Credit organization risk assessment technology

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.