Политика управления активами и пассивами

2011

СОДЕРЖАНИЕ

Определение управление активами и пассивами                                                                  

Цель                                                                                                                                                                

Ответственность                                                                                                                                                       

Совет Директоров                                                                                                                    

КУАП                                                                                                                                                

Состав КУАП                                                                                                                  

Обязанности КУАП                                                                                                    

Заседания КУАП                                                                                                          

Отчетность КУАП                                                                                                        

 Основные цели                                                                                                                                                          

Управление ликвидностью и денежными средствами                                                         

Риск ликвидности                                                                                                                      

Измерение риска ликвидности                                                                                          

Финансирование                                                                                                                       

Инвестиции                                                                                                                                  

Управление процентным риском                                                                                                    

Управление разрывами                                                                                                         

Моделирование (стресс-тест)                                                                                                            

Распределение активов / Стратегии                                                                               

Управление кредитным риском                                                                                                                       

Цели Кредитной политики                                                                                                   

Корпоративное кредитование                                                                                           

Розничное кредитование                                                                                      

Диверсификация рисков                                                                                                        

Ценообразование кредита для компенсации рисков                                                            

 Рыночный риск                                                                                                                                                          

Ценовой риск                                                                                                                              

Валютный риск                                                                                                                           

 Процесс разработки годового бюджета                                                                                        

Эффективность                                                                                                                                                           

Рентабельность                                                                                                                                                         

Капитал                                                                                                                                                                          

 Соблюдение банковского законодательства                                                                                             

 Заключительные положения                                                                                                             

Исключения                                                                                                                                 

Пересмотр                                                                                                                                    

Утверждение