ВПРОВАДЖЕННЯ МОДЕЛІ ОЦІНКИ ВПЛИВУ РИЗИКІВ НА ФІНАНСОВУ СТІЙКІСТЬ АТ «ПУМБ»

Abstract

The article considers the main financial risks inherent in JSC FUIB, namely: credit risks, liquidity risks, interest rate risks and currency risks. It is established that the cause of credit risk is the presence of problem and impaired debt; a prerequisite for liquidity risk is the excess of short-term resources over long-term; in recent years, JSC FUIB is prone to interest rate risk and the bank has a significant currency risk, the maximum level of which was observed in 2017. The necessity of building an economic-mathematical model for assessing the impact of risks on the financial stability of the bank is substantiated. This model will allow to determine which of the financial risks must be considered in the first place to ensure the financial stability of the bank. Regression analysis and special tests were performed using Microsoft Excel and Gretl, to confirm the quality of the model and the possibility of its use. The forecast of the financial stability index for the coming years is constructed, namely for 2020-2024, which shows a possible optimistic and pessimistic scenario.