METHODS OF ASSESSMENT OF CURRENCY RISK

This article discusses the features of currency risks in the modern banking system. The article is devoted to the actual topic of our time - the development of banking risk - management, whose main task is to manage risk in the choice of an acceptable level of risk assessment models. In the face of escalating currency values special role is played by operating the currency risk, which is inherent to both active and passive operations of the bank. The article defines the essence of the exchange rate risk, discussed methods for estimating and minimizing currency risk.