Згідно з Наказом Міністерства освіти і науки України від 28.12.2019 № 1643
журнал внесено до Переліку наукових фахових видань України 
(категорії “Б”з економічних наук

Проводимо набір статей до публікації у науковому фаховому журналі "Вісник КНТЕУ" з економічних та філософських наук

CREDIT STRESS RESISTANCE OF THE BANKING SYSTEM OF UKRAINE

Автор: Sveta on .

 FREE FULL TEXT (PDF)
DOI:  http://doi.org/10.31617/visnik.knute.2019(124)08

UDC 336.77 – 026.564 (477)
 

SHULGA Natalia,
Doctor of Economics, Professor, Head of the Department of Banking,
Kyiv National University of Trade and Economics
Kyoto str., 19, Kyiv, 02156, Ukraine

E-mail: Ця електронна адреса захищена від спам-ботів. вам потрібно увімкнути JavaScript, щоб побачити її.
ORCID: https://orcid.org/0000-0002-2010-5884
 
DRIUK Anna,
Master,
Kyiv National University of Trade and Economics
Kyoto str., 19, Kyiv, 02156, Ukraine

E-mail: Ця електронна адреса захищена від спам-ботів. вам потрібно увімкнути JavaScript, щоб побачити її.

CREDIT STRESS RESISTANCE OF THE BANKING SYSTEM OF UKRAINE

Background. As a result of the global financial crisis, it was necessary to introduce new approaches, mechanisms and analytical tools to ensure both balanced economic development and financial stability in the country. In the context of the above, it is important to assess not only the overall stress resistance of the banking system (BS), but also its main component - credit stressresistance (CR), as well as the search for ways to strengthen it.
The aim of the study is to reveal the theoretical and methodological provisions for assessing the credit stress of the banking system and determine the directions of its strengthening.
Materials and methods.The theoretical and methodological basis of the research is the scientific work of foreign and domestic scientists devoted to assessing the stress resistance of the banking system and the lending activity of banks. In the course of the research a set of scientific approaches and methods was used: analysis, synthesis, comparative, minimax normalization.
Results. Credit stress resistance of the banking system is considered as the ability of the banking system to adapt to external challenges in a timely manner and to withstand credit shocks, while not violating the credit function; achievement of the coordination of the volume of lending to households and the real sector of the economy with the rates of economic growth of the country; ensuring the acceptable level of credit risk, acceptable profitability and sufficient coverage of credit activities.
Conclusion. The main criteria for assessing the credit stress stability of the banking system (SSBS) are as follows: scale of credit activity, riskiness, profitability, degree of resource coverage, within which 13 indicators are determined. A hypothesis is made that all the indicators included in the calculation of the integral index of SSBS have the same effect on it and can acquire values in the range from 0 to 1. The greater value of this index corresponds to the higher security of the banking system from the onset of credit stress. During the investigated period, the value of the integral index did not always reflect the credit stressability of the banking system of Ukraine, which is due to the imperfection of the methodology of credit risk assessment and concealment of its real level in Ukrainian banks.

Keywords: credit stress resistance, integral index of credit stress resistance, method of minimax normalization.

