Please use this identifier to cite or link to this item:
http://essuir.sumdu.edu.ua/handle/123456789/58156
Or use following links to share this resource in social networks:
Tweet
Recommend this item
Title | Systemically important domestic banks: an indicator-based measurement approach for the Ukrainian banking system |
Authors |
Buriak, Anna Volodymyrivna
Lieonov, Serhii Viacheslavovych Vasylieva, Tetiana Anatoliivna |
ORCID |
http://orcid.org/0000-0003-2954-483X http://orcid.org/0000-0001-5639-3008 http://orcid.org/0000-0003-0635-7978 |
Keywords |
системний ризик системный риск systemic risk ризик-орієнтований банківський нагляд риск-ориентированный банковский надзор risk-based bank supervision |
Type | Article |
Date of Issue | 2015 |
URI | http://essuir.sumdu.edu.ua/handle/123456789/58156 |
Publisher | Prague Economic Papers |
License | |
Citation | Buriak, A. Systemically important domestic banks: an indicator-based measurement approach for the Ukrainian banking system / A.Buriak, T. Vasylieva, S. Lyeonov // Prague Economic Papers. - 2015. - № 6. – Vol. 24. - P. 715-728. |
Abstract |
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 majority of banks are characterized by its 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 |
Appears in Collections: |
Наукові видання (ННІ БТ) |
Views
Australia
1906589834
Austria
1
Azerbaijan
1
Belgium
994884190
Bulgaria
3631129
China
-1194188731
Egypt
1
Estonia
1
Ethiopia
1
France
1006982733
Germany
74100746
Greece
503491366
Guatemala
1
Hong Kong SAR China
1994825914
Hungary
1994825916
India
-964086656
Indonesia
122485
Iran
1
Ireland
495431076
Italy
1
Kazakhstan
1139506343
Kenya
63571
Lithuania
1
Malaysia
1
Myanmar (Burma)
1
Netherlands
17859
Poland
5
Portugal
1
Romania
1
South Africa
1
South Korea
1
St. Kitts & Nevis
1
Sweden
1
Switzerland
63988
Turkey
52909
Ukraine
-1967653919
United Kingdom
-964086651
United States
994884189
Unknown Country
1934775934
Vietnam
-481787629
Downloads
Bangladesh
1
Bulgaria
1
China
994884191
Egypt
1
Germany
-481787630
Guatemala
1
Hungary
1
India
101379
Iran
1
Kazakhstan
1
Lithuania
1
Mauritius
1
Mexico
1
Nepal
1
Netherlands
1
Philippines
1
South Africa
1
Sudan
1
Sweden
1
Syria
1
Ukraine
-1967653918
United Kingdom
173733
United States
994884188
Unknown Country
990862153
Vietnam
-481787628
Files
File | Size | Format | Downloads |
---|---|---|---|
Buriak_Lieonov_Vasylieva.pdf | 112.67 kB | Adobe PDF | 49676485 |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.