The Analytical-Practical Instrumentarium for Assessing and Forecasting the Liquidity of Banking Institutions
The article is concerned with development of a complex of economic-mathematical methods and models for assessing and forecasting the level of liquidity of banks. In order to achieve this objective, a cluster analysis of the banks of Ukraine by the liquidity level has been carried out; a correlation...
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Research Centre of Industrial Problems of Development of NAS of Ukraine
2017-10-01
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doaj-60bbed4064ce42dea68fa7aaeb0b967d2020-11-25T00:39:37ZengResearch Centre of Industrial Problems of Development of NAS of UkraineBìznes Inform2222-44592311-116X2017-10-0110477306313The Analytical-Practical Instrumentarium for Assessing and Forecasting the Liquidity of Banking InstitutionsKarpets Olga S.0Sergienko Olena A. 1Babenko Maksym V.2Candidate of Sciences (Economics), Associate Professor, Department of Economics and Finance, West Donbass Institute of Interregional Academy of Personnel ManagementCandidate of Sciences (Economics), Associate Professor, Department of Commercial, Trade and Business Activity, National Technical University «Kharkiv Polytechnic Institute»Senior Lecturer, Department of Banking, Kharkiv Educational and Scientific Institute of SHEI «Banking University»The article is concerned with development of a complex of economic-mathematical methods and models for assessing and forecasting the level of liquidity of banks. In order to achieve this objective, a cluster analysis of the banks of Ukraine by the liquidity level has been carried out; a correlation analysis has been applied to identify the factors that impact the level of bank liquidity the most; with use of the correlative regression analysis techniques the model of dependence of bank’s liquidity from the adequacy of capital and the ratio of credits to deposits, dynamic models for forecasting assets and the bank’s lending volumes have been built. As a result of applying these methods and the models built, a forecast of assets and bank lending volumes has been completed, and the liquidity forecasting values have been calculated. Based on the forecast, the bank can make decisions whether it is feasible to implement certain measures to improve its liquidity and, ultimately, to ensure its financial sustainability and stability.http://www.business-inform.net/export_pdf/business-inform-2017-10_0-pages-306_313.pdfbankliquidityliquidity standardsforecastingmodelcorrelation-regression analysiscluster analysisasset dynamics |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Karpets Olga S. Sergienko Olena A. Babenko Maksym V. |
spellingShingle |
Karpets Olga S. Sergienko Olena A. Babenko Maksym V. The Analytical-Practical Instrumentarium for Assessing and Forecasting the Liquidity of Banking Institutions Bìznes Inform bank liquidity liquidity standards forecasting model correlation-regression analysis cluster analysis asset dynamics |
author_facet |
Karpets Olga S. Sergienko Olena A. Babenko Maksym V. |
author_sort |
Karpets Olga S. |
title |
The Analytical-Practical Instrumentarium for Assessing and Forecasting the Liquidity of Banking Institutions |
title_short |
The Analytical-Practical Instrumentarium for Assessing and Forecasting the Liquidity of Banking Institutions |
title_full |
The Analytical-Practical Instrumentarium for Assessing and Forecasting the Liquidity of Banking Institutions |
title_fullStr |
The Analytical-Practical Instrumentarium for Assessing and Forecasting the Liquidity of Banking Institutions |
title_full_unstemmed |
The Analytical-Practical Instrumentarium for Assessing and Forecasting the Liquidity of Banking Institutions |
title_sort |
analytical-practical instrumentarium for assessing and forecasting the liquidity of banking institutions |
publisher |
Research Centre of Industrial Problems of Development of NAS of Ukraine |
series |
Bìznes Inform |
issn |
2222-4459 2311-116X |
publishDate |
2017-10-01 |
description |
The article is concerned with development of a complex of economic-mathematical methods and models for assessing and forecasting the level of liquidity of banks. In order to achieve this objective, a cluster analysis of the banks of Ukraine by the liquidity level has been carried out; a correlation analysis has been applied to identify the factors that impact the level of bank liquidity the most; with use of the correlative regression analysis techniques the model of dependence of bank’s liquidity from the adequacy of capital and the ratio of credits to deposits, dynamic models for forecasting assets and the bank’s lending volumes have been built. As a result of applying these methods and the models built, a forecast of assets and bank lending volumes has been completed, and the liquidity forecasting values have been calculated. Based on the forecast, the bank can make decisions whether it is feasible to implement certain measures to improve its liquidity and, ultimately, to ensure its financial sustainability and stability. |
topic |
bank liquidity liquidity standards forecasting model correlation-regression analysis cluster analysis asset dynamics |
url |
http://www.business-inform.net/export_pdf/business-inform-2017-10_0-pages-306_313.pdf |
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