Scientific and methodological approach to assessing the impact of internal factors on bank capital under conditions of uncertainty

Анотація

Introduction. The functioning of Ukraine’s banking system under conditions of high uncertainty and risks caused by the war is accompanied by the accumulation of crisis potential. External factors such as geopolitical shocks, macroeconomic fluctuations, and regulatory changes cannot be controlled by banks, which highlights the need to strengthen the manageability of internal determinants of financial stability. Problem Statement. While the impact of external threats on banking stability is widely studied in the academic literature, there is no unified system of internal determinants that define capital adequacy and its ability to withstand risks. Particular attention should be paid to the quality of Tier 1 capital, which serves as the key buffer for absorbing losses, whereas Tier 2 capital has a limited stabilizing role. The purpose is to develop a methodology for assessing the impact of internal factors on bank capital adequacy under uncertainty, to construct an econometric model, and to establish a basis for forecasting future capital values in line with the risk profile and regulatory requirements. Methods. Statistical tests, econometric methods, correlation analysis, multicollinearity testing, regression trials, and stationarity checks were applied. Results. The study proposes the use of CAR_T1 as the dependent variable, as it most accurately reflects bank capital resilience. A set of factors forming the information base for modeling was identified: growth in non-performing loans, risk-weighted assets, and debt burden reduces CAR_T1, while asset profitability and the share of equity increase it. The statistical selection methodology ensures the construction of a model that reflects the real mechanisms of internal processes affecting capital stability. Conclusions. The developed system of factors and the methodology for their selection provide the foundation for building an econometric model of bank capital adequacy assessment. Using CAR_T1 as the key indicator enables the acquisition of relevant quantitative estimates, improves the accuracy of managerial decisions, and ensures the adaptability of capital management policies under crisis conditions.

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