This master‘s final paper analyzes and systemizes theoretical and practical bank risk measurement and management analysis conducted by various Lithuanian and foreign authors; presents risk conception in banking sector. Comprehensively analyzes and evaluates bank’s market risk (interest rate, foreign currency and investment risk). The third part suggests market risk evaluation and management improvement opportunities in stock company Šiaulių bankas.

Raktažodžiai: position of foreign exchange., Akcijų paketas, Palūkanų normos rizika, Rinkos rizika, Aktyvai, Užsienio valiutos rizika, market risk, footing, Pasyvas, Valiutos pozicija, Vertybinių popierių kainos rizika, Rizika, foreign exchange rate risk, holdings, portfolio, interest rate risk, share price risk, risk