Принципы организации экспериментального хакатона в области финансов. Инновации при риск-менеджменте в банке
The SAP x Tech Banking InnoJam & BootCamp pilot seminar, organized by SAP, was held on the site of the National Research University "Higher School of Economics". Participants had to offer a solution for the task of accounting for client data in order to increase the effectiveness of risk management and increase the attractiveness of banking products. The banking sector, like many activities, may be at risk. The crisis of the banking system revealed significant shortcomings in risk management. Therefore, it is necessary to create a risk management structure for the bank to carry out effective activities.
The article is devoted to the problem of the company specific risk. The main methods of risk assessment, the questions of specific and systematic risks definitions are considered in the article. The results of contemporary publications on the topic of specific risk reviewing are summarized in the article.
Article proposes comparative studies of credit ratings of the leading Russian and international rating agencies. We analyze approaches and the possibility of comparison of agencies’ rating scales. Purpose of this analysis is to propose method and describe the criteria for comparison of rating scales and the possibility of using standard econometric models. We demonstrate the dynamics and development of rating business in Russia, problems and prospects of creating the unified rating area. A detailed comparative analysis of rating scales is focused on Russian banks. Database for empirical study includes 370 banks with at least one contact rating in the period 2006–2010. Similar research has also been carried out for international banks on the sample of 1995–2010 years. It consists of representatives of more than 80 countries. Conclusions provided for ten most commonly used bank ratings in Russia including scales of largest international rating agencies. Results may be used by regulators and commercial banks as part of the risk management methodologies and tender indicators.
This article is written in English.
Formulation problem of algorithmization process of risk management using a conceptual model of risk management, reflecting the basic concepts of the semantic domain.
The article presents the importance of investment development and increasing of the investment attractiveness of Russian shipping companies, the necessity of providing an effective solution to the problem of risk management as relevant components of an overall management system based on thedevelopment and implementation of standards of risk management, taking into account international experience and the specifics of the waterway transport companies