a result, business banking in the country and lost Traditional tion and experience of Russian banks. Today we have to catch up. Necessary in a short time to reach the level of contemporary world-class organization of the bank in case ray.

Formation of the market and market infrastructure, new mechanisms mouth and updating of economic relations and the development of entrepreneurship and competition, increase the sovereignty of the republics require the development of the theory of economic risks, methods of assessment and management at all levels of management: the country, the national, regional, local, as well as at the level of each business unit, regardless of the type and form of prop t vennosti.

The leading role in solving these problems should belong ba n banking system. This is determined by the increasing role of banks and credit relations in an unstable economy and transition. Banks not only form of loan capital markets, securities, foreign exchange market, participate in the establishment and functioning of commodity exchanges and new x about tural structures, but essentially, are the sole owner of n e necessary information on the financial condition of enterprises and organizations, conjuncture commodity, loan, and currency markets, economic pos e SRI region, republic, country. The latter indicates the importance of the study of the development of e banks foreign and domestic commercial and political risks of their clients. This is all the more appropriate that at this stage there are plaques and enabling environment for the establishment and improvement of partnerships hozyays t sponding subjects with banks to strengthen their mutual responsibility and co n trol.

The guiding principle in the commercial banks in the market yavl I etsya pursuit of greater profits. It limits the possibility of incurring losses Stu. Risk is monetary value of probabilistic events, leading to losses. The higher the risks, the higher the chance to make a profit. Risks are formed on the deviation from the actual data with today's evaluation of the standing and future development. These deviations can be positive and neg a tive. In the first case we are talking about the chances of making a profit, while the second - the risks. Every chance to make a profit on the costs against the possibility of losses.

Thus, you can only make a profit if possible incur losses (risks) will be provided in advance (suspended) and insure and us. Therefore, the problem of economic risks in the commercial ba n Cove should be given considerable attention. The main ones include: ra s processing classification of bank risk assessment framework and methods of calculation of eq nomic and political and other risks of the bank, the individual borrower or a group of enterprises, industry, rep faces b, country.

Chapter 1. Banking system and develop it and ment during the first stroke to the market f


Russia's banking system - one of the fastest growing with e to then ditch about techestvennoy economy, the transition to market relations, to that rum occurred most rapidly. For the second n about half of the program in 1990 was almost to a system vidirovana specialized state banks, and the beginning of 1991 mainly completed the formation of a two-tier banking system: Central Bank - commercial e ba n ki.

In light of the current problems of the Russian economy, associated with e tion overcome the crisis and inflation n processes, increased inv e vestment and credit activities, cos e rshenstvovaniem organization of settlements in the economy and stabilize c iey national currency, accelerating the formation of e ciently function f n ioniruyuschey banking system capable mobiles and u uw financial resources and their concentration on priorities structure t urn per e construction economy has neocene e nimuyu practice t ich e Skuju stamp and bridges.

Practical district of miles of the banking system in eq on omy national ho ture, related Ryno h governmental relations objectified e it possible that it operates in state in the payment system and states calculation is s; pain w th part of its commercial e sd lok carries through deposits, investments and credit operations; along with others from financial intermediaries gimi savings banks send e of us e tion to businesses and industrial structures. At the same time, the effective t ivnost impl e s t ted investment funds largely depends on cn lities most of the banking system to direct these funds precisely because zae m schikam who will find ways to optimal and efficient Run on lzovaniya. Comm e rcheskie banks, acting in accordance with the monetary policy of the State to regulate movement den e n tighteners on currents, slowing them about about a company, emissions, total weight including the amount of cash in circulation. Stabilisation of money growth - a pledge Redeye e m of those types of inflation, an e sintered constant price level at which the market-temperature e ystvuyut on the economy of the economy of the most effective time used.

The modern banking system - is the sphere of services to its diverse climate e ntam - on t traditional deposit and loan and cash operations, define ni base their banking, to new forms of monetary and financial instruments used by banking institutions (leasing, F to then the ring, trust and so on).

Realizing banking, reaching their coherence and balance of the STI, commercial banks on e spechivayut thus its stability endowed w particular, yield, stability of the system in the market on t e s burden. All aspects and activities of commercial banks combined exercise unified strategy and inventive bank de l th, n fir which - to achieve a return on STI and liquidity. This integrated performance criteria and n and reliability of commercial banks, depending both on their on the floor and tics associated with the draw e tion of financial resources (management ALMC) and the policy of profitable posted e u e of bank funds in sf e tures of credit and investment systems (active management op e -talkies). These two aspects of the activities of commercial banks are interconnected, mutually imozavisimy, but at the same time and are mutually exclusive. If the bank in its de I t e tivity relies on getting quick and high returns on active operations, thereby it loses its liquidity, exposing themselves to the risk of becoming insolvent and vposl e dstvii possible bankrupt and then m Providing the same high level of its e th Liquidity ITY, bank, tend to lose profitability.

