Essence of bank fund risk

For a long time the bank fund risk in its classical understanding had been considered in the context of equity instruments with a fair value. At the same time, the securities without market price are not included neither in the credit risk assessment nor in the assessment of other quantifiable bank risks. In the article we propose an approach to the definition of bank fund risk based on the assumption that fund risk assessment should be carried out on all securities in the portfolio, taking into consideration the specifics of their registration.