Approaches to the calculation of economic capital Ukraine banking system

Anton SHEVCHUK

Анотація


Introduction. Indicated that it determines the degree of capital adequacy of financial stability of the bank, so there is the element of the resource base of the bank, which should cover the risks arising in its activities. Therefore, proposed on the one hand say that the greater range of operations conducted by the bank, the greater the volume of investments in it, the more losses it may incur and the more he should be the level of capital adequacy to ensure stability in the implementation of the relevant risks. The attention that the low level of capital adequacy of the bank leading to a dangerous increase risks a negative impact on its financial stability. The comparison of approaches to the calculation of economic capital.

The purpose of the study is to determine the best approaches for calculating economic capital in the presence of risk in the banking system arising in connection with the stability of the economy and fluctuations in the banking system.

Results. In the sense of economic capital calculation and the effectiveness of its many internal and external stakeholders with regard to banking institutions and organizations, such as the management of bank supervisory authorities, rating agencies and shareholders. Even before the transition to the stage of calculating economic capital of most Ukrainian banks to make a number of steps to ensure that the basic requirements for risk management.

Conclusion. The regulation of capital adequacy of the bank must comply with two ends, as overstating this value and reducing its value affects the reliability of the bank


Ключові слова


economic capital; capital adequacy; financial stability of the bank; Basel II

Повний текст:

PDF>PDF

Посилання


Nieizvestnaia, O. V., Ovsiannik, M. I. (2009). Riven kapitalizatsii bankivskoho sektory Ukrainy : problemy ta shliakhy yikh vyrishennia [The level of capitalization of the banking sector in Ukraine : problems and solutions]. Visnyk Kryvorizkoho ekonomichnoho instytutu KNEU – Herald of Kryvyi Rig economic institute KNEU, 80–85 [in Ukrainian].

Damodaran, A. (2004). Investitsionnaya otsenka. Instrumentyi i metodyi otsenki lyubyih aktivov [Investment valuation. Tools and methods for valuing any assets] (2nd ed.). Moskow : Alpyna Byznes Buks [in Russian].

Instruktsiia pro poriadok rehuliuvannia diialnosti bankiv v Ukraini. Postanova Pravlinnia Natsionalnoho banku Ukrainy vid 28.08.2001 № 368 [Instructions on regulation of banks in Ukraine. Resolution of the National Bank of Ukraine]. (2001, August, 28) [in Ukrainian].

Osnovni pokaznyky diialnosti bankiv Ukrainy [Main indicators of banks in Ukraine]. Available at : http://www.bank.gov.ua/control/uk/publish/article?art_id=368-07&cat_id=36798.

Donets, L. I. (2012). Obhruntuvannia hospodarskykh rishen ta otsiniuvannia ryzykiv [Justification business decisions and risk assessment]. Kyiv : Tsent uchbovoi literatury [in Ukrainian].

Shvets, N. R.,. Yushkaliuk, A. A. (2016). Vyznachennia velychyny ekonomichnoho kapitalu yak metod upravlinnia intehralnym finansovym ryzykom banku [Determination of economic capital management as a method of integrated financial risk bank]. Prychornomorski ekonomichni studii – Prychornomorsk economic studies, 6, 168–174 [in Ukrainian].

“Bazel 1” i “Bazel 2” u konteksti vymiru ta otsinky kredytnykh ryzykiv [“Basel 1” and “Basel 2” in the context of measuring and evaluating credit risk]. (2006). Finansovyi rynok Ukrainy – The financial market of Ukraine, 3, 3-9 [in Ukrainian].

Denysenko, M. P., Domrachev, V. M., Kabanov, V. H. (2008). Kredytuvannia ta ryzyky [Credit and risk]. Kyiv : TOV “Vydavnychyi dim “Profesional” [in Ukrainian].

Kovalchuk, O. V. (2010). Osoblyvosti zastosuvannia metodyky vyznachennia ekonomichnoho kapitalu banku ta rozrakhunok yoho velychyny pid okremi vydy ryzykiv [Features of application of methods for determining the economic capital of the bank and the calculation of its value during certain types of risk]. Visnyk Natsionalnoho universytetu “Lvivska politekhnika” – Herald of the National university “Lviv Polytechnic”, 691, 51–58 [in Ukrainian].

Lobanov, A. A., Chugunov, A. V. (Eds.). (2003). Entsiklopediya finansovogo risk-menedzhmenta [Encyclopedia of financial risk management]. Moscow: Alpina pablisher [in Russian].




DOI: https://doi.org/10.35774/sf2017.01.126

Посилання

  • Поки немає зовнішніх посилань.


ISSN 1818-5754 (print), ISSN 2415-3672 (online)
West Ukrainian National University
© "WOF", 2004-2019