STRESS–TESTING AS THE ACTUAL TOOL OF RISK MANAGEMENT IN THE MODERN BANKING SYSTEM OF UKRAINE

I. M. Posohov, O. O. Khodyrieva

Abstract


The article deals with scientific publications and recommendations of leading international organizations on conducting stress–testing. The current state of stress–testing systems in Ukrainian banks is also researched. The results of stress testing of Ukrainian commercial banks and current trends in the banking sector are presented. The key problems of the banking system of Ukraine in the field of risk management were highlighted, as well as the most important risk factors for stress testing. The disadvantages in the methodology of stress testing were pointed out, the necessity of its further research and development was substantiated. Recommendations on improving the banking stress testing methodology are given.


Keywords


stress testing; banking system; risk management; National Bank of Ukraine; risk.

References


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DOI: https://doi.org/10.18371/fcaptp.v1i24.127803

Copyright (c) 2018 I. M. Posohov, O. O. Khodyrieva

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