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INTEGRAL INDEX OF STABILITY OF FINANCIAL FLOWS OF COMMERCIAL BANKS

Автор: Редактор on .

UDC 519.865:336.71
 
BELOV Vladimir,
Doctor of Sciences (Physics and Mathematics), Associate Professor, Deputy Head of the Department of Advanced Mathematics of Crimean Institute of Economics of Kyiv National Hetman University of Economics
 
KONDRATIEVA  Iryna,
Senior Lecturer at the Department of Advanced Mathematics of Crimean Institute of Economics of  Kyiv National Hetman University of Economics
 
INTEGRAL INDEX OF STABILITY OF FINANCIAL FLOWS OF COMMERCIAL BANKS
 
Background. New methodology of calculation of integral index of stability of financial flows of commercial banks is offered in the article. This methodology is based on decomposition of function of financial thread in endless work of the economic factors included in it. Due to the offered method of calculation this economy-mathematical model gives an opportunity to keep track of the change of stability index of all financial flows of commercial bank.
Review of scientific sources shows that one of the main key integrated multi-criteria comparative evaluation is an index of financial stability (reliability) of a commercial bank. But analysis of existing works shows that the financial stability index of the bank is a multi-criteria evaluation, which depends on a set of several economic factors. With this set of economic factors on the well-known formulas different rates are calculated. By comparing these factors individually with each other for different periods of time and across different banks, changes in these factors are identified and interpreted individually. The main disadvantage of this method is the lack of the total integrated assessment, which makes it difficult to interpret the results of calculations for a large number of banks. The scientific definition of the above-mentioned shortcomings is relevant, and forms the basis of research purpose.
Results. Financial stability of the bank is characterized by the following economic factors: equity, bank liabilities, total assets of the bank, the bank's earning assets, non-profit bank's assets, capitalized assets. To calculate the financial stability index of the commercial bank we offer the following formula:
 
,
 
І1 – equity capital; bank liabilities;
І2 – bank's total assets;
І3 – earning assets;
І4 – non-yielding asset
І5 – capitalized assets.
 
At the same factors І2, І3, І5 have positive impact on the financial stability and factors І1, І4 have a negative impact.
While calculating financial stability index of a bank for all the commercial banks representatives of the first group, redistribution of ranking of financial stability is observed.
Conclusions. One of the key indicators of a commercial bank is the stability of its financial flows. The proposed method is simple to build an economic and mathematical model and makes it possible to monitor changes in the index of stability of the financial flows of commercial bank. The need for such an integrated indicator is that it can be used to trace the dynamics of change, since it is based on the use of the apparatus of mathematical statistics.
 
Keywords: financial stability, endless intersection, integral stability index, calculation.
 
 INTEGRAL INDEX OF STABILITY OF FINANCIAL FLOWS OF COMMERCIAL BANKS