PORTFOLIO RISK MANAGEMENT IN INVESTMENT ACTIVITY OF BANKING SECTOR
The purpose is to investigate the role of portfolio risk management in investment activities in banks as well as to examine the proper method of recognizing risk. It aims to assist the managers to integrate the risks calculating methods in more effective way into overall banking system, which could...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Wydawnictwo SGGW - Warsaw University od Life Sciences Press
2014-06-01
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| Series: | Polityki Europejskie, Finanse i Marketing |
| Subjects: | |
| Online Access: | https://pefim.sggw.edu.pl/article/view/1284 |
| _version_ | 1797645089503182848 |
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| author | Maryna Panchenko Maria Parlińska |
| author_facet | Maryna Panchenko Maria Parlińska |
| author_sort | Maryna Panchenko |
| collection | DOAJ |
| description | The purpose is to investigate the role of portfolio risk management in investment activities in banks as well as to examine the proper method of recognizing risk. It aims to assist the managers to integrate the risks calculating methods in more effective way into overall banking system, which could be included into general scheme of systemized analysis of banking activities. One of the main problems concerning the evaluation and optimization of risk exposure is the choice of “good” risk measures. The study shows the example of combination Capital Asset Pricing Model with the elements of fundamental analysis. A set of the main rules of making investment portfolio was also added to this combination. The shown elements of different methods help business entities to avoid systematic risks and to receive adequate returns. The example of Deutsche Bank creates an assumption of having reliable methods of protection in its activity from the risks. That is why, authors concluded that chosen bank has mostly relations with “good risks” and on that score they can be predictable or determined. Such hypothesis was accepted with the provided methods. Nevertheless, due to some theories, other risk measures have been proposed. |
| first_indexed | 2024-03-11T14:40:57Z |
| format | Article |
| id | doaj.art-450bb225bd324e9e9d86df866bc97bdb |
| institution | Directory Open Access Journal |
| issn | 2081-3430 2544-0640 |
| language | English |
| last_indexed | 2024-03-11T14:40:57Z |
| publishDate | 2014-06-01 |
| publisher | Wydawnictwo SGGW - Warsaw University od Life Sciences Press |
| record_format | Article |
| series | Polityki Europejskie, Finanse i Marketing |
| spelling | doaj.art-450bb225bd324e9e9d86df866bc97bdb2023-10-30T15:12:07ZengWydawnictwo SGGW - Warsaw University od Life Sciences PressPolityki Europejskie, Finanse i Marketing2081-34302544-06402014-06-0111(60)PORTFOLIO RISK MANAGEMENT IN INVESTMENT ACTIVITY OF BANKING SECTORMaryna Panchenko0Maria Parlińska1Wydział Nauk Ekonomicznych, Szkoła Główna Gospodarstwa Wiejskiego w WarszawieWydział Nauk Ekonomicznych, Szkoła Główna Gospodarstwa Wiejskiego w WarszawieThe purpose is to investigate the role of portfolio risk management in investment activities in banks as well as to examine the proper method of recognizing risk. It aims to assist the managers to integrate the risks calculating methods in more effective way into overall banking system, which could be included into general scheme of systemized analysis of banking activities. One of the main problems concerning the evaluation and optimization of risk exposure is the choice of “good” risk measures. The study shows the example of combination Capital Asset Pricing Model with the elements of fundamental analysis. A set of the main rules of making investment portfolio was also added to this combination. The shown elements of different methods help business entities to avoid systematic risks and to receive adequate returns. The example of Deutsche Bank creates an assumption of having reliable methods of protection in its activity from the risks. That is why, authors concluded that chosen bank has mostly relations with “good risks” and on that score they can be predictable or determined. Such hypothesis was accepted with the provided methods. Nevertheless, due to some theories, other risk measures have been proposed.https://pefim.sggw.edu.pl/article/view/1284riskportfolio riskuncertaintyCapital Asset Pricing Modelvariance |
| spellingShingle | Maryna Panchenko Maria Parlińska PORTFOLIO RISK MANAGEMENT IN INVESTMENT ACTIVITY OF BANKING SECTOR Polityki Europejskie, Finanse i Marketing risk portfolio risk uncertainty Capital Asset Pricing Model variance |
| title | PORTFOLIO RISK MANAGEMENT IN INVESTMENT ACTIVITY OF BANKING SECTOR |
| title_full | PORTFOLIO RISK MANAGEMENT IN INVESTMENT ACTIVITY OF BANKING SECTOR |
| title_fullStr | PORTFOLIO RISK MANAGEMENT IN INVESTMENT ACTIVITY OF BANKING SECTOR |
| title_full_unstemmed | PORTFOLIO RISK MANAGEMENT IN INVESTMENT ACTIVITY OF BANKING SECTOR |
| title_short | PORTFOLIO RISK MANAGEMENT IN INVESTMENT ACTIVITY OF BANKING SECTOR |
| title_sort | portfolio risk management in investment activity of banking sector |
| topic | risk portfolio risk uncertainty Capital Asset Pricing Model variance |
| url | https://pefim.sggw.edu.pl/article/view/1284 |
| work_keys_str_mv | AT marynapanchenko portfolioriskmanagementininvestmentactivityofbankingsector AT mariaparlinska portfolioriskmanagementininvestmentactivityofbankingsector |