Повышение эффективности управления операционными рисками в российских банках
https://doi.org/10.32686/1812-5220-2020-17-2-102-119
Аннотация
В настоящем исследовании рассматривается эффективность управления операционными рисками 85 российских коммерческих банков за период 2008—2017 гг. В этом исследовании используется ориентированная на ввод модель анализа оболочки данных (DEA) с финансовыми коэффициентами для оценки эффективности управления операционным риском. В исследовании используется базовый подход к измерению операционных рисков. Кроме того, в исследовании используется чистая процентная маржа (NIM), доходность активов (ROA) и доходность собственного капитала (ROE) для измерения эффективности банков. Исследование показало, что малые банки наиболее эффективны в управлении операционным риском, в то время как крупные банки более эффективны, чем средние.
Об авторе
Д. Х. Абу-Алроп
Казанский федеральный университет
Россия
Россия
Абу-Алроп Джалал Хэфет, Российский институт управления, экономики и финансов, Финансы, денежное обращение и кредит
420008, Республика Татарстан, г. Казань, ул. Кремлевская, д. 18
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Рецензия
Для цитирования:
Абу-Алроп Д.Х. Повышение эффективности управления операционными рисками в российских банках. Проблемы анализа риска. 2020;17(2):102-119. https://doi.org/10.32686/1812-5220-2020-17-2-102-119
For citation:
Abu-Alrop J.H. Assecs the Efficiency of Operational Risk Management in Russian Banks. Issues of Risk Analysis. 2020;17(2):102-119. https://doi.org/10.32686/1812-5220-2020-17-2-102-119
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