At realization of commercial operations by banks managing the risks of the bank acquires very great significance regardless of what these risks are connected. Managing bank risks becomes a determinant for maintaining the competitive capacity of any bank. Thus, it is necessary for banks to develop corresponding methods of calculation, analysis and control for managing bank risks. Foreign and domestic banks on the basis of his own and others’ experience try to develop models of managing bank risks.
risks of banks, accounting balance, correlation matrix, factors of risks