REFERENCES

 
  1. Dovgan’, Zh. (2015). Osoblyvosti upravlinnja kredytnoju dijal’nistju bankivs’kyh ustanov u uchasnyh umovah [Features of management of credit activity of banking institutions in modern conditions]. Svit finansiv – The world of finance, 4, 43-55 [in Ukrainian].
  2. Bykova, O. V., & Marchenko, O. V. (2017). Ocinka efektyvnosti kredytnoi’ polityky banku [An assessment of the effectiveness of the bank's credit policy]. Molodyj vchenyj –Young scientist, 3, 586-589 [in Ukrainian].
  3. Kovalenko, V. V. (2016). Diagnostyka kredytnogo ryzyku ta jogo vplyv na kredytnu aktyvnist’ bankiv Ukrai’ny [DiagnosticsofcreditriskanditsinfluenceonlendingactivityofbanksofUkraine]. Finansy Ukrai’ny – Finance of Ukraine, 2, 83-98 [in Ukrainian].
  4. Prymostka, L. O. (2017). Upravlinnja kredytnym ryzykom bankiv v umovah ekonomichnyh dysbalansiv [Managingthecreditriskofbanksinthecontextofeconomicimbalances]. Finansy, oblik i audyt Finance, accounting and auditing, 2, 150-163 [in Ukrainian].
  5. Radova, N. V., & Garkusha, Ju. O. (2018). Metody ta instrumenty upravlinnja kredytnym ryzykom u bankah [Methods and tools for managing credit risk in banks]. Zbirnyk naukovyh prac’ "Finansovo-kredytna dijal’nist’: problemy teorii’ ta praktyky"Collection of scientific works "Financial and credit activity: problems of theory and practice", 26, 64-71 [in Ukrainian].
  6. Tolpezhnikova, T. G. (2014). Koncepcija organizacii’ ta ocinky kredytnoi’ dijal’nosti bankiv Ukrai’ny v umovah globalizacii’ [ConceptoforganizationandevaluationofcreditactivityofUkrainianbanksintheconditionsofglobalization]. Visnyk Pryazovs’kogo nacional’nogo tehnichnogo universytetuBulletinofthePryazovskyiNationalTechnicalUniversity, 28, 248-253 [in Ukrainian].
  7. Dolins’kyj, L. B., & Pjershyn, D. O. (2015). Ocinjuvannja finansovoi’ stijkosti bankivs’kyh ustanov v aspekti nadijnosti depozytnyh vkladiv [Estimation of financial stability of bankinginstitutions in terms of reliability of deposits]. BIZNESINFORM – BUSINESSINFORM, 5, 233-239 [in Ukrainian].
  8. Vol’s’ka, S. P. (2015). Porivnjal’na harakterystyka metodiv ocinjuvannja finansovoi’ stijkosti banku [Comparative characteristics of methods for assessing financial stability of the bank]. Naukovyj visnyk Hersons’kogo derzhavnogo universytetuScientificHeraldofKhersonStateUniversity, 10, 178-181[in Ukrainian].
  9. Lintur, I. V. (2016). Ocinka finansovoi’ stijkosti bankivs’koi’ systemy na osnovi indy­katoriv ta ekonomichnyh normatyviv NBU [EstimationoffinancialstabilityofthebankingsystemonthebasisofindicatorsandeconomicnormsoftheNBU]. Ekonomika i suspil’stvo –Economics and Society, 7, 779-785 [in Ukrainian].
  10. Dzhagitjan, Je. P. (2019). Makroprudencial’noe regulirovanie bankovskoj sistemy kak faktor finansovoj stabil’nosti[Macroprudentialregulationofthebankingsystemasafactoroffinancialstability]. Мoscow: Jurajt [in Russian].
  11. Schinasi, G. Defining Financial Stability. IMF Working Paper No. WP/04/187. October 2004. Retrieved from https://www.imf.org/external/pubs/ft/wp/2004/wp04187.pdf [in English].
  12. Van den End J. W. Indicator  and  boundaries of financia stability. Netherlands Central Bank, Research Department. DNB Working Papers 097. 2006. Retrieved from https://www.dnb.nl/binaries/Working%20Paper%2097_tcm46-146754.pdf [in English].
  13. Corbo, V. Financial stability in a crisis: What is the role of thе central bank? BIS Working Paper nо 51f. Retrieved from http://www.bis.org/publ/bppdf/bispap51f.pdf [in English].
  14. National Financial Conditions Index. Retrieved from https://www.chicagofed.org/publications/nfci/index [in English].
