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Developing Approaches to Calculating the Systemic Risk Index of the Banking Sector of Ukraine
Bielova I. V., Opanasenko A. O., Nilova N. M.

Bielova, Inna V., Opanasenko, Alina O., and Nilova, Nataliia M. (2019) “Developing Approaches to Calculating the Systemic Risk Index of the Banking Sector of Ukraine.” Business Inform 3:328–336.
https://doi.org/10.32983/2222-4459-2019-3-328-336

Section: Finance, Money Circulation and Credit

UDC 336

Abstract:
The article is concerned with studying of systemic risk, its evaluation and identification. The relevance of this topic has been substantiated. The essence of systemic risk has been disclosed and the approaches of foreign scientists to the definition and calculation of the «systemic risk index» have been allocated. A comparison and analysis of the systemic risk index in different countries has been made, also the indicators of the emergence of systemic banking risk in Ukraine have been allocated. An analysis of the influence of factors on the systemic risk of the banking sector has been conducted. The dynamics of the systemic banking risk index has been also analyzed, and a quantitative assessment of the banking sector’s leaning towards the temporal manifestation of systemic risk has been determined. In result the most important factors to have the strongest influence on it have been determined. The size of the credit gap for each region of Ukraine has been calculated and analyzed, and the regions with the highest and lowest levels of the credit gap have been determined and, consequently, the regions with the maximum and minimum levels of systemic risk.

Keywords: systemic risk, systemic risk index, banking sector.

Fig.: 4. Tabl.: 1. Formulae: 1. Bibl.: 28.

Bielova Inna V. – Doctor of Sciences (Economics), Associate Professor, Professor, Department of Finance, Banking and Insurance, Scientific-Educational Institute of Business Technologies «UAB» of Sumy State University (57 Petropavlіvska Str., Sumy, 40030, Ukraine)
Email: [email protected]
Opanasenko Alina O. – Masters Student, Department of Finance, Banking and Insurance, Scientific-Educational Institute of Business Technologies «UAB» of Sumy State University (57 Petropavlіvska Str., Sumy, 40030, Ukraine)
Email: [email protected]
Nilova Nataliia M. – Candidate of Sciences (Economics), Associate Professor, Associate Professor, Department Socio-Economic Disciplines, Sumy branch of the Kharkiv National University of Internal Affairs (24 Myru Str., Sumy, 40007, Ukraine)
Email: [email protected]

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