Methodological approach to risk assessment integral state pension funds

Authors

  • Nataliya tsikanovska

Keywords:

pension fund, asset management company, administrator, custodian bank, integral risk, market risk, liquidity risk, credit risk, operational risk

Abstract

In the paper a methodological approach to the evaluation of the integral risk of non-state pension fund based on consideration of its components such as market, liquidity, credit and operational risks is proposed, so it is possible to make the best decisions regarding security of pension assets from the negative consequences of risks.

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Published

2018-03-21

Issue

No. 24 (2013): SCIENTIFIC NOTES OF OSTROH ACADEMY NATIONAL UNIVERSITY, SERIES "ECONOMICS"

Section

Mathematical modeling and information technologies in economics