Кафедра фінансів, банківської справи та страхуванняhttp://biblio.umsf.dp.ua/xmlui/handle/123456789/11522026-04-14T09:55:01Z2026-04-14T09:55:01ZTransformations of the resource management strategy of Ukrainian banksZarutska, O.Pavlov, R.Pavlova, T.Grynko, T.Levkovich, O.Hviniashvili, T.http://biblio.umsf.dp.ua/xmlui/handle/123456789/74092025-03-05T08:42:14Z2025-03-05T00:00:00ZTransformations of the resource management strategy of Ukrainian banks
Zarutska, O.; Pavlov, R.; Pavlova, T.; Grynko, T.; Levkovich, O.; Hviniashvili, T.
This article examines the peculiarities of the management of assets and liabilities of
Ukrainian banks in the conditions of significant structural transformations of the resource
base during the period of martial law. The analysis is carried out at the level of
homogeneous structural and functional groups of banks (SFGBs), which are formed
using published reporting data and the application of Kohonen's self-organizing map
(SOM). Accumulation of statistical data has been carried out for 5 years, special attention
is paid to structural changes in the resource base and directions of placement of
bank assets over the past two years.
Over the past two years, the bank has been under the influence of shock factors affecting
assets and liabilities. At the beginning of 2022, there was an outflow of funds from
bank accounts, which was gradually compensated by the inflow of current funds from
corporations and the population of individuals. In 2023, the National Bank of Ukraine
actively stimulated the development of the term resource base, the basis for ensuring
the growth of credit operations. Transactions with state securities continue to grow in
the structure of bank assets. The priority task of the banking system remains the financial
support of business, but in the conditions of a full-scale war, such development of
credit operations is limited. It is expedient to study the strategy of banks by combining
the structure of assets and liabilities according to similar characteristics and analyzing
the dynamics of groups. Observation of homogeneous groups confirms their stable nature,
features of strategy, risk profile and development priorities. It has been proven
that banks within homogeneous SFGBs demonstrate similar behaviour in the formation
of management strategies and reactions to internal and external shocks. At the macro
level, the SOM structure allows you to quantitatively assess the main processes taking
place in the banking system, conduct comparisons with maps, and identify problems
and priorities in the management of bank assets and liabilities. The SFGB method allows
you to evaluate the trajectory of individual banks on the map and develop recommendations
for improving the strategy of managing assets and liabilities.
2025-03-05T00:00:00ZAssessment of the connection between the bank’s capitalization level and the country’s macroeconomic stabilityPozovna, I.Arkhireіska, N.Panaseyko, I.Panaseyko, S.Serdyukov, K.Yefimenko, A.http://biblio.umsf.dp.ua/xmlui/handle/123456789/74082025-03-05T08:21:20Z2025-03-05T00:00:00ZAssessment of the connection between the bank’s capitalization level and the country’s macroeconomic stability
Pozovna, I.; Arkhireіska, N.; Panaseyko, I.; Panaseyko, S.; Serdyukov, K.; Yefimenko, A.
A well-capitalized banking system is crucial for maintaining macroeconomic stability,
preventing financial crises, and bolstering the economy's resilience to shocks. Governments
often strive to ensure adequate bank capitalization to foster stable economic
growth. This article aims to assess the relationship between bank capitalization and
macroeconomic stability in 34 European countries from 2010 to 2021, based on World
Bank statistics.
The study utilizes the principal components method to identify relevant indicators of
bank capitalization and macroeconomic stability, canonical analysis and regression analyses
to detail the interconnections between these blocks. The canonical analysis confirms
a link between bank capitalization and macroeconomic stability indicators with a
coefficient of determination of 0.617 signifying that 61.8% of the variance in macroeconomic
stability is explained by fluctuations in bank capitalization.
The article presents one fixed-effect and two random-effect regression models detailing
the directions and strength of influence of independent variables (NPL, ROA, ROE -
indicators of the bank capitalization level) on dependent variables (INFLATION, UNEMPL,
GINI - indicators of macroeconomic stability). The Wald criteria and a p-value
less than 0.05 indicated that the models with random effects (UNEMPL, GINI) were
statistically significant.
The results reveal that a 1% increase in non-performing loans correlates with a 0.25%
rise in the unemployment rate, and a 1% increase in return on assets leads to a 0.08%
increase in the unemployment rate. Additionally, a 1% increase in non-performing loans
raises the Gini index by 0.05%, while a 1% increase in return on equity decreases the
Gini index by 0.03%. Notably, the impact of return on assets on the unemployment rate
and the Gini coefficient is not statistically significant (p-value greater than 0.05).
