Стабілізація кредитно-інвестиційної діяльності банків

Abstract

UA: В статті розглянуто особливості кредитно-інвестиційної діяльність банків на міжбанківському ринку, який прискорює активізацію загрозливих сигналів в банківській індустрії під впливом зовнішніх та внутрішніх чинників. Проведено аналіз динаміки розвитку банківського сектора України за розподілом капіталу між групами банків та їх кредитний портфель, визначено індикатори фінансової стабільності та економічні нормативи банківської системи України. Розраховано вагові та прогнозні коефіцієнти інтегрального стабілізатора кредитно-інвестиційної діяльності банків на міжбанківському ринку при залучені кредитів та депозитів. EN: The article considers the features of credit and investment activities of banks in the interbank market, which the activation of threats signals in the banking industry under the influence of external and internal factors. Mathematical tools are presented, which take into account the level of effective use of medium-term and long-term liabilities of banks, which allows to determine the total amount of loans and deposits on the interbank market. A method of comprehensive assessment of stress indicators that unify threats and identify risks in the credit and innovation activities of the bank in attracting loans and deposits in the interbank market is proposed. The rationing method was used to normalize the value of the coefficients that form a group of stress indicators and their weight value to calculate the integrated stabilizer of credit and investment activities of the bank in the interbank market when attracting loans and deposits. A parametric model of variance-covariance was used to model the impact of stress indicators on the integrated stabilizer of the bank's credit and investment activities in attracting loans and deposits in the interbank market. A model for assessing the integrated stabilizer of the bank's credit and investment activity in the interbank market with loans and deposits has been developed. An analytical study of the dynamics of development of the banking sector of Ukraine on the distribution of capital between groups of banks and their loan portfolio, indicators of financial stability and economic standards of the banking system of Ukraine. The conditions of distribution of deposits of individuals and legal entities between state, private and foreign banks are analyzed; the architecture of liabilities of banking institutions by a group of creditors is determined. Normative, weight and forecast coefficients of the integrated stabilizer of credit and investment activity of banks on the interbank market with loans and deposits are calculated.