The article states that aggressive strategy of banking business operations and high level of risk, which is typical of bank owners when they set strategic goals, are the major preconditions of the global financial crisis. Therefore, the problems of integrating risk management systems and strategic planning of a bank have gained even greater relevance. The author, using a balanced scorecard system, has developed the algorithm of creating a bank’s risk management system, substantiated the practicability of applying the concept of economic capital and its subsequent allocation for timely elimination of the threats to the main business drivers of a credit organization. The author also makes a conclusion that the market liquidity risk by virtue of its nature is one of market risk types. The article emphasizes that the valuation technique tools should be applied to manage the risk.
Keywords: bank liquidity, strategic planning, balanced scorecard system, economic capital, capital allocation
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