so-called risk curve, various methods, among which are:. Statistical method .. Method of expert assessments .. Analytical method .. Statistical methodessence of this method lies in the fact that for the calculation of the probability of loss analyzes all statistics relating to the effectiveness of the Bank of the transactions. In order to increase the accuracy of calculations necessary to use statistical sampling more, which would allow to make the assumption that the frequency of occurrence of a certain level of loss is, or rather is the probability of their occurrence.
incidence of a certain level of losses is as follows: SP=---------------- where
With
- frequency of a certain level of losses; - The number of occurrence of a particular level of losses; - total number of cases in the statistical sample.should be emphasized the fact that the denominator of this fraction- the total number of cases in the statistical sample - must represent not just the number of failed operations conducted by the bank, and the total number, including still and successful implementation of this species. If not, the value of the frequency of occurrence of a certain level of losses and, consequently, the risk of the type of transaction would be considered unreasonably inflated.determining the frequency of occurrence of a certain level of losses should find its value as much as possible in a larger number of points (ie, at different levels of losses). Usually do it is quite difficult, then you should try to determine the values ??of this indicator at least four main points which will be discussed below.describe these points, we need to introduce the concept of risk areas.the area of ??risk understand zone within which losses do not exceed a certain level. The figure number 2 shows the main areas of risk that should be taken into account for the risk managers .. 2risk areas
loss
Critical risk areaUnacceptable risk areaRegion Assumption of RiskRisk-free region B - 1 B - 1 A - 1 0 AB
size-estimated earnings and A - 1-value equal to the size of estimated earnings, B-size calculation proceeds, B - 1-value equal to the size of the settlement proceeds, B-size bank's own funds, B - 1-value equal to the size of their own bank funds.can be seen from the figure, providing 4 main areas of risk:
Risk-free area;
Region of acceptable risk;
Unacceptable risk area;
The critical area of ??risk.us consider the characteristics of each of them.
Risk-free area.this area is the absence of any characteristic losses in the transactions and obtaining a minimum estimated earnings. The left boundary of the risk-free area passes through the point A - the size of estimated earnings, the right boundary is simply not available because the bank's profit is theoretically unlimited.
The area of?? acceptable risk.characterized by the level of acceptable risk of loss does not exceed the size of estimated earnings. In this area is still possible to carry out this type of banking operations, the bank risks because only in that as a result of their activities in the worst case it just does not get profit, and all costs incurred will okupleny. Under normal circumstances the same, t...
