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№ 3/2019№ 3/2019 | Fìnansi Ukr. 2019 (3): 22–36https://doi.org/10.33763/finukr2019.03.022 | MONETARY POLICY ZADNEPROVSKA Svitlana 1, PRYMAK Juliana 2 1SHEE “Kyiv National Economic University named after Vadym Hetman”
OrcID ID : https://orcid.org/0000-0002-2649-2491
2SHEE “Kyiv National Economic University named after Vadym Hetman”
Risk-oriented approach in providing financial stability of banks
The article discusses the current stage features of the banking sector development and the main concepts in its reform. The purpose of the article is to study the practice of improving bank supervision, risk management research to ensure the continuity of operations and financial stability of the bank. The publications of Ukrainian and foreign scientists on the topic of the research are analyzed. The main focus of the article is aimed at updating the supervisory tools and risk management measures which are being implemented within the framework of the Comprehensive Program for the Development of the Financial Sector of Ukraine until 2020. The authors focus on one of the principles of risk-based supervision – proportionality. The risk level and the Supervisory Review and Evaluation Process (SREP) are based respectively on the assessment of business model efficiency, capital adequacy and liquidity, the assessment of individual risks and the quality of corporate governance. The results of stress testing carried out by banking institutions of Ukraine and the NBU are presented. This allows revealing in the application aspect the essence and the procedure for calculating the indicators of the basic and unfavorable stress testing scenarios. The best foreign practice in overcoming the negative effects of economic instability is analyzed on the example of bridge banks, the use of the SREP methodology, specifics of the work of supervisors, strategic goals of the NBU, etc. The main indicators of the business model are determined. The reasons for the deterioration of the financial situation of Ukrainian financial institutions are investigated on the basis of data from the NBU, rating agencies and leading experts. The authors propose their own opinion and recommendations for improving the activity of domestic banks and restoring confidence in them. It is concluded that, in general, quality banking supervision is a way to increase the financial stability of banks. Keywords:financial stability of the bank, stress testing, banking supervision, risk-oriented supervision, Supervisory Review and Evaluation Process (SREP), business model, bridge bank JEL: B26, D53, G21
Zadneprovska S. . Risk-oriented approach in providing financial stability of banks / S. Zadneprovska, J. Prymak // Фінанси України. - 2019. - № 3. - C. 22-36. | Article original in Ukrainian (pp. 22 - 36) | Download | Downloads :339 |
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