Features of measuring system risk of the financial sector of Ukraine
Journal Title: Економіка. Фінанси. Право - Year 2017, Vol 8, Issue
Abstract
The article is devoted to the measurement of systemic risk of the financial sector of Ukraine. A critical analysis of the strengths and weaknesses of the methodological approaches used to determine the level of systemic risk in the financial sector has been made. Grouping of existing scientific and methodological approaches has been carried out. The dynamics of systemic risk of the financial sector of Ukraine and the key factors influencing it are analyzed. The methodical approach to the calculation of the basic systemic risk indicator was proposed and its approbation was carried out. It was proved that the highest systemic risk of the financial sector was observed in 2009-2010 and 2015.
Authors and Affiliations
Viktoriia Mykhailivna Kremen, Svitlana Valeriivna Kovtun, Dmytro Oleksiiovych Ohol
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