Integrated Risk Management in a Commercial Market-Maker Bank Using the “Cash Flow at Risk” Approach

Written By: Ihor Voloshyn and Mykyta Voloshyn

In this article, on the basis of the “cash flow at risk” approach, the system of the integrated (credit, market, operational and liquidity risks) risk management in a market-maker commercial bank is developed. This system guarantees reaching profitability, liquidity and coverage of banking risks and thus allows the fullest protection of the interests of depositors, creditors and shareholders of the bank providing its sustainable development.

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