ECONOMIC MODELING OF ASSESSMENT OF UKRAINIAN BANKING SYSTEM

I. О. Shkolnik, A. G. Bukhtiarova, A. U. Semenog

Abstract


The investigation presents scientific and methodological approach of evaluation of efficiency of the banking system through a generalized Harrington function (desirable function) that allows to determine the current state of the banking system and to predict the perspectives of its development. In the simulation of assessment of the banking system were used data from 49 banks operating in Ukraine for 2003–2016 and 15 financial indicators, which provide formation of input variables of the model. The method of data processing is implemented in the package Viscovery SOMine. The approach is based on the analysis of the dynamics of patterns of banks and building self–organizing Kohonen maps which enables to determine the trajectory of activity of individual bank. This approach enables forecasting of individual bank crisis and the potential crisis of banking system of a country. Conducted trend forecast of the Harington function suggests potential of improving of Ukrainian banking system over the next 3 years.


Keywords


banks; banking system; economic modeling; Harrington desirability function; cluster analysis; self–organizing Kohonen map

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References


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GOST Style Citations


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DOI: https://doi.org/10.18371/fcaptp.v2i23.121901

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Copyright (c) 2018 I. О. Shkolnik, A. G. Bukhtiarova, A. U. Semenog

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ISSN (print) 2306-4994, ISSN (on-line) 2310-8770