FORECASTING OF CAPITALIZATION OF BANKING INSTITUTIONS IN UKRAINE

S. V. Naumenkova, I. V. Domanetskyi

Abstract


In this article peculiarities of existing approaches to the assessment of the bank capitalization are investigated. The advancing tools for mathematical analysis modelling were put forward by authors for predicting of the Ukrainian banks capitalization. The forecast of Ukrainian bank capitalization is given for various combination of economic circumstances.

Keywords


bank capitalization; mathematical modeling; linear regression; impulse noise; Vector Autoregression Models, synergy effect; forecasting; mathematical simulation

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References


Banking with a global vision. (2008).Rotterdam: ABN Amro Bank, 5–8.

The official site of the Basel Committee (2014). Available at www.bis.org

Naumenkova, S. V. (2013). The modern problems of capitalization of the banking system in Ukraine. Financial and credit activity: problems of theory and practice, 2, 3-11.

Mishchenko, V. I.(2009). Improving the regulation of bank capital in time of crisis. Visnuk of the NBU, 2(5), 81- 84.

About banks and banks’ activity. (2000). Law of Ukraine. № 2121-III.

About urgent measures to decrease the negative effects of the financial crisis and introducing the changes to some legislative acts of Ukraine(2008). Law of Ukraine. 639-VI.

Ansoff, I.(2009). Strategic management: classic edition. SPb. : Piter, 343.

Mishchenko, V. I. (2013). Capitalization of the banking system of Ukraine: present and prospects. Visnyk of the NBU, 7, 11- 17.

The official Internet-site of the National Bank of Ukraine. (2014). Available at http://bank.gov.ua

Basel III: A global regulatory framework for more resilient banks and banking systems. (December, 2010). Basel Committee on Banking Supervision, 68. Available at http://www.bis.org/publ/bcbs189.pdf.

Global systemically important banks: updated assessment methodology and the Higher loss absorbency requirement. (July, 2013). Basel Committee on Banking Supervision, 20. Available at http://www.bis.org/publ/bcbs255.pdf

Guidance for national authorities operating the countercyclical capital buffer. (December, 2010). Basel Committee on Banking Supervision, 26. Available at http://www.bis.org/publ/bcbs187.pdf


GOST Style Citations


Banking with a global vision. (2008).Rotterdam: ABN Amro Bank, 5–8.

The official site of the Basel Committee (2014). Available at www.bis.org

Naumenkova, S. V. (2013). The modern problems of capitalization of the banking system in Ukraine. Financial and credit activity: problems of theory and practice, 2, 3-11.

Mishchenko, V. I.(2009). Improving the regulation of bank capital in time of crisis. Visnuk of the NBU, 2(5), 81- 84.

About banks and banks’ activity. (2000). Law of Ukraine. № 2121-III.

About urgent measures to decrease the negative effects of the financial crisis and introducing the changes to some legislative acts of Ukraine(2008). Law of Ukraine. 639-VI.

Ansoff, I.(2009). Strategic management: classic edition. SPb. : Piter, 343.

Mishchenko, V. I. (2013). Capitalization of the banking system of Ukraine: present and prospects. Visnyk of the NBU, 7, 11- 17.

The official Internet-site of the National Bank of Ukraine. (2014). Available at http://bank.gov.ua

Basel III: A global regulatory framework for more resilient banks and banking systems. (December, 2010). Basel Committee on Banking Supervision, 68. Available at http://www.bis.org/publ/bcbs189.pdf.

Global systemically important banks: updated assessment methodology and the Higher loss absorbency requirement. (July, 2013). Basel Committee on Banking Supervision, 20. Available at http://www.bis.org/publ/bcbs255.pdf

Guidance for national authorities operating the countercyclical capital buffer. (December, 2010). Basel Committee on Banking Supervision, 26. Available at http://www.bis.org/publ/bcbs187.pdf





DOI: https://doi.org/10.18371/fcaptp.v2i17.37347

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Copyright (c) 2015 S. V. Naumenkova, I. V. Domanetskyi

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