In accordance with the legislation of the Russian Federation is to bank m mercial uchre Well denie created to raise funds from jurid and iCal and individuals and placing them on his behalf under conditions of return t particular, payment, and maturity, as well as perform other banking transactions . On the one hand, the bank, as well as any direct e dpriyatie, created to meet the interests of the bank's owners (shareholders or individual) and society n tion interests (clients - legal entities and individuals, TS w ivaemyh bank). On the other hand, the bank is a special kind of company that forms a body and movement exercises and loan capital, ensuring profits whether s own bank n nicks.

Worldwide, the commercial banks are the most important link of the banking system, the main part of concentrating credit resources and implementing wide on cue dia n azone banking and financial services for legal and physical and entities. They represent Tue about swarm level of the banking system after Mr. Tse Central (state , national tion s) banks.

Formation of the banking syst e we coo t The associated developed market economy in Russia began in 1987 and was accompanied by a further increase in the number of commercial banks: nach.1992 city - 1360 KB 1993 - KB 1769, the end of 1993 - 1877 KB, beg. 1995 - 2600 KB. Crisis in the summer of 1995 - the crisis in the interbank market (MMM, etc.) touched small regional banks, and then the wave of the crisis, "covered" and large banks SVKB, INKOMBANK, Tokobank. Reducing the number of regional banks. Worsening economic crisis KB combine to create a holding. On nach.1996 city - 2079 KB, nach.1997 of KB-2024, y-1764 kon.1997 KB, nach.1998 of KB-1697, y-1598 ser.1998 KB, 01.07.99 - 1401 KB. Increasing number of cases of withdrawal.

Commercial banks can be classified into a number of grounds. Prina d sories authorized ka n Itala Bank and its method of formation determine the type of bank. By the nature of the property distinguished public banks, sharehold of Nurney, cooperative, private, municipal, and mixed. In industrialized countries, the predominant form of ownership of commercial banks is a shareholder p tion.

Joint-stock banks in Russia are in the form of a joint stock company s indoor and outdoor types. Entry of the Shareholders shall have those n the purchase of shares. As shareholders are legal entities and individuals, including the Institute of strange.

Most commercial used and nkov with z given by equity contributions and inaugural teley (shareholders) as a limited liability partnership. Memb and kami such bank are legal and physical persons who bear responsibility for tons on its obligations with all their property. The number of joint-stock commercial banks increased used of Leia than doubled and amounted to 1.07.99, 37% of their total number. Private banks are banks, cos d Data is based on the capital of individuals in their Russian ca about was 1% of the total ba n Cove.

By types of operations are distinguished commercial banks - the universal and c e ized. Modern banks can t make a wide range of operations and provide a variety of services, which seek to expand the list. This determines the uni sal character of the bank. In Russia, the function p Univ sebaceous banks - credit institutions with cross-sectoral multidisciplinary field of activity, which can be about t bear, for example, Unicombank, Russian National Bank, Bank Mosbiznes etc. However, the bank may have a specialization that increases effektivnos be the implementation of individual operations. Functional specialization distinguish banks rec n struction and development, investment, un on technoy, export-import, BEAC e liary.

On a territorial basis distinguish banks Intern about dnye, the Republicans and whether central, regional and service NESCO l ko regions. By reflecting on the left orientation banks classified for industrial, agricultural t governmental, construction, trade. For example, in Russia it Dalrybbank, CB "IB Entrepreneurship Support" CB "Energobank" WITH KB social sphere "Conti" , CB "Oil" AB "Metallurg" KB "Gazprombank", etc.

In modern conditions the influence of banks on the economy. S figures completely credit institutions is not limited accumulation and accommodate the growing mass d enezhnyh funds companies, enterprises and the population. They contribute to the accumulation of capital, not tons of lko actively interfering in all aspects of economic life, but also directly involved in the activities of operating capital or exercising control over it. Thanks kam ba n the mechanism of distribution and redistribution of capital and areas of traslyam proi s duction, which is largely providing e t development of peoples d tion economy, depending on the objective needs of production. Additional funding for ex tra n about needs of industrial, transit from the port, agriculture investment, expand production, the banks they are e opportunity to influence the creation of a progressive national reproductive structure of x ture.

1.2 Business Principles for STI. FUNCTIONS AND COMMERCIAL BA H RGB

The first and fundamental principle of the commercial bank is working within existing resources really. Commercial bank may make non-cash payments in favor of other banks to provide loans to other banks and get paid in cash within the balance in their correspondent accounts. Opportunities to create their own e d tender funds to the account of its customers in excess of their available resources and Restriction of were obtained.

