Банковский риск-менеджмент: механизм функционирования и пути совершенствования

The scientific novelty of the thesis consists in the development of improvements for the banking risk management in the Republic of Kazakhstan and includes the following:

- author’s interpretation of definitions like ‘banking risk’ and ‘banking risk management’;

- factors those provoke banking risks, their ranging by permissible level measurements, author’s classification of banking risks and management methods;

- comprehensive analysis of second level banks of the Republic of Kazakhstan activities and the most significant risks revealed what are typical for the banking system of the Republic of Kazakhstan, as well proposals to improve the existing practice to minimize credit and interest risks;

- systematic and classified specifics of the banking risk management practice in historical sense;

- banking risks hedging methods by tools applied to neutralize risks;

- grounds for the necessity of the further development of the banking risks management system for the second level banks of the RK as the basis for the risk management process for the second level banks;

- proved and made suggestions improving banking risk management system while managing separate types of risks, defined specifics and terms of their applications for the second level banks of the RK;

- developed economic and mathematical model of relation between interest bearing income of the second level banks and bank assets and liabilities quality for the long-range planning banking sector development curve;

- proposals made to improve banking risk management under stress conditions existing in the financial market of Kazakhstan on the basis of further development of financial risks minimizing methods for commercial banks of the Republic of Kazakhstan.

Practical significance of the thesis lies in the fact that the results of the survey will allow the following:

- use them for the scientific and research woks concerning banking risks management and minimizing problems;

- suggest practical recommendations improving banking risk management system on the basis of new methods and risk management strategies to the Regulatory and Supervisory Agency of the Republic of Kazakhstan for the Financial Market and Financial Entities, the National Bank of the RK and commercial banks of Kazakhstan;

- apply theoretical knowledge and conclusions while teaching financial disciplines.

Thesis’s main provisions testing. The results of this survey have been tested in the teaching process for the Kazakhstan Economic University named after Turar Ryskulov for such disciplines like banking, banking risk management, for the JSC BankCenterCredit, as well they were reported and discussed during six international, republican scientific conferences. Ten articles with the total volume of 4,8 printing pages were published with regard to the subject of this survey.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

КУДАЙБЕРГЕНОВА ЛЕЙЛА  ЖУЗЖАСАРОВНА

 

Банковский  риск-менеджмент: механизм функционирования и  пути совершенствования (на материалах банков второго уровня Республики Казахстан)

 

08.00.10 – Финансы, денежное  обращение и кредит

 

 

Автореферат

диссертации на соискание ученой степени

 кандидата экономических  наук

 

Подписано в печать 23.09.2010г. Формат бумаги 60х84 1/16.

Бумага «Multilaser». Печать – RISO.

Гарнитура «Таймс». Объем 1,5 п.л. Тираж 120 экз.

Заказ № 597. Обложка Colorit.

 

 

Отпечатано в типографии «Әрекет-Принт»

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