Doctor of Economics, Professor, Head of Banking Department, Kyiv National University of Trade and Economics
PhD in Economics, Associate Professor, Statistics and Econometric Department, Kyiv National University of Trade and Economics
Senior Economist of Credit Risk Management Department of PJSC "UKRINBANK"
SYSTEMATIC RISK ASSESSMENT OF BANKS
Definition of "systemic risk" has been improved. Global approaches to assessment and identification of systemic risk and the basic indicator of their determination have been analyzed. Mathematical model of predicting the emergence of systemic risk in the banking system of Ukraine has been developed and its test has been conducted.
Keywords: systemic risk, systemically important banks, risk assessment, indicators of systemic stress, statistical model of nonlinear regression.
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