The analysis allowed to conclude that the main areas of improve the supervision and management of banking risks can be such. Firstly, it is necessary to continue to support the efforts of the Basel Committee on Banking Supervision to strengthen the effectiveness and reliability of the mechanism Basel II capital adequacy by: • Increasing interest of financial institutions in developing visionary approach to measuring all types of risk, not just necessary for determining regulatory capital that is fully take into account expert opinions about exposure limits and reserves capital; • setting high standards for risk transfer mechanisms, increasing amounts of capital charge for specific securitized assets and funds to maintain liquidity secured commercial paper, which are backed by assets.