Working within and Commercially resources means that a commercial bank must provide not only a quantitative relationship between their resources and credit investments, but also to ensure compliance with the specifics of the nature of banking assets mobilized their resources. First of all, it refers to those terms and others. So, if the bank raises funds mainly used for short time periods (short-term deposits or demand deposits) and inc and dyval them primarily in long-term loans, its ability without zade p rods to pay its obligations properties (that is, its liquidity) is under eel about Zoe.

Availability of bank assets in a large number of loans with increased w ennym risk requires the bank to increase the share of equity in the total amount of its resources. Strict dependence on the nature of the bank's assets of its liabilities must be considered when determining the economic standards of banks and the regulation of their operations. The possibility of making one or another specific banking (mortgage, investment and so on) dete r mined structure of bank liabilities. Therefore, developing the terms of these op e radios, must be given high priority to the development of appropriate sources of liabilities.

Within the resources available to the banks he is free to conduct its active operations (subject to the established economic standards), that is, the volume of its active operations can not be limited to administrative, volitional methods. Administrative restrictions can have a one-time, transdermal s Extraordinary character. Their systematic application undermines the commercial basis of the bank and, therefore, a priority in the management, including having restrictive focus should be given to economic Laughter. frames.

Principle of operation within the actual resources mobilized as the foundation of business bank changes all its accents of vannost be interested in increasing bank deposits, developing genuine competition for liabilities liberating movement of credit resources from administrative shackles single state bank. Acute struggle for liabilities stimulates n of banks claim the most effective areas to apply their resources. Proish DIT real displacement of bank capital in the most cost-effective and q and namichnye industry (unfortunately, in terms of inflation has become the most profitable area of circulation - trade, exchange business, and bank capital and incentive to increase their ruet speculation). Radically changing the credit plan in banks. Commercialization shall not constitute a waiver of loan and pl ning, on the contrary, its value (both current and prospective) unchanged Roman e increases. But the basis for planning in this part already l yayut resources ka ba n, and it is not about tion.

Work within really attracted resources, while ensuring the maintenance of its liquidity, commercial Th Bank for maybe only having to s high degree of economic freedom combined with a full economic tons of responsibility for the results of its activities s completely.

Another fundamental principle, which is based on activity measures to m h eskih banks is a complete economic independence, implied e colliding and economical e Skuju responsibility for the results of the bank Worker l xed ITY. E conomic independence implies freedom of disposal used with governmental funds and to recruit and resources, free choice of cells and tomers and investors, disposal and e income of the remaining n after taxes.

Existing banking laws gave all Commercial banks e Skim economic freedom in managing their funds and income and mi. Income (profit) of the bank, remaining at its disposal after paying cash for beef, distributed in accordance with the decision of the general meet and ers. It sets standards and the size of allocations to the various funds of the bank, as well as on the amount of dividends to tsiyam.

Economic responsibility of a commercial bank is not limited to current income ( as was the case in respect of self-financing institutions specialized banks), but extends and on his capital. On its obligations to m mercial bank meets all of its funds and property, which, in accordance with the current legislation can be cash on collection Genaux. All risk from their operations Commercial Bank for e incurs.

Tr e Tille principle is that the relationship between a commercial bank with its clients built as used ychnye market relations. Before with Tavlya loans commercial bank comes before all of the market criteria of profitability, risk and liquidity. Targeting the "nation-wide int e ests" is not compatible with the commercial character of the bank and will inevitably turn to him to a liquidity crisis.

The fourth principle of the commercial bank is that pe regulation of its activities can be carried out only on indirect ehkon nomic (rather than administrative) methods. The state defines "rights and la games" for commercial banks, but can not give them a straight and Kazov.

One of the important functions of a commercial bank is to mediate the loan, which they exercise through reallocation of funds temporarily released in the circulation of funds of enterprises and cash income individuals. Feature mediating function comconsole p mercial banks is that the main criterion reallocation of resources stands profitability of their use by the borrower. Redistribution of resources is performed pe horizontal economic relations from a lender to a borrower s, by means of banks without teaching art Ia intermediaries in the face Your e facing banking institutions on the terms of payment and repayment. Fee for t data and obtained loan funds formed under the influence and in the demand and pre d Proposition borrowings. The result is f and the free movement of financial resources in the economy, the corresponding market type of t relations.