These results can inform the forecasting of national indicators, the development of tools
to ensure sufficient bank capitalization, and the formulation of effective macroeconomic
policies, taking into account fluctuations in banks' capitalization levels as key financial
intermediaries.
2025-03-05T00:00:00ZThe impact of the banking system liquidity on the volume of lending and investment in government securities during the warRudevska, V.Boyarko, I.Shcherbyna, A.Sydorenko, O.Koblyk, I.Ponomarоva, O.http://biblio.umsf.dp.ua/xmlui/handle/123456789/74072025-03-05T07:51:22Z2025-03-05T00:00:00ZThe impact of the banking system liquidity on the volume of lending and investment in government securities during the war
Rudevska, V.; Boyarko, I.; Shcherbyna, A.; Sydorenko, O.; Koblyk, I.; Ponomarоva, O.
In the context of escalating military and political uncertainties, a crucial component of
banking system stability is the establishment of an adequate level of resource provision
– liquidity. The research aims to analyze the transmission impact of the banking system's
liquidity and its structure on the volumes of financing for the real sector of the
economy in the second year of the war in Ukraine. In the conditions of war and the
corresponding intensification of military-political threats and uncertainties, the regulator
has made numerous complex decisions and restrictions aimed at balancing the challenges
with the current situation in financial markets.
The research found that the banking sector of Ukraine currently accumulates a significant
amount of excess liquidity and demonstrates high profitability. However, in the
conditions of war, the transmission mechanism works improperly, requiring constant
intervention from the regulator to balance the liquidity of the banking sector and state
finances, which, in turn, affects the behavior of commercial banks and changes the
structure of their asset portfolios. An analysis of the structure of active operations portfolios
of the banking, corporate, and private sectors provide grounds to assert that there
is no reason to expect a change in investment behavior from these groups in the perspective
of the next year due to the specificity of the conditions imposed by the Ministry
of Finance and the regulator. To maintain macroeconomic stability in the national economy
in the conditions of martial law it is necessary to introduce conditions to reduce
demand for foreign currency and, as an alternative, offer the preservation of savings
solvency through simplifying access to investments in government securities for households.
The low financial literacy of the population and the underdeveloped stock market
in Ukraine, as well as the more complex mechanism of purchasing government bonds
or military bonds compared to deposit services, make such investments by the population
insignificant and limited in demand.
2025-03-05T00:00:00ZModelling of the anti-crisis management system in the banking sector of the Ukrainian economy to ensure its financial stabilityVakhovych, I.Biloshapka, V.Ivashyna, O.Ivashyna, S.Korneev, V.Khodzhaian, A.http://biblio.umsf.dp.ua/xmlui/handle/123456789/74042025-03-04T12:54:40Z2025-03-04T00:00:00ZModelling of the anti-crisis management system in the banking sector of the Ukrainian economy to ensure its financial stability
Vakhovych, I.; Biloshapka, V.; Ivashyna, O.; Ivashyna, S.; Korneev, V.; Khodzhaian, A.
In the conditions of great turbulence in the national financial market, caused first by
the coronavirus and later by the Russian invasion, a particularly important task today is
the stable functioning of the banking system, which is the lifeblood of the economy. In
this context, an important task is to accumulate the efforts of the National Bank and
commercial banks to improve the system of anti-crisis measures to ensure the stable
operation of the banking sector and the economy in general.
The article is devoted to the development of methodological tools for anti-crisis management
in the banking sector of the domestic economy. For this purpose, a model of
anti-crisis management in the banking sector of the Ukrainian economy is proposed,
which is based on forecasting the sustainable development of the banking sector by
distinguishing its three main states: unbalanced, minimally organized and maximally
organized. The three-dimensional model of anti-crisis management in the banking sector
makes it possible to clearly show the cyclical nature of its development.
The study identified and substantiated the main directions of optimization of development
and regulation of internal factors of stability of the banking sector of Ukraine. A
structural and logical diagram of the anti-crisis management model is proposed, which
provides for the implementation of measures of anti-crisis regulation of the banking
sector by performing a certain sequence of management actions. The article also defines
tasks aimed at implementing a program of measures to increase the competitiveness
of the banking sector of Ukraine.
The considered measures for maintaining stability and ensuring stable functioning of
the banking sector and increasing trust in it are the most important prerequisites for
financial and macroeconomic stabilization.
2025-03