文章基本信息

标题：Risk management of financial supermarkets
本地全文：下载
作者：Inna Shkolnyk
期刊名称：Problems and Perspectives in Management
印刷版ISSN：1727-7051
电子版ISSN：1810-5467
出版年度：2008
卷号：6
期号：1
页码：24-30
语种：English
出版社：LLC "CPC "Business Perspectives"
摘要：The present article investigates the peculiarities of financial supermarkets development.Lately international financial architecture has experienced changes conditioned by the process of convergence of activity in the financial market such intermediaries as banks,insurance companies,private pension funds,institutions of general investments forming powerful financial conglomerates named financial supermarkets.The same tendency is observed in Ukraine.In the paper the main advantages and disadvantages of functioning the said universal types of organizations are determined.It was proved that one of the main problems of financial supermarkets functioning were risks of different types due to the activity of organization departments directed to the different segments of financial market in the supermarket structure.In the given investigation financial supermarkets are classified.Necessity of risk-management establishment in such companies is determined due to the new standards of "International convergence of the capital assessment and standards:new approaches” known as "Basel II”.The basic steps of financial supermarket risk management are examined depending on the chosen model – British or American.There were analyzed the peculiarities of integrated system of risk management based on using quantitative evaluation of risks by the risk indices.It was determined that reliable estimates of expected financial risks can be received by combining historic mathematic evaluations with current evaluation index of financial risks.
关键词：The present article investigates the peculiarities of financial supermarkets development.Lately international financial architecture has experienced changes conditioned by the process of convergence of activity in the financial market such intermediaries as banks,insurance companies,private pension funds,institutions of general investments forming powerful financial conglomerates named financial supermarkets.The same tendency is observed in Ukraine.In the paper the main advantages and disadvantages of functioning the said universal types of organizations are determined.It was proved that one of the main problems of financial supermarkets functioning were risks of different types due to the activity of organization departments directed to the different segments of financial market in the supermarket structure.In the given investigation financial supermarkets are classified.Necessity of risk-management establishment in such companies is determined due to the new standards of "International convergence of the capital assessment and standards:new approaches” known as "Basel II”.The basic steps of financial supermarket risk management are examined depending on the chosen model – British or American.There were analyzed the peculiarities of integrated system of risk management based on using quantitative evaluation of risks by the risk indices.It was determined that reliable estimates of expected financial risks can be received by combining historic mathematic evaluations with current evaluation index of financial risks.