Meaning intermediary functions of commercial banks for the successful development of pa s market economy is that its activities are clever shayut s degree of risk and uncertainty in the economic system. Money can be moved from lenders to borrowers without mediation of banks, but it dramatically increases the risks of losing money, fin and Vai in the loan, and increase the overall cost of their movement, as lenders and borrowers are not aware of the solvency of each other, and Mr. s policies and terms of offers funds do not coincide with the size and timing of demand for them. Commercial banks borrow funds, which can be given as a loan, in accordance with the needs of borrowers and on the basis of w Roca and diversify their assets reduce aggregate risk owners d e neg placed into bank accounts.

The second major function of commercial banks - encouraging however p tions on the farm. Implementation of structural st rearrange themselves th ki economy should be based on the use of mainly and primarily internal and n accumulation economy. They, and not foreign investment should be on with the main part of the funds needed to reform the economy, between those all its previous development is not created from direct manufactures e lei and other subjects of economic life, including population, sufficient incentives to save and accumulate resources. For businesses proportion of distribution received income and accrued consumption at part with tablished policy planning. At low income levels and the towns thereof n propensity to save was on Mr. izkom level and diluted n ing of the consumer market dropped to the lowest level this about t tags.

Commercial banks, speaking on the financial market with the demand for loans t ITATION resources should not only possible to mobilize available x ture of savings, but also to generate sufficient incentives for efficient accumulation of N and tools based on the limitations of current consumption. Incentives to Mr. and accumulation and preservation of cash generated through flexible policy zitnoy Dept. of commercial banks. In addition to high interest is paid on deposits e Mykh, bank creditors requires high reliability guarantees premises accumulated resources in the bank. Safeguards will create forms and counted with the Russian Federation bank insurance fund assets uchre deny Well, deposits in commercial framework of ba n .

In order to protect the savings of the citizens of the Russian Federation and to increase their confidence in the b ankovskim institutions of the country in accordance with the Uk and by Presidential Russian Federation № 409 of March 28, 1993 in the Russian Federation has created tons of smiling Federal Insurance Fund assets of banking institutions formed by attracting deposits of citizens. Based on the decision of the Board of Directors of the Central Bank of 22-23 September 1993 (protocol number 40) to the fund as a fear of O contributions transferred funds of commercial banks listed them in 1991-1993. in the deposit insurance fund in commercial banks.

Along with the deposit insurance important for investors is the availability of information on the activities of commercial banks and on those guarantees that they can give. In deciding whether to use available funds from a lender, it must have sufficient information about the financial condition of the bank yanii to himself assess the risk of future invest e s.

By virtue of underdevelopment in our country securities market deposits in banks during the transition period will be the predominant form mobilizes tion and financial resources for the implementation of economic reforms. Remark cottage banks - to create such forms fundraising that really zai n teresovyvali to clients in the accumulation of resources and they have formed the habit of saving, which determines the investment opportunities of the economy, develop and veloping under the laws of the market.

The third function of banks - intermediation in payments between separate independent entities - the transition to a market Prio used new PETA with about content. Under state th monopoly on the whole people own district completely all transactions between entities of the property held by units and us st State Bank. Accordingly, the form of payment, payment procedure, sanctions sides were calculated absolute concentration of all the calculations in one bank and adaptation to it. Guarantor and committing pl tezhey such a system was the state calculations. It assumes all risks, which, however, were very minor s E. Establishment of independent commercial banks led to the dispersal of settlements and improve in this regard risks that must be assumed by commercial banks. Forms of payment, and payment documents have not changed. They are still focused on the settlement operations between profiles and Lamy one bank, and payment documents in the form are in vnutribanko cal documents. But the dismantling of settlements with using accounts MFIs and the transition to settlements between banks through correspondent accounts types s shayut their risks, since the calculations are not held between the branches of a bank, and between independent commercial banks. Under these conditions is particularly important responsibility of banks for timely and full implementation of orders of their clients to commit a tezhey Sq.

In all countries with a market called internal economies commercial banks occupy e duschee place in the payment mechanism of the economy. The role of commercial ba n Cove to provide calculations in the national economy and in our country. But in the changed economic conditions shiesya require reforming all , payments and fur ism, inherited from the administr actively and command system.

In connection with the formation of the stock market is being developed and is a func tion to commercial banks as intermediary in securities transactions. Unlike some developed countries (eg the U.S.) to the actions of our m of commercial banks in the securities market is not limited to me. They can drive a variety of proi s securities transactions. In accordance with the setting e tion on the issue and circulation of securities and stock exchanges in the RSFSR, p utve firmed RSFSR Government Resolution December 29, 1991, banks have the right to act as investment institutions that can carry out activities in the securities market as a mediator (inv e vestment broker); investment adviser, investment company and investment fund. Acting as a financial broker, banks s suppl intermediary (agent) of the sale of securities for the account and on behalf of the client based on the dialect d commission or commission.

