Совершенствование методического инструментария для оценки экономического капитала коммерческого банка (на примере АО «Альфа-Банк» и ПАО «СКБ-Банк»)
: магистерская диссертация

Translated title of the thesis: Improving the methodological tools for assessing economic capital of a commercial bank (on the example of JSC Alfa-Bank and PJSC SKB-Bank): Master's thesis

Student thesis: Master's Thesis

Abstract

The master's thesis is devoted to assessment and analysis of the economic capital of a commercial bank in conditions of increasing risk load. The purpose of the research is to develop a methodological approach to assessment of economic capital based on the account of typical banking risks. The paper concludes that the amount of economic capital, which includes all types of risks, may exceed the amount of regulatory capital. Proper assessment of "risk capital" directly affects the financial stability of a credit institution.
Date of Award2020
Original languageRussian
Awarding Institution
  • Ural Federal University
SupervisorЕлена Геннадьевна Шершнева (Supervisor)

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