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Assessment of Bank Risk Hedging Strategies

Student: Timurbek Igamov

Supervisor: Vladimir B. Malyaev

Faculty: Faculty of Economics

Educational Programme: Economics (Bachelor)

Year of Graduation: 2020

The great influence of banks on the economy of the Russian Federation determines the same great interest in their stable and crisis-free growth and development on the part of all subjects of the economy and the state. The banking sector as a whole and individual banks are exposed to many risk factors: since banks in the modern world occupy one of the Central places in the economy and financial system, any external and financial shocks have a negative impact on them. Strong and close interaction of banks with the real sector of the economy through lending to the largest entities and the population creates additional difficulties, as a result of which not only purely financial risks are taken into account, but also a lot of other factors that are present in a variety of economic activities in the country. The great influence and at the same time riskiness of the banking sector should cause great concern for all interested economic actors. The purpose of this paper is to provide a broad overview of banking risks and to evaluate their pricing using an econometric method in order to evaluate possible ways to hedge various risks. The object of this work is a variety of risk assessment methods, and the subject of this work is their application on the example of a particular Bank to assess the possibility of hedging risks.

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