ANALYSIS AND ASSESSMENT OF MARKET RISKS IN THE ECONOMIC SECURITY SYSTEM OF THE CREDIT ORGANIZATION


Manyaeva V.A., Krivonozhkina M.A.

The relevance of the research topic is due to the need to develop theoretical and methodological provisions and develop practical recommendations for analyzing and assessing market risks in order to protect against external and internal threats in the system of sustainable economic security of a credit institution aimed at minimizing and eliminating the risks of its activities. The statement of the problem is to conduct a comprehensive study of the methodology for analyzing and assessing market risks of the credit institution that provides information for ensuring economic security.The purpose of the study is to develop theoretical and methodological provisions and practical recommendations on the formation of information in the process of analysis and assessment of market risks of the credit organization to ensure its economic security. Within the framework of this research, the following general scientific methods of cognition were used: grouping, analogy, deduction, induction, analysis, synthesis, etc. The system approach was used as the methodological basis. Based on the results of the study, the following results were obtained: the concept and essence of risk in the economic security system of the credit institution is defined; the factors and threats of the economic security system of the credit institution are systematized; risk classification of PJSC “Sberbank”; market risks affecting the economic security of PJSC “Sberbank” are analyzed and assessed. The materials of the article can be useful for practical and scientific workers in the field of risk analysis and assessment and economic security of the credit institution, teachers, graduate students, undergraduates and students in the fields of Economics, Management and Economic security of higher education institutions. Keywords: market risks, risk assessment, threats, economic security of the credit institution, risk classification, risk analysis, economic security service. Highlights: • the concept is defined, the essence of risks and their reasons in the economic security system of the credit institution are established; • the definition of the economic security of the credit institution is given, the essence of economic threats in the activity of credit institutions is considered; • the risk and threat factors of the credit institution are systematized, the risk classification of PJSC “Sberbank” is presented; • the analysis and assessment of market risks affecting the economic security of PJSC “Sberbank”, using SWOT analysis, PESTEL analysis and M. Porter’s Five Forces Framework is carried out.

Vera A. Manyaeva, Doctor of Economics, Associate Professor, Samara State University of Economics; Maria A. Krivonozhkina, specialist, PJSC “Sberbank”.


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