The deposit insurer’s capacity assessment in the context of impact on the financial system stability

Анотація

The paper is devoted to the development of a scientific and methodological approach to determining the indicators of the deposit insurer's ability to influence the financial system stability. The scale and complexity of the tasks of ensuring the immediate and gradual reconstruction of Ukraine, high dynamics and proper quality of economic growth, the functioning of the economy in the conditions of war and a constant external threat actualize the issue of increasing domestic investment potential and intensifying the transformation of household savings into investments. It creates challenges for the deposit insurance system. In the research structural and logical analysis, induction, comparison, and relative values were used. The capacity of a deposit insurer in the context of its impact on financial stability should be considered in the context of operational, resource and payment capacity, each of which can be assessed by an appropriate indicator. The operational capacity reflects the ability of the deposit insurer to influence the situation in the deposit market and perform the function of deposit guaranteeing. The normative value of the operational capacity indicator in Ukraine is proposed to be set at the level which, in the conditions of the dynamic banking sector of Ukraine and the deposit market as its component, will allow considering the slightest deviations of the indicator (μ+2σ). The resource capacity reflects the coverage level of guaranteed deposits by the insurer's financial resources. The normative value of the resource capacity indicator in Ukraine is proposed to be set at the level of 0.8%, which meets the requirements of Directive 2014/49/EU of the European Parliament and of the Council. The payment capacity reflects the sufficiency of the deposit insurer's financial resources to pay compensation to depositors in the future. The normative value of the payment capacity indicator in Ukraine, by analogy with the indicator of the ratio between insurance technical reserves and the average value of insurance payments, is proposed to be set at least 1 in annual terms and not less than 12 in monthly terms.

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