Estimation and substantiation of loan risk of bank

Finance, budgeting, the credit
Authors:
Abstract:

In clause the analysis of definitions of concept is lead risk, including the bank risk, reflecting various types of uncertainty. The parameter of riskiness of activity of bank in the market of capitals which allows to receive quantitative expression of probability of a failure of financial activity of bank is entered. The presented mathematical expressions allow to carry out an estimation and a substantiation of loan risk of bank, with that to provide formation of scientifically proved effective policy and strategy of development of bank in conditions of financial instability of the market environment