VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK
The article analyzes the model of market risk management with the help of a system of interrelated limits on debt securities, which take into account the risk of standards and statistical data of risk. The work proves the urgency of the problem of market risk management in credit institutions. The a...
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| Format: | Article |
| Language: | English |
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Publishing House of the State University of Management
2017-12-01
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| Series: | Вестник университета |
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| Online Access: | https://vestnik.guu.ru/jour/article/view/900 |
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| _version_ | 1832541944303058944 |
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| author | E. Samokhina |
| author_facet | E. Samokhina |
| author_sort | E. Samokhina |
| collection | DOAJ |
| description | The article analyzes the model of market risk management with the help of a system of interrelated limits on debt securities, which take into account the risk of standards and statistical data of risk. The work proves the urgency of the problem of market risk management in credit institutions. The author, using the analysis of market risk factors, builds the structure of the securities portfolio of a credit institution for effective management. The conducted research allows the author to conduct an inseparable connection between all banking standards and a portfolio of securities. |
| format | Article |
| id | doaj-art-19c68b18d1454e7ea23700b0be3700e3 |
| institution | Kabale University |
| issn | 1816-4277 2686-8415 |
| language | English |
| publishDate | 2017-12-01 |
| publisher | Publishing House of the State University of Management |
| record_format | Article |
| series | Вестник университета |
| spelling | doaj-art-19c68b18d1454e7ea23700b0be3700e32025-02-04T08:27:53ZengPublishing House of the State University of ManagementВестник университета1816-42772686-84152017-12-0101218619210.26425/1816-4277-2017-12-186-192900VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANKE. Samokhina0ФГБОУ ВО «Государственный университет управления»The article analyzes the model of market risk management with the help of a system of interrelated limits on debt securities, which take into account the risk of standards and statistical data of risk. The work proves the urgency of the problem of market risk management in credit institutions. The author, using the analysis of market risk factors, builds the structure of the securities portfolio of a credit institution for effective management. The conducted research allows the author to conduct an inseparable connection between all banking standards and a portfolio of securities.https://vestnik.guu.ru/jour/article/view/900debt securitiesfair valuecredit organizationmarket analysisaccountingbond quotes |
| spellingShingle | E. Samokhina VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK Вестник университета debt securities fair value credit organization market analysis accounting bond quotes |
| title | VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK |
| title_full | VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK |
| title_fullStr | VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK |
| title_full_unstemmed | VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK |
| title_short | VALUATION OF DEBT SECURITIES FOR THE OBJECTIVES OF ACCOUNTING REPORTING IN THE RUSSIAN BANK |
| title_sort | valuation of debt securities for the objectives of accounting reporting in the russian bank |
| topic | debt securities fair value credit organization market analysis accounting bond quotes |
| url | https://vestnik.guu.ru/jour/article/view/900 |
| work_keys_str_mv | AT esamokhina valuationofdebtsecuritiesfortheobjectivesofaccountingreportingintherussianbank |