  15. Kansas City Financial Stress Index. Retrieved from https://www.kansascityfed.org/research/indicatorsdata/kcfsi [in English].
  16. Financial Stress Index. Retrieved from https://www.ecb.europa.eu/pub/html/index.en.html [in English].
  17. Oficijnyj sajt Nacional’nogo banku Ukrai’ny [Official site of the National Bank of Ukraine]. Retrieved from https://bank.gov.ua [in Ukrainian].
  18. Vodop’janova, N.E. (2009). Psihodiagnostika stressa [Psychodiagnosisofstress]. SPb.: Piter [in Russian].
  19. Horuzhyj, D. G. (2018). Kryzogennist’ ta stresostijkist’ bankivs’kyh system [Crisogenicityand stress resistance of banking systems]. Visnyk Kyi’vs’kogo nacional’nogo torgovel’no-ekonomichnogo universytetu – HeraldoftheKyivNationalUniversityofTradeandEconomics, 2, 80-87 [in Ukrainian].
  20. Polozhennja pro organizaciju systemy upravlinnja ryzykamy v bankah Ukrai’ny ta bankivs’kyh grupah [RegulationontheorganizationofriskmanagementsysteminbanksofUkraineandbankinggroups]: zatverdzheno postanovoju Pravlinnja Nacional’nogo banku Ukrai’ny vid 11.06.2018 № 64 – approved by the Resolution of the Board of the National Bank of Ukraine dated June 11, 2018, No. 64. Retrieved from https://bank.gov.ua/document/download?docId=71600453 [in Ukrainian].
  21. Polozhennja pro vyznachennja bankamy Ukrai’ny rozmiru kredytnogo ryzyku za aktyvnymy bankivs’kymy operacijamy vid 30.06.2016 № 351 [RegulationonthedeterminationoftheamountofcreditriskunderactivebankingoperationsbybanksofUkrainedatedJune30, 2016 No. 351]. Retrieved from http://zakon4.rada.gov.ua/laws/show/z0231-12 [in Ukrainian].
  22. Lyst Nacional’nogo banku Ukrai’ny vid 15.07.2016 № 60-0005/59146 "Pro zaprovad­zhennja MSFZ 9" [Letter of the National Bank of Ukraine dated July 15, 2016 No. 60-0005 / 59146 "On the Introduction of IFRS 9"]. Retrieved from https://uteka.ua/ua/publication/news-14-ezhednevnyj-buxgalterskij-obzor-39-o-vvedenii-msfo-9 [in Ukrainian].
  23. Strategija Nacional’nogo banku Ukrai’ny. Programa dij 2019 [Strategy of the National Bank of Ukraine. Program of actions 2019]. Oficijnyj sajt NBU  [Official site of NBU] (2018). bank.gov.ua. Retrieved from https://bank.gov.ua/doccatalog/document?id=86050888[in Ukrainian].
  24. Zakon Ukrai’ny "Pro vnesennja zmin do dejakyh zakoniv Ukrai’ny shhodo stvorennja ta vedennja Kredytnogo rejestru Nacional’nogo banku Ukrai’ny" [TheLawofUkraineOnamendmentstosomelawsofUkraineoncreationandmaintenanceoftheCreditRegisteroftheNationalBankofUkraine] від 06.02.2018 № 2277-VIII.Retrieved from https://zakon.rada.gov.ua/laws/show/2277-19 [in Ukrainian].
  25. Zvit pro finansovu stabil’nist’. NBU. [Financial Stability Report. The NBU]. (2018). Retrieved from https://bank.gov.ua/doccatalog/document?id=83816603 [in Ukrainian].
  26. Zakon Ukrai’ny "Pro vnesennja zmin do dejakyh zakonodavchyh aktiv Ukrai’ny shhodo vidnovlennja kredytuvannja" vid 03.07.2018 № 2478-VIII [LawofUkraine"OnamendingtocertainlegislativeactsofUkraineregardingrestorationoflending" від 03.07.2018 № 2478-VIII]. Retrieved fromzakon.rada.gov.ua›laws/file/2478-19 [in Ukrainian].
  27. Kodeks Ukrai’ny z procedury bankrutstva [CodeofUkraineonBankruptcyProcedure]. search.ligazakon.ua. Retrieved from http://search.ligazakon.ua/l_doc2.nsf/link1/DH67W00A.html [in Ukrainian].
  28. Vidbulos’ pershe zasidannja Komitetu z vreguljuvannja nedijuchyh kredytiv derzhavnyh bankiv [The first meeting of the Committee for the settlement of non-performing state banks loans was held]. (2018). Retrieved from https://bank.gov.ua/control/uk/publish/ article?art_id=80189473&cat_id=85515316 [in Ukrainian].