SYSTEMATIC RISK ASSESSMENT OF BANKS
Journal: Scientia fructuosa (Vol.104, No. 6)Publication Date: 2015-12-15
Authors : SHULGA Natalya; CHORNYY Anton; STEPASHOVA Alina;
Page : 90-103
Keywords : systemic risk; systemically important banks; risk assessment; indicators of systemic stress; statistical model of nonlinear regression.;
Abstract
Definition of "systemic risk" has been improved. Global approaches to assessment and identification of systemic risk and the basic indicator of their determination have been analyzed. Mathematical model of predicting the emergence of systemic risk in the banking system of Ukraine has been developed and its test has been conducted.
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