Doctor of Economics, Professor, Head of the Department of Banking,
Kyiv National University of Trade and Economics
post-graduate student of the Department of Banking of the
Kiev National University of Trade and Economics
FORECASTING THE BANKING SYSTEM CRISISITY STATE OF UKRAINE
Background. In a transition of the central bank to risk-oriented supervision, it is important to form a set of proactive measures to support the financial stability of banks. In this context, further development requires an analytical tool for timely diagnosis and early prediction of the development of crisis phenomena and destructive processes in the banking sector.
Analysis of recent research and publications. Among the foreign and domestic scientists who devoted their works to this problem, it should be noted L. Laeven, F. Valencia, R. Dutagupta, P. Kasin, E. Dynnikov, E. Fedorova, K. Tikhonkov, V. Kovalenko, R. Kornilyuk, O. Krukhmal, Yu. Rebrik, V. Kremen, D. Ohol and others.
The aim of the study is to assess the crisisity of the banking system of Ukraine on the basis of the econometric model.
Materials and methods. The theoretical and methodological basis of the research is the scientific work of foreign and domestic scientists, materials of the National Bank of Ukraine, the State Statistics Service of Ukraine. In the course of the research a set of scientific approaches and methods was used: systemic, analysis, comparison, forecasting.
Results. For the purpose of early forecasting of bank crises, an econometric model is proposed based on the determination of statistically significant interrelation between the three groups of indicators of crisis (causative agents, catalysts and signaling devices). The underlying model of the hypothesis assumes that the indicators - detectors of the state of crisis is now formed under the influence of indicators, causative agents and catalysts of the past.
The most complex state of the crisis in the banking system of Ukraine is characterized by the following indicator indicators: the ratio of net assets of banks to GDP, the share of non-performing loans in the loan portfolio, the ratio of non-performing loans to equity of banks, profitability (loss-making) of assets and the ratio of regulatory capital to assets.
Conclusion. Unlike other developments, a comprehensive assessment of the state of crisis banking of the banking system is proposed based on the allocation of three groups of interrelated and interdependent factors – causative agents, catalysts and signaling devices for crispness, which allows to construct a signal subsystem of early diagnostics of crisis phenomena in the banking sector of Ukraine.
Keywords: indicators-signaling devices, indicators-pathogens, indicators-catalysts, banking system, crisis identity of banking system, econometric model, forecast.
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