Scientific and methodical principles of forming an early warning model of the banking crisis
Journal Title: Економічний журнал Одеського політехнічного університету - Year 2018, Vol 2, Issue 4
Abstract
The article presents a scientific and methodical approach to the formation of an early warning model of the banking crisis (ROK model) as a necessary element of the forecasting component of the system of state regulation of the banking system. The model uses the elements of the signal approach, the method of binary estimates of equilibrium states of the banking system. The application of the ROK model will increase the quality of the implementation of the forecasting and analytical function of the state regulation of the banking system, because the estimation of the predictive power of each indicator included in the ROK model takes place on an individual basis, which allows to identify potential sources of growth of the threat of a banking crisis. This approach allows monitoring the quantitative and qualitative characteristics of the stationary and dynamic states of the bank crisis indicators, can be used both for predicting the onset of the banking crisis, and for identifying the phases of the economic cycles, the phases of the banking crisis, and when carrying out a macroprudential analysis of the banking system as indicators for assessing its state.
Authors and Affiliations
Ihor Rekunenko, Yevheniya Mordan
Keywords
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- DOI 10.5281/zenodo.1434142
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