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CREDIT STRESS RESISTANCE OF THE BANKING SYSTEM OF UKRAINE

Автор: Sveta on .

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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

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ORCID: https://orcid.org/0000-0002-2010-5884
 
DRIUK Anna,
Master,
Kyiv National University of Trade and Economics
Kyoto str., 19, Kyiv, 02156, Ukraine

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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.

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