title: Ð£Ð¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ðµ ÑÑÐ½Ð¾ÑÐ½ÑÐ¼ Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½ÑÐ¼ ÑÐ¸ÑÐºÐ°Ð¼Ð¸ Ð² ÐºÑÐµÐ´Ð¸ÑÐ½ÑÑ Ð¾ÑÐ³Ð°Ð½Ð¸Ð·Ð°ÑÐ¸ÑÑ (Ð½Ð° Ð¿ÑÐ¸Ð¼ÐµÑÐµ ÐÐÐ Â«ÐÐ¢ÐÂ»)
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: Management of market and investment risks in credit institutions (on the example of VTB Bank)
Creators: name: Ð¡ÑÐ°ÑÐºÐ¾Ð²Ð°, ÐÐ°Ð»ÐµÑÐ¸Ñ
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2024
Subjects: ÑÑÐ½Ð¾ÑÐ½ÑÐ¹ ÑÐ¸ÑÐº
Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½ÑÐ¹ ÑÐ¸ÑÐº
ÐºÑÐµÐ´Ð¸ÑÐ½ÑÐµ Ð¾ÑÐ³Ð°Ð½Ð¸Ð·Ð°ÑÐ¸Ð¸
ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ðµ ÑÐ¸ÑÐºÐ°Ð¼Ð¸
ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑ Ð¼ÐµÑÐ¾Ð¿ÑÐ¸ÑÑÐ¸Ð¹
market risk
investment risk
credit institutions
risk management
set of activities

description: ÐÐ±ÑÐµÐºÑÐ¾Ð¼ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÐ²Ð»ÑÐµÑÑÑ Ð±Ð°Ð½Ðº ÐÐÐ Â«ÐÐ¢ÐÂ». ÐÑÐµÐ´Ð¼ÐµÑÐ¾Ð¼ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÐ²Ð»ÑÐµÑÑÑ Ð²Ð»Ð¸ÑÐ½Ð¸Ðµ Ð¸Ð·Ð¼ÐµÐ½ÐµÐ½Ð¸Ñ ÑÑÐ½Ð¾ÑÐ½ÑÑ Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½ÑÑ ÑÐ¸ÑÐºÐ¾Ð² Ð½Ð° Ð´ÐµÑÑÐµÐ»ÑÐ½Ð¾ÑÑÑ Ð±Ð°Ð½ÐºÐ° ÐÐÐ Â«ÐÐ¢ÐÂ». Ð ÑÐ°Ð±Ð¾ÑÐµ Ð±ÑÐ»Ð¸ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ñ ÑÐ»ÐµÐ´ÑÑÑÐ¸Ðµ Ð¼ÐµÑÐ¾Ð´Ñ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ: Ð°Ð½Ð°Ð»Ð¸ÑÐ¸ÑÐµÑÐºÐ¸Ð¹ Ð¼ÐµÑÐ¾Ð´, Ð¼ÐµÑÐ¾Ð´ ÑÐ¸Ð½ÑÐµÐ·Ð°, ÑÐ¸ÑÑÐµÐ¼Ð°ÑÐ¸Ð·Ð°ÑÐ¸Ð¸ Ð¸ ÐºÐ¾Ð½ÑÐµÐ½Ñ-Ð°Ð½Ð°Ð»Ð¸Ð·. Ð¦ÐµÐ»ÑÑ Ð´Ð°Ð½Ð½Ð¾Ð¹ ÑÐ°Ð±Ð¾ÑÑ ÑÐ²Ð»ÑÐµÑÑÑ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐºÐ° ÑÐµÐºÐ¾Ð¼ÐµÐ½Ð´Ð°ÑÐ¸Ð¹ Ð¿Ð¾ ÑÐ¾Ð²ÐµÑÑÐµÐ½ÑÑÐ²Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÐ¸ÑÑÐµÐ¼Ñ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÑÑÐ½Ð¾ÑÐ½ÑÐ¼Ð¸ Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸ Ð² ÐÐÐ Â«ÐÐ¢ÐÂ» Ñ ÑÑÐµÑÐ¾Ð¼ Ð²ÑÑÐ²Ð»ÐµÐ½Ð½ÑÑ Ð¾ÑÐ¾Ð±ÐµÐ½Ð½Ð¾ÑÑÐµÐ¹ Ð¸Ñ Ð²Ð»Ð¸ÑÐ½Ð¸Ñ Ð½Ð° Ð´ÐµÑÑÐµÐ»ÑÐ½Ð¾ÑÑÑ Ð±Ð°Ð½ÐºÐ°. Ð ÑÐ¾Ð¾ÑÐ²ÐµÑÑÑÐ²Ð¸Ð¸ Ñ Ð¿Ð¾ÑÑÐ°Ð²Ð»ÐµÐ½Ð½Ð¾Ð¹ ÑÐµÐ»ÑÑ Ð² ÑÐ¾Ð´Ðµ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ Ð±ÑÐ»Ð¸ ÑÐµÑÐµÐ½Ñ ÑÐ»ÐµÐ´ÑÑÑÐ¸Ðµ Ð·Ð°Ð´Ð°ÑÐ¸: 1. ÐÑÐ¾Ð°Ð½Ð°Ð»Ð¸Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ñ ÑÐµÐ¾ÑÐµÑÐ¸ÑÐµÑÐºÐ¸Ðµ Ð¾ÑÐ½Ð¾Ð²Ñ. 2. Ð¡Ð¾ÑÑÐ°Ð²Ð»ÐµÐ½Ð° ÑÐ°ÑÐ°ÐºÑÐµÑÐ¸ÑÑÐ¸ÐºÐ° Ð±Ð°Ð½ÐºÐ°, Ð°Ð½Ð°Ð»Ð¸Ð· Ð²Ð½ÐµÑÐ½ÐµÐ¹ Ð¸ Ð²Ð½ÑÑÑÐµÐ½Ð½ÐµÐ¹ ÑÑÐµÐ´Ñ Ð±Ð°Ð½ÐºÐ°. 3. ÐÑÐ¾Ð²ÐµÐ´ÐµÐ½ ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²ÑÐ¹ Ð°Ð½Ð°Ð»Ð¸Ð· Ð±Ð°Ð½ÐºÐ°. 