As an investment bank consultant provides consulting services to its customers about the issue and circulation of securities. If the bank assumes the role of an investment company, it is engaged in the organization of the securities issue and issuance of guarantees on their placement in favor of a third party; ku n ley selling securities on its own behalf and at its own expense, including the path to the portation of securities securities, that is, declaring certain securities' prices on the seller's direct "and" bid price "for which he undertakes to buy and sell. When the bank allocates its resources in securities on its own behalf and all risks associated with such placement, all gains and losses - on t changes in the market valuation of the acquired securities shall be borne by the shareholders of the bank, it acts as an investment fund. Prerequisite of e performs the role of the investment fund is the presence in the state bank of professionals working with securities having a qualification certificate p Ministers of Finance of the Russian Federation, giving the right to carry out transactions with the involvement of citizens.

1.3 LEGAL BASIS AND functioning ing Commercial E Sgiach BANKS

The procedure for opening, registration and liquidation of commercial banks for those pp and Torii Russian Federation is defined by the Law of 02.12.1990 № 395-1 "On Banks and Banking de I sequences in the RSFSR." In accordance with this law, the Russian Federation has the license procedure for banking activities. Ba n Minkowski operations can be performed only on the basis of a special face n diffusion CBR. The need for special licensing of banking operations due to their increased risk and the impact that they have on the level of payment e capable of demand in the economy. Organizations commit bank and operas tion require strict state regulation and supervision of the Central Bank, so they must obtain a license to commit banco in Sgiach operations and register with the Central Bank. Otherwise banking operations are nezako n governmental.

Legal norms institutions and organizations regulated commercial banks n tiruetsya banking legislation acts, determined th schimi organizational and legal forms of enterprises and the general provisions on pre d trepreneurial activities and banking regulatory document and E.

For organizations working t s for the creation and con t p on any of the activities of comconsole p mercial banks CBR has developed in 1991, "Guidelines for the establishment and operations of commercial banks in the Russian Federation", which in the following years Last e been made certain of torye changes and additional about ying. This document about holding information about how to create a bank of n on obtaining a license to prov e tion of banking operations, the conditions of the state of registration and opening of bank branches. A special section on sacred supervision of banks by the Bank of Russia and their responsibility for the violation of existing rules. The last section contains the procedure for the liquidation of the bank kommerch e tion.

Commercial Bank acquires the status of a legal entity since the Register and its charter tion and licensing Mr. and banking transactions by the Central Bank of the Republic, in which he is smiling t find.

Founders, shareholders of commercial banks may be individuals or legal entities, except for representatives of all levels of government and their executive bodies, political organizations and specialized public authority and governmental organizations.

Enterprises and organizations with illiquid balance or declared insolvent, can not be founders, shareholders, participants of a commercial bank.

Each commercial bank has separate property: buildings, structures, equipment, inventory, statutory and other funds and funds belonging to the bank on the right of ownership. Statutory fund ka ba n is formed at the expense of shareholders, received from the sale of shares ba n ka, if the bank is created as a joint stock company, or by shares (deposits) uch as ticipants if created bank is a limited respon t ve n completely.

As a contribution to the charter capital of shareholders (participants) of the bank can make money in rubles and foreign currency, buildings, of about equipment and other tangible assets, securities, rights and user of land, water and other natural resources, buildings, COOP w eniyami and equipment, as well as other property rights. Contribution priced in rubles, representing the proportion of the shareholder, participant in the statutory cap and tal.

The authorized capital of the commercial bank formed only with the odd prop t governmental funds of shareholders (participants). D o For each of the participants in the authorized capital shall not exceed 35%. By its compulsory t elstvam bank is about t ve r liability within the entire property being his property. We h ac t n iki bank established as a limited liability company, on Candlelight t t for its obligations within their unit, and the participants of the joint stock bank - to the value of acquired ak u s. Minimum ra s measures authorized capital for newly established commercial banks of all kinds in Russia rises and installed e n to 10/10/94 in the amount of e p 3 billion in b. (The equivalent of 1 million ECU). By decision of the Central Bank of Russia until 1999, Russian comm e rh e SCIE banks should n s increase the amount of own funds up to an amount equivalent to 5 million tons tion ECU. To date, the minimum capital for newly established banks should not be less than 27,130,000 rubles.

"Guidelines" provide necessary d imy for l and licenses and state registration of bank documents, n redst and indications will in the General Directorate of Regional Central Bank. Department of Banking s ora CB carries m e Todd and cal guidance on registration and licensing of credit institutions tion, as well as e counter of miles for this avenue of assignment.

