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Title: Assessment of demand, supply and equilibrium price on the deposit market of Ukraine
Authors: Лєонов, Сергій Вячеславович
Леонов, Сергей Вячеславович
Lieonov, Serhii Viacheslavovych
Діденко, Ірина Вікторівна
Диденко, Ирина Викторовна
Didenko, Iryna Viktorivna
Keywords: deposit
deposit market
депозитний ринок
депозитный рынок
economic conditions of the deposit market
економічні умови депозитного ринку
экономические условия рынка депозитов
supply on the deposit market
попит на ринку депозитів
спрос на рынке депозитов
equilibrium price
рівноважна ціна
равновесная цена
deposit rates
ставки депозитів
ставки по депозитам
Issue Year: 2017
Publisher: Sumy State University
Citation: Lieonov, S. Assessment of demand, supply and equilibrium price on the deposit market of Ukraine [Текст] / S. Lieonov, I. Didenko // Financial Markets, Institutions and Risks. – 2017. – Vol. 1, Issue 1. – P. 5-13. – DOI: 10.21272/fmir.1(1).5-13.2017.
Abstract: The paper evaluates the process of modeling of equilibrium price on the deposit market of Ukraine in the period 2005-2016 by means of formalization of the functions of the market supply and demand. By assessing the credit and deposit markets around the world in the period before the crisis and the post-crisis period, we decided to use a multivariate regression analysis to study the deposit market in Ukraine. We formed an input array of 32 independent variables, through which, by means of the method of principal component analysis and correlation analysis, we obtained 7 of the most relevant variables. After that we received two specifications of the models of supply and demand, which were conferred to the same status in order to calculate equilibrium price on the deposit market of Ukraine. The obtained values of the equilibrium price (deposit rates) amounted to 7.82%, which corresponds to three points of time in the studied period: the second quarter of 2007; the fourth quarter of 2010 – the first quarter of 2011 and the third quarter of 2011 – the fourth quarter of 2010. However, this balance does not reflect a stable situation on the deposit market of Ukraine, as it has a short-term nature.
Type: Article
Appears in Collections:Financial Markets, Institutions and Risks (FMIR)

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