Assessment of Economic Inclination of Norms of Capital, Liquidity and Bank Risks
Journal Title: Бізнес Інформ - Year 2013, Vol 3, Issue 0
Abstract
The article gives definition of economic inclination of norms of capital, liquidity and bank risks. It provides statistical assessment of the force of economic inclination on the materials of banks, which represent all groups, on the basis of correlation and regression analysis. It states methodical approaches to calculation of regulatory capital, norms of sufficiency (adequacy) of regulatory capital, immediate and current liquidity, maximal size of the credit risk per one counteragent, studies the character and closeness of their interdependence. It shows a linear bar chart of the specific weight of frequencies of the indicator of statistically important ratios of correlation of pairs of economic indicators. It builds correlation and regression models, which allow determination of the force of economic inclination of indicators and could be used for forecasting and planning banking activity and for making decisions with respect to management of capital, liquidity and bank risks.
Authors and Affiliations
Aleksandr Papaika, Vladislav Kosogov
Keywords
Related Articles
- EP ID EP151874
- DOI -
- Views 93
- Downloads 0
Problems of Assessment of the Intellectual Potential of In-dustrial Enterprises
The paper considers the problem of assessing the intellectual potential of the industrial enterprise, summarizes the most common methods to assess the intellectual potential.
The Main Factors of Transnationalization of Companies in the Countries of Eastern Asia
The article is concerned with identifying the main factors of transnationalization of companies in the countries of Eastern Asia (Japan, China and Republic of Korea). Processes of transnationalization in the countries of...
The Role of Innovation in the Development of Social and Economic Cycles
In the article the reciprocal determinism of the innovation cycle and socio-economic cycle of the capitalist mode of production. The problem is considered on the basis of analysis of the law of the tendency to a decrease...
A Systematic Approach to Organizing Monitoring at a Company
The aim of the article is to present the results of the study of the essence and characteristics of the monitoring formation in a systematic manner. The problems associated with the definition of the essence of monitorin...
Influence of Institutional Factors upon the Process of Formation of Social Responsibility of Business in Ukraine
The article analyses the modern state and prospects of development of social responsibility of business (SRB) in Ukraine with consideration of foreign experience. It justifies urgency of study of influence of institution...