SYSTEMATIC RISK ASSESSMENT OF BANKS

Journal: Herald of Kyiv National University of Trade and Economics (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.;

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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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SYSTEMATIC RISK ASSESSMENT OF BANKS

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