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 101
- Downloads 0
Spot Markets Indices as Benchmarks of Formation of Future Price Trends in the Power Exchanges of Eastern Europe
The article is concerned with a theoretical generalization of the use of indices for electric power at the European spot exchanges and elaborating proposals on establishment of a similar spot index for the Ukrainian powe...
Analysis of the Inter-Industry Development Relations of Pathological Crisis Phenomena in the Real Sector of Economy of Ukraine
The publication is based on the assumption that close inter-industry relations in the economy can facilitate the penetration and development of crisis phenomena from one branch of the real sector to another. The research...
Positive experience of China in managing investment processes in agrarian sector of economy
The article generalises main directions of state regulation of the agrarian sector of economy, identifies and groups main methods of regulation of investment processes in China; considers sources of investments in agricu...
Analysis of Innovation Activity of the Ukrainian Economy
The goal of the article is the study of scientific activity and innovation activity of enterprises and organisations of Ukraine, determination of dependence of competitiveness of the country at the world level on the sai...
Methods of Selection of Diagnostic Indicators of Financial Security
The article provides main approaches to justification of information environment of signs of financial security. It considers the algorithm of analysis of data using the method of canonical correlations, which gives an o...