4. ÐÑÑÐ²Ð»ÐµÐ½Ñ Ð¿ÑÐ¾Ð±Ð»ÐµÐ¼Ñ Ð¸ ÑÑÐ¾ÑÐ¼Ð¸ÑÐ¾Ð²Ð°Ð½Ñ ÑÐµÐºÐ¾Ð¼ÐµÐ½Ð´Ð°ÑÐ¸Ð¸ Ð¿Ð¾ ÑÐ¾Ð²ÐµÑÑÐµÐ½ÑÑÐ²Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÐ¸ÑÑÐµÐ¼Ñ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÑÐ¸ÑÐºÐ°Ð¼Ð¸ Ð² ÐÐÐ Â«ÐÐ¢ÐÂ» Ñ ÑÑÐµÑÐ¾Ð¼ Ð²ÑÑÐ²Ð»ÐµÐ½Ð½ÑÑ Ð¾ÑÐ¾Ð±ÐµÐ½Ð½Ð¾ÑÑÐµÐ¹. Ð ÑÐ¾Ð´Ðµ ÑÐ°Ð±Ð¾ÑÑ Ð±ÑÐ»Ð¸ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ñ ÑÐ°ÐºÐ¸Ðµ Ð¿ÑÐ¾Ð³ÑÐ°Ð¼Ð¼Ð½ÑÐµ Ð¿ÑÐ¾Ð´ÑÐºÑÑ, ÐºÐ°Ðº: Microsoft Excel, Microsoft Word, Knime. Ð ÐµÐ·ÑÐ»ÑÑÐ°ÑÐ°Ð¼Ð¸ ÑÐ°Ð±Ð¾ÑÑ ÑÐ²Ð»ÑÐµÑÑÑ ÑÑÑÐ°Ð½Ð¾Ð²Ð»ÐµÐ½Ð½Ð°Ñ ÑÑÐ°ÑÐ¸ÑÑÐ¸ÑÐµÑÐºÐ¸ Ð·Ð½Ð°ÑÐ¸Ð¼Ð°Ñ Ð²Ð·Ð°Ð¸Ð¼Ð¾ÑÐ²ÑÐ·Ñ Ð¼ÐµÐ¶Ð´Ñ Ð¸Ð·Ð¼ÐµÐ½ÐµÐ½Ð¸ÑÐ¼Ð¸ ÑÑÐ½Ð¾ÑÐ½ÑÑ Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½ÑÑ ÑÐ¸ÑÐºÐ¾Ð² Ð¸ ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²ÑÐ¼Ð¸ ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÐ°Ð¼Ð¸ Ð´ÐµÑÑÐµÐ»ÑÐ½Ð¾ÑÑÐ¸ ÐÐÐ Â«ÐÐ¢ÐÂ», Ð° ÑÐ°ÐºÐ¶Ðµ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐ°Ð½Ð½ÑÐµ ÑÐµÐºÐ¾Ð¼ÐµÐ½Ð´Ð°ÑÐ¸Ð¸, Ð½Ð°Ð¿ÑÐ°Ð²Ð»ÐµÐ½Ð½ÑÐµ Ð½Ð° Ð¿Ð¾Ð²ÑÑÐµÐ½Ð¸Ðµ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÑÐ¸ÑÐºÐ°Ð¼Ð¸ Ð² ÐÐÐ Â«ÐÐ¢ÐÂ».
description: The object of the study is the VTB Bank. The subject of the study is the influence of changing market and investment risks on the activities of VTB Bank: The following research methods were used in the work: analytical method, the method of synthesis, systematization, and content analysis. The purpose of this work is to develop recommendations for improving the market and investment risk management system at VTB Bank, taking into account the identified features of their impact on the banks performance. In accordance with the set goal, the following tasks were solved during the study: 1. The theoretical foundations of market and investment risk management in credit institutions are analyzed. 2. The characteristics of the bank have been compiled and the analysis of the external and internal environment of the bank was carried out. 4. The financial analysis of the bank was carried out. 5. The problems of the organization have been identified and recommendations have been formulated to improve the risk management system at PJSC VTB, taking into account the identified features. In the course of the work, the following software products were used: Microsoft Word, Microsoft Excel, Knime. The results of the work are the established statistically significant relationship between changes in market and investment risks and the financial results of VTB PJSC, as well as the developed recommendations aimed at improving the effectiveness of risk management in VTB PJSC.