ASSESSMENT OF INTEREST RISK IN BANKS ANNOSTATION

Abstract

Currently, the monetary and credit authorities of economically developed countries of Europe and America do not sufficiently assess the problem of interest rate risk management. This is also shown by the results of the policy of targeting interest rates in the financial markets. A significant decrease in interest rates, which is carried out with the help of large-scale open market operations of monetary institutions, can lead to an uncontrolled increase in the risk of interest rates of credit organizations, as well as a general deterioration of the credit policy.

         The degree of development of the problem. The study of interest rate risk in domestic and foreign literature is mainly limited to describing the algorithm of its calculation and listing the measures that the manager should take to obtain a certain assessment result.