Commercial banks operate on the basis of the Charter, to from ory adopted by its members. The Charter of the fixed functions of the bank, its legal structure, the order of formation h per secution and powers of government. Commercial e Skim banks are prohibited to carry out activities in the field of ma t erialnogo straight on production and trade of material goods, as well as engage in all rows and insurance, except for insurance of currency and credit risks. Banks can be founders and participate own Mr. governmental funds on a pro rata wasps basis in economic activity pre priya d t s and organizations.

Relationships with clients are based on contract, while the parties have ample opportunities tee in determining their conditions. For example, from January 1, 1992 in Russia on Tmenov restrictions on setting interest rates on operations kommerch e banks. Bank and enterprise, engaging in dog about Vorn relationship with each other, seek to implement their self-supporting interests effectively erase d eration.

During the supervision of commercial banks exercised Depart t Ament banking Above s ora checked out correctly ba n Minkowski laws and regulations CBR, as well as the counter of liruetsya enforce bank prudential regulations. For these purposes, may be about m Mfr e Dehn continuous or spot check of bank operations. Ba n ki required to submit a constituent e firmed CB for its location balances, plans, reports and other documents required to determine the correctness of credit and settlement op e radios.

For commercial banks, admitting fault, can ca e nyatsya sanctions or action. For example, the bank is recom tion and possible ways to eliminate the shortcomings, on financial recovery plan for the bank (increase equity, restructuring of assets, etc.). As sanctions applied increasing reserve requirements, a fine in the amount of income earned in pe result of unlawful actions of the bank; review the license for banking operations or the imposition of restrictions on bank operations. Review l licenses and acts as a decision to liquidate the bank. This measure is used in the next e following cases: detection of false information on the basis of cat ryh licensed, with delayed onset of activity for more than one year from the date of issue of the license; performing operations prohibited by legisla tion m and beyond provided by the bank license , identifying drug solutions at the bank of the antimonopoly legislation (for example, pr e Vyshen 35% stake in the authorized capital of the bank by one of its members). Organ ization and management structure and commercial bank regulated by its Charter, which contains provisions on the governing bodies of the bank, their structure, the order of formation and functions. Commercial banks are not in s shestoyaschih bodies. The supreme body of the commercial bank is used in common with even earlier shareholders (shareholders), convened annually for the following in about asking: Charter change and the authorized capital, the election of the Board of Bank utve p firmed annual results, the distribution of income of the bank, and CREATE and liquidation of subsidiaries Bank enterprises and some other important activities in about asking the bank (not related to its agement n ta).

CBR organization of relationships with commercial banks and methods of regulating the activities of the past provided the relevant banks in SKIM legislation. So, given the current situation in the economy CBR regulates commercial banks through the use of such a complex economical e Sgiach methods as:

- Changes in reserve requirements placed by commercial ba n k and E in the CBR;

- Change the volume of loans to commercial banks to the Central Bank, as well as straight about interest rates on loans;

- Transactions with securities and foreign shaft that th.

For these purposes, the CBR was developed in the 1991 instruction number 1 "On the order and regulation of commercial banks 'ing' and Notes on the formation of the centralized funds ba n Russian banking system by contributions from commercial banks that joined the de th consequence to July 1, 1991 of

In accordance with the above regulations CBR image from a reserve fund credit tion system of the Russian Federation, whose funds formed by reserving it in a certain percentage of funds attracted by commercial banks and the foreign enterprises and governmental organizations org.

Chapter 2. Bank risk AND THEIR METHODS AND ADJUST tion


Each entity acts of market relations "in their right forks, "a one and at the same time adhering to the letter of the law. Su exists, of course, and the state n tion regulation, and then adds the hassle of credit institutions. In such a time, banks under such an unstable, rapidly changing situation yuscheysya forced to consider all possible consequences of their actions jumping n Comrade, customers and anticipate the probable changes in the legislation. Ima n but this uncertainty and an increased level of risk - is the fee for obtaining n ing economic freedom (although having Yasya economic "freedom" is still far from the freedom that is required for the normal dynamics of the market economy - but that's another topic).

Modern banking market is unthinkable without risk. Risk is inherent in any operation, but it can be of different scales and different "smya g chatsya" compensated. Have lo be highly naive to look for options implementation phenomenon of banking operations which would completely exclude the risk of Chali and advance would guarantee certain financial sovy result. With such a spoiler on the house to the point in the market for a long time and it is impossible to stop to as the "afloat."

Consequently, for the banking activities important YaV determined not to avoid risk at all, and the foresight and reducing them to a minimum.

What is risk? A risk is understood as the probability bility, or rather Mr. Rose Bank of the loss of their resources, revenue or produced e additional expense as a result of the definition of n tion financial cial operations. In this connection it is necessary to navigate the application next e subsequent categories:

* Expenses.

