Risk management systems development of Kazakhstan commercial banks

The classical approach to the systematization of banking risks no longer reflects the entire spectrum of risks in modern business processes of the bank. In general, the overall picture of the development of the banking sector according to the National Bank reporting data is seen as quite attractive. But in-depth analysis shows that there is a distortion of real indicators. We see the reason in the current practice of refinancing, when the bank, luring customers, draws up a new agreement to repay a problem loan or prolongs the repayment term of the loan. Risk identification and assessment mechanisms are systematically updating. Taking into account the recommendations of the Basel Committee, the regulator develops and recommends strategies and processes that help to reduce risks and allow for better monitoring. Based on the analysis of existing risk management systems in commercial banks of Kazakhstan, the main parameters of the risk appetite strategy were identified. The risk appetite strategy clearly limits the amount of risks taken, within which the bank operates during the implementation of the bank’s overall strategy, and also forms a risk profile of the bank’s activities in order to prevent risks from occurring or minimize their negative impact on the financial position of the bank. The developing risk appetite strategy is aimed at introducing a risk culture at all levels of the bank's organizational structure. Risk culture supplements the existing approved procedures, processes and mechanisms of the bank activity and is an integral component of the risk management system.

финансовый рынок, управление рисками, проблемные банки, банковские операции, репутационный риск, комплаенс-риск, риск-профиль, риск-аппетит, риск-культура, қаржы нарығы, тәуекелдерді басқару, проблемалық банктер, банктік операциялар, бедел тәуекелі, комплаенс-тәуекел, тәуекел-профиль, тәуекел-тәбет, тәуекел-мәдениет, financial market, risk management, problem banks, bank operations, reputational risk, compliance risk, risk profile, risk appetite, risk culture

1. Официальный сайт Национального банка РК: www.nationalbank.kz.

2. Управление рисками: https://dic.academic.ru/dic.nsf/business/13134.

3. Правила формирования системы управления рисками и внутреннего контроля для банков второго уровня: https://legalacts.egov.kz.

4. Интернет-издание «Библиотека русских учебников». Категории и классификация рисков: // интернет-издание http://uchebnikionline.com/.