Integrated Risk Measurement System in Commercial Bank

Author:

Zhevaga Alexander,Morgunov Alexei

Publisher

Springer International Publishing

Reference18 articles.

1. Aleskerov, F., Ersel, H., & Yolalan, R. (2004). Multicriterial ranking approach for evaluating bank branch performance. International Journal of Information Technology and Decision Making, 3(2), 321–335.

2. Allen, S. (2003). Financial risk management: A practitioner’s guide to managing market and credit risk. Hoboken, NJ: John Wiley & Sons, Inc.

3. Altman, E. I., & Saunders, A. (1998). Credit risk measurements: Developments over the last 20 years. Journal of Banking and Finance, 21, 1721–1742.

4. Bank of Russia. (2015). On Requirements for the Risk and Capital Management System of a Credit Institution and a Banking Group. Bank of Russia Directive No. 3624 U - www.cbr.ru, 15.04.2015, pp. 1–28.

5. Banking quality standards. Key Points and Requirements (Версия 2014). Association of Russian Banks - https://arb.ru/arb/bureaux-and-committees/29634/documents/, 20.02.14, СС. 1-21.

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