Banking activity is impossible without costs. Ras moves banks associated with the need to pay interest to depositors, fees for loans purchased from other financial institutions for funds for work on n lat bank employees and other operating expenses tional. In applying the concept of risk costs may occur in the following forms: changing market conditions have resulted tion requiring higher percent Comrade, Vai and paid on deposits; universal deficit loan resources affected the types s shenii their purchase stand STI; increase staff salaries in other cr e ditnyh institutions caused the need for the bank respectively corresponding measures, etc.

* Losses.

Losses, manifested in the form of revenue shortfall or excess of the expenditure scheduled happen when there is insufficient analysis of the upcoming surgery, miscalculations, not the best of circumstances, or just before the n th predictability situation. The risk of such losses related to mismanagement of funds placement, inaccurate assessment ry nightlife opportunities and threats, always threatens to cause serious trouble for the bank styami.

* Loss.

Loss, understood as an unexpected decline in bank profits Minkowski, advocate general indicator, ha characterized by the risk inherent in banco tion activities. This figure combines all the properties of the categories, op and the two previously mentioned, and therefore best characterized forms a st e stump risk.

Thus, the risk can be defined as the risk that the bank will incur losses on n, the size of which is showing Telem level of riskiness of the upcoming event and the quality of the stratum e energy in risk.

Thus, the notion of risk and losses are intimately linked. Cl e Consequently, the risk can be described and quantitative tively, using the category of loss. This approach is t smiling basis for the development of risk theory.

Quantify the amount of risk can be expressed in absolute and relative foreign exchange rates tion s. In absolute terms zhenii risk is the size of s possible losses when implementing a particular operation. However, to evaluate these losses with sufficient accuracy is not always possible. If the size of potential losses attributed to any indicators e peo characterizing the banking de yours elf, for example, to the size of credit resources, the size of RA moves or income of the bank in connection with the con crete operations, then n shines on the amount of risk in respect Tel'nykh terms.

Description of the risk in absolute and relative display telyah enough cha with that practiced by banks. In this case the absolute risk is calculated, when it comes to one particular transaction. If senior management n ka ba developed regulations regarding the acceptable level of risk in committing various bank banking business, the provisions relating tional indicators and whether describing, for example, the amount of risk to the sum to moves expected as a result of nodules t operations.

Thus, risk is the probability category, which can be a sufficient degree of accuracy completely evaluated by analysis of the n losses.

The level of risk is increased if:

* Problems arise suddenly and contrary to expectations;

* New tasks that do not conform to past experience;

* Management is not able to take the necessary and urgent IU ry that of m can lead to financial loss;

* The existing order of the bank or the imperfection of Legislative ment and prevent the adoption of certain optimal measures for a particular situation.

Banking operations are very diverse, each of them has its own x and tic features, and, consequently, a certain level of financial risk or probability of loss to the sate. All variety of complementary banking I etsya variety of clients and changing market condi loviyami that receptacle and considerably complicates the development of some of the criteria to estimate the risk of ki n.

Risk are almost all kinds of banking operations. Analyzing the risks of commercial banks in Russia at the present stage, it is necessary to teach s Vat:

* The critical state of the economy, which is reflected not only a drop in production, financial instability sustainability of many organizations, but also to destroy e ho tion series I bonds tural communication;

* Fragility of the political situation (very low index TAKE);

* Incomplete formation in banco tion system;

* Absence or imperfection of some basic law enforcement and to comrade, the discrepancy between the legal framework and a real-life situa tion;

* Inflation, etc.

These circumstances make substantial changes in the aggregate during kupnost s Nika banking risks and methods of their study of. However, this does not exclude the presence of w denotes the occurrence of common problems of risks and trends in the dynamics of their uro nya.

Gradually, with the development of risk theory developed methodology and methods of analysis. In our view, we can define the following main stages ing meth gy analysis of banking risks:

1. Type and specificity of the bank analyzes the level of a certain species or the overall risk of its activities, activity sequences of their partner, contractor, customer, vendor, entered via e nickname, etc.

2. Sphere of influence of the analyzed individual or aggregate risk completely ri with Cove.

3. Method of calculation, analysis of the level of error, absolute and applies to enforcement of t deviations.

4. Ability to control specific risk analyzed.

5. Management tools risky situations in general.

6. Evaluating the effectiveness of the analysis and recommendations based on the results of the recommendations.

In banking practice in risk assessment mainly take into account the probability of insolvency of customers, a sharp deterioration in their financial condition, impact sible seizures certain part of the funds placed in deposits, changes in exchange rates and securities, as well as the probability of the various monetary restriction. It should be borne in mind that all the risk factors into account is almost impossible, so the score is based on certain before started up, and the result is to a certain extent at approximately. However, this does not detract from the importance of developing a strategy for responsible risk.

