THE CREATION OF THE RISK MANAGEMENT SUBPOLICY IN A CREDIT INSTITUTION BASED ON THE STRESS-TESTINGRESULTS
Abstract and keywords
Abstract (English):
The article describes the way of the risk management effectiveness improvement in a credit institution based on the development of stress-testing methodology for the main kinds of banking risks.

Keywords:
credit organization, bank, banking risk, system of risk management, stress-testing.
References

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5. Podkhody k organizatsii stress-testirovaniya v kreditnykh organizatsiyakh//http://www.cbr.ru/analytics/bank_system/print.aspx?file=stress.htm

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