Актуальні аспекти формування системи ризик-менеджменту в банках України

Abstract

У статті розглянуто основні напрями організації системи ризик-менеджменту в банках України. Досліджене організаційне та функціональне забезпечення ризик-менеджменту в банках, процес ризик-менеджменту банку, який охоплює всі структурні рівні банку – від вищого керівництва банку (спостережної ради та правління) до рівня, на якому безпосередньо приймається ризик. Розглянуті основні види банківських ризиків за методикою Національного банку України: кредитний ризик, валютний, ризик ліквідності, процентний та ринковий ризики. Визначено основні проблеми формування та організації системи ризик-менеджменту, з якими зустрічається банк у процесі операційної банківської діяльності. Окреслені основні перспективи розвитку системи ризик-менеджменту в банках України. На основі проведеного аналізу надано пропозиції щодо удосконалення системи ризик-менеджменту у банках України.

The article discusses the main directions of organizing a risk management system in Ukrainian banks. In the process of creating effective banking management systems, it is necessary to ensure the optimal infrastructure of risk management. The current risk management mechanism requires improvement, taking into account the achievements of economic science, the real state and prospects of the development of banking, world experience. Purpose. The purpose of the article is to consider the main directions of the organization of the system - risk management of the bank, as well as the identification of the problems of formation and submission of proposals to improve the risk management system in banks of Ukraine. Results. The organizational and functional support of risk management in banks is investigated. It is determined that the banking risk management process should cover all structural levels of the bank - from the top management of the bank to the level at which risk is directly accepted. The main types of banking risks are considered: credit risk, currency risk, liquidity risk, interest rate and market risks. The main problems of the formation of the risk management system that the bank faces in the process of operating activities are identified. Among the current problems of risk management are the following: a low level of participation of bank supervisory boards in risk management, a lack of qualified personnel, an insufficient level of use of quantitative risk assessment methods, which can lead to inadequate assessment by banks of the level of riskiness of their operations; unprotected exchange of information between specialized branches of the bank. The main prospects for the development of risk management in Ukrainian banks are highlighted - this is the search for the optimal organizational structure that would organically include risk management at all stages of banking. Based on the analysis, proposals were made to improve the risk management system in Ukrainian banks: - high qualification of members of the risk management group; clear distribution of responsibilities in the middle of the group; confidence in personal responsibility. Conclusions. The solution of the main problems, among which there is a shortage of qualified personnel, a low corporate culture, a weak level of distribution of powers of collegial bodies and weak risk assessment methods, will make it possible to increase the efficiency of systemic management in banks, including in conditions of economic stability and stability of the banking system in Ukraine.