Development of risk strategy Proch one number sequence um different stages, including e lyayut Bldg:

1) Identify factors increases and decreases in a specific type of risk impl e Implemented ban certain banking business.

2) Analysis of the factors identified in terms of the magnitude of the effect on risk.

3) Evaluation of a specific type of risk.

4) Establishment of an optimal level with ri ka.

5) Analysis of individual transactions for compliance with the acceptable level of risk.

6) Development of measures to reduce risk.

As for the factors affecting the risk, they are usually regarded with Mr. Banks did not complete and if to take into account whether the w e s objectified lenny standard set of them, which is periodically reviewed. These factors do not carry any particular settlement prednaz The values and serve as the initial basis for risk analysis, as well as "recover" and detail clean mat e matic evaluation.


According to the history of marketing all manufacturers, including banks and Kira, and try min mize risk and maximize profits.

Optimal balance between risk and expected profit S varies, depending on p yes I objective and subjective factors.

The oldest way to assess the risk level and reduce YaV it possible page and ance.

Currently, analysis and evaluation of the level of risk produced by using the tools of probability theory and mathematical techniques tion statistics. To analyze the level of risk is most commonly used dynamic standard deviation values ??of net profit were. If a particular situation is analyzed, the analysis is carried out in a static lys. First of all, take into account the time of the ban Minkowski risk.

By the time the risks are allocated to the retrospective, current and vp to the contrary. Retrospective analysis of risks, their nature and methods of reducing them makes it possible to more accurately predict Vat current and future risks. Further analyzes degree penalties (level) of existing risks.

According to the degree (level) banking risks can be divided into low Kiya died ITATION n and l ITATION.

The figure number 1 (page 18) shows the main types of bank ri with Cove. Optionally be noted that in the course of business, banks hundred l ki vayutsya with a plurality of different types of risks that differ IU forward to a place and time of occurrence, combined external and internal factors are affecting their level, and hence Indeed, in the way they methods of analysis and their descriptions. In addition, all kinds of risks are interrelated and influence the activities of a bank. Change one kind of risk cause changes almost all other species. All this, of course, complicates the choice of the method of analysis of specific risk and a decision on its optimization leads to the corner b Allotment When analyzing a variety of other factors Skov. Therefore the choice of nodules t tion method of analysis of their level, the selection of wholesale and mal factors are very important.

On the main factors of banking risks are economical and political e cal. Political risks - this figure matches due rev e neniem political situation, adverse affects on the results nicely de I sequences enterprises (closed ment borders, ban on the export of goods to other pages and us, the military action tions in the country, etc.).

Economic (commercial) risks - these are the risks caused ITATION unwholesome about pleasant changes in the economy of the bank or in the economy. On and more common type of economic tion risk, which would concentrate on Wana private risks is liquidity risk (w completely unperturbed timely fulfill payment obligations). Economic risks also represented a change in market conditions, the level of control e.

These main types of risks are linked, and often in practice and Ven exactly difficult to separate them. In turn, both political and economic risks can be external and internal.

The external risks are not directly related to the activities of the bank or its audience contact. The level of external risk affects a very many factors - political, economic, demographic e SCIE, social, geographical, etc.

The internal include risks associated with the activities of the bank and its clients (borrowers) or a specific counterparties. Their level and shows the influence of approx business activity management of the bank itself, the choice of optimal range tion s marketing strategy and tactics of policy and other factors.


External commercial risks can be country, currency and risk and disaster E (force majeure).

Country risk

Country risks directly related to the internationalization tion de I sequences banks and banking institutions (joint banks - Sat), the presence of global risk, depend on the political and economic stability of STI client countries and / or countries counterparties Comrade, importers or exporters. They are relevant to all banks established with foreign capital participation (joint ba n Cove - Sat), and banking institutions with a general license. Based in ITATION errors that allows management of banks associated with misjudgment of financial stability of the foreign counterparty. One of Mr. recomm mended ways to analyze the level of country risk index is MOVEMENT, reg larly published in Germany by MOVEMENT. With the help of pre-defined I etsya level of country risk. His definition engaged about 100 ex p Comrade who are using different methods to estimate expert analyze knock four times a year. In this way, analyzing are all aspects of political and economic situation in the partner country. Questionnaire, which was prepared anonymously respons e time specialists represented countries, contains 15 evaluation criteria, each of which has its specific gravity, with a total of 100 %. Each GP grew assessed by the score-scale interest and has 5 replies and variants - from 0 (unacceptable) to 4. The higher the number of points collected, the lower country risk.

Country risk can be structured to risks convertible summability, risk transfer or payment moratorium.

Original method of analyzing the level of country risk application nyaet Shwe th royal Banking Corporation. Even before World War II service banks and banking institutions, authorized for Nima definition

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