Управління фінансовими ризиками банку в умовах воєнного стану
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Date
2024
Journal Title
Journal ISSN
Volume Title
Publisher
Чорноморський державний університет ім. Петра Могили, ТОВ «ДКС Центр»
Abstract
UKR: У статті досліджується проблематика управління фінансовими ризиками банків в умовах воєнного стану. Автори розглядають вплив воєнного конфлікту на банківську сферу, визначають основні фінансові ризики та небезпеки для банківської діяльності під час воєнних дій. У статті надано можливі стратегії управління кредитним, ринковим ризиками та ризиком ліквідності в умовах воєнного стану. Автори рекомендують інтегрувати гнучкі підходи до управління ризиками, зокрема реакцію на швидкозмінні обставини та розвиток адаптивних фінансових стратегій для забезпечення стійкості банківського сектору під час воєнних турбулентностей. В роботі зазначено, що в умовах воєнного стану існують можливості для банків вдосконалити свої стратегії управління фінансовими ризиками, щоб забезпечити не лише власну стійкість, але й підтримати економіку та економічну стабільність країни.
ENG: In peacetime the economy can develop steadily and the bank is able to provide its products in a predictable financial environment. Political stability usually ensures predictability of regulatory changes, which facilitates risk management. Financial risk management is an integral part of a bank's operations in any environment, but it becomes a particularly important task in the context of martial law. Military conflict not only changes economic conditions, but also gives rise to unpredictable financial risks that can significantly affect the stability and efficiency of the banking system. In the context of military conflict, banks face an increased level of uncertainty, which may arise from changes in economic conditions, exchange rates and a significant deterioration in liquidity. In addition, the financial risks of a bank may increase as a result of difficulties in the financial behaviour of clients and partners during martial law. The article examines the issues of managing financial risks of banks under martial law. The authors examine the impact of the military conflict on the banking sector, identify the main financial risks and dangers to banking activities during military operations. The article provides possible strategies for managing credit, market and liquidity risks under martial law. The authors recommend the integration of flexible approaches to risk management, including the response to rapidly changing circumstances and the development of adaptive financial strategies to ensure the sustainability of the banking sector during military turbulence. The article notes that in the context of martial law, there are opportunities for banks to improve their financial risk management strategies to ensure not only their own sustainability but also to support the economy and economic stability of the country. The authors point out that under martial law, a bank can reduce its credit risk by conducting additional analysis of economic sectors, changing limits, attracting additional collateral, securitising loan assets, and changing the structure of its portfolio. Market risk management may include increasing provisions, hedging transactions, revising limits, and changing interest rates. Liquidity optimisation includes increasing the financial buffer, reformatting the investment structure, changing limits and increasing economic capital to reliably cover liquidity risk.
ENG: In peacetime the economy can develop steadily and the bank is able to provide its products in a predictable financial environment. Political stability usually ensures predictability of regulatory changes, which facilitates risk management. Financial risk management is an integral part of a bank's operations in any environment, but it becomes a particularly important task in the context of martial law. Military conflict not only changes economic conditions, but also gives rise to unpredictable financial risks that can significantly affect the stability and efficiency of the banking system. In the context of military conflict, banks face an increased level of uncertainty, which may arise from changes in economic conditions, exchange rates and a significant deterioration in liquidity. In addition, the financial risks of a bank may increase as a result of difficulties in the financial behaviour of clients and partners during martial law. The article examines the issues of managing financial risks of banks under martial law. The authors examine the impact of the military conflict on the banking sector, identify the main financial risks and dangers to banking activities during military operations. The article provides possible strategies for managing credit, market and liquidity risks under martial law. The authors recommend the integration of flexible approaches to risk management, including the response to rapidly changing circumstances and the development of adaptive financial strategies to ensure the sustainability of the banking sector during military turbulence. The article notes that in the context of martial law, there are opportunities for banks to improve their financial risk management strategies to ensure not only their own sustainability but also to support the economy and economic stability of the country. The authors point out that under martial law, a bank can reduce its credit risk by conducting additional analysis of economic sectors, changing limits, attracting additional collateral, securitising loan assets, and changing the structure of its portfolio. Market risk management may include increasing provisions, hedging transactions, revising limits, and changing interest rates. Liquidity optimisation includes increasing the financial buffer, reformatting the investment structure, changing limits and increasing economic capital to reliably cover liquidity risk.
Description
M. Дронь: ORCID 0000-0001-9881-9521;
А. Тараненко: ORCID 0000-0003-3857-4328
Keywords
фінансові ризики, банк, воєнний стан, стратегія управління, невизначеність, financial risks, bank, martial law, management strategy, uncertainty, КФОП
Citation
Дронь М. А., Тараненко А. С. Управління фінансовими ризиками банку в умовах воєнного стану. Інвестиції: практика та досвід. 2024. № 6. С. 166–169. DOI: https://doi.org/10.32702/2306-6814.2024.6.166.