ФІНАНСОВА СТІЙКІСТЬ БАНКУ: ОЦІНКА, МОДЕЛЮВАННЯ ТА ПРОГНОЗУВАННЯ

Abstract

The article analyzed the state of financial stability of OTP Bank for the period 2018-2020, calculated the economic and mathematical model for assessing the impact of financial risks on the financial stability of the bank and made a forecast of the financial stability index of OTP Bank for the next three years. The developed economic and mathematical model made it possible to determine which financial risks affect the financial stability of OTP Bank and these features were taken into account when forecasting the financial stability index. The forecast provides for probable trends in the development of the bank in the future on the basis of previously obtained research results. The purpose of the article is to assess the financial stability of the bank, build an economic and mathematical model for assessing the impact of financial risks on the financial stability of OTP Bank and forecast the index of its financial stability. As a result of the analysis of the financial stability of the banking institution OTP Bank, it was determined that the bank is increasing the amount of regulatory capital, but other standards have decreased as of the beginning of 2021. The decline in regulatory values was affected by the crisis of 2020, as well as financial risks that arose in the future. The most influential financial risks should be considered credit risk and interest rate risk, which was identified during the implementation of economic and mathematical modeling. The forecast for the next three years took into account the current development trends of OTP Bank and proposed a scenario of further escalation of the bank's financial stability index, according to which the value of OTP Bank's index will increase. The application of the developed economic and mathematical model allowed to determine the impact of financial risks (credit and interest) on the financial stability of the selected banking institution. The forecast of OTP Bank's financial stability index showed that there is instability in the future, as there is a possibility of an increase in the bank's financial stability index.