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ФІНАНСОВА СТІЙКІСТЬ БАНКУ: ОЦІНКА, МОДЕЛЮВАННЯ ТА ПРОГНОЗУВАННЯ

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dc.contributor.author Волкова, Н. І.
dc.contributor.author Бойко ., В. М
dc.date.accessioned 2023-01-31T07:29:31Z
dc.date.available 2023-01-31T07:29:31Z
dc.date.issued 2021
dc.identifier.other УДК 336.71
dc.identifier.other DOI:10.32680/2409-9260-2021-9-10-286-287-52-59
dc.identifier.uri https://r.donnu.edu.ua/handle/123456789/2651
dc.description Стаття у збірнику наукових праць НАУКОВИЙ ВІСНИК Одеського національного економічного університету №9-10 (286-287), 2021 en_US
dc.description.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. en_US
dc.publisher Одеса: Одеський національний економічний університет en_US
dc.relation.ispartofseries Збірник наукових праць НАУКОВИЙ ВІСНИК;№9-10 (286-287), 2021
dc.subject банк en_US
dc.subject фінансова стійкість банку en_US
dc.subject економічні нормативи регулювання діяльності банків en_US
dc.subject фінансові ризики en_US
dc.subject економіко-математичне моделювання en_US
dc.subject bank en_US
dc.subject financial stability of bank en_US
dc.subject regulatory ratios for banks en_US
dc.subject financial risks en_US
dc.subject economic-mathematic mode en_US
dc.title ФІНАНСОВА СТІЙКІСТЬ БАНКУ: ОЦІНКА, МОДЕЛЮВАННЯ ТА ПРОГНОЗУВАННЯ en_US
dc.title.alternative FINANCIAL STABILITY OF BANK: ASSESSMENT, MODELING AND FORECASTING en_US
dc.type Article en_US


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