Credit Organization Risk Assessment Technology
Gorelov Boris Alekseevich1, Burdina Anna Anatolievna2, Moskvicheva Natalia Valerevna3, Gerashchenko Natalia Nikolaevna4
1Gorelov Boris Alekseevich, associate professor, Department of Innovative Economics, Finance and Project Management, Moscow Aviation Institute (National Research University) MAI.
2Burdina Anna Anatolievna, Professor, Department of Innovative Economics, Finance and Project Management Moscow Aviation Institute (National Research University) MAI.
3Moskvicheva Natalia Valerevna, Associate Professor, Department of Innovative Economics, Finance and Project Management Moscow Aviation Institute (National Research University) MAI.
4Gerashchenko Natalia Nikolaevna, Associate Professor, Department of Innovative Economics, Finance and Project Management Moscow Aviation Institute (National Research University) MAI
Manuscript received on 18 August 2019. | Revised Manuscript received on 25 August 2019. | Manuscript published on 30 September 2019. | PP: 6563-6569 | Volume-8 Issue-3 September 2019 | Retrieval Number: C5366098319/2019©BEIESP | DOI: 10.35940/ijrte.C5366.098319
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© The Authors. Blue Eyes Intelligence Engineering and Sciences Publication (BEIESP). This is an open access article under the CC-BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
Abstract: Credit, market, operational, interest rate, currency risk of credit organizations, liquidity risk, legal regulation of such risks have been analyzed in the study. A risk assessment mechanism has been developed, which includes the following steps: assessing the reliability of financial statements, assessing the value of own funds (capital) of credit organizations, analyzing the financial condition of an investor, and assessing the value of assets. The problems of analyzing banking risks at each stage have been identified. A practical implementation of the developed methodology for analyzing the bank’s risks has been carried out, which allowed the use of “adjustment schemes” by credit organizations. The most dangerous are the schemes for artificially “inflating” the capital base of credit organizations, overstating the quality of assets, and formally reducing the risks taken. The proposed methodology has been recommended to be used to improve the risk management system of credit organizations.
Key words: Credit Organization, Investments, Credit, Interest Rate Risk, Market Risk, Liquidity Risk, Bad Practice, Economically Unjustified Operations, Adjustment Schemes.
Scope of the Article: Simulation Optimization and Risk Management