СтаттяЗовнішня публікація1 січня 2015 р.

Systematically Important Domestic Banks: An Indicator-Based Measurement Approach for the Ukrainian Banking System

Anna BuriakORCIDSerhiy LyeonovORCIDTetiana VasylievaORCID

Анотація

This study offers a scientific and methodical approach to identifying systemically important domestic banks based on the indicator-based measurement approach recommended by the Basel Committee on Banking Supervision. By improving both a set of criteria and indicators of a bank's systemic importance it is offered to distinguish its five levels - low, moderate, medium, significant and high. The approach was tested on 26 Ukrainian banks representing different groups (depending on the size of assets) according to the classification of the National Bank of Ukraine. We have discovered the absence of banks with high systemic importance in the period 2007-2011 - the majo-rity of banks are characterized by their moderate or low level. In our opinion, the best solution for systemic risk regulation would be the introduction of a differentiated regime of supervision over banks depending on their level of systemic importance and risk profile.

Класифікація

Домен

Social Sciences

Галузь

Economics, Econometrics and Finance

Підгалузь

General Economics, Econometrics and FinanceFinance

Тема

Digital Transformation in Financial Services★Economic Issues in UkraineBanking stability, regulation, efficiency

Ідентифікатори

DOI: 10.18267/j.pep.531

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