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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
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)

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