This article deals with the issue of managing bank credit risk using a cost risk model. Modeling of bank credit risk management was proposed based on neural-cell technologies, which expand the possibilities of modeling complex objects and processes and provide high reliability of credit risk...

In August 1996, the U.S. bank regulatory agenciesadopted the market risk amendment (MRA) to the 1988Basle Capital Accord. The MRA, which became effectivein January 1998, requires that commercial banks withsignificant trading activities set aside capital to cover themarket risk exposure in their...

I am very pleased to be part of this forward-looking conferenceon developments in capital regulation. Because thepurpose of capital is to support risk, I decided to approachthis session from the viewpoint of someone leading aninstitution that depends, for its success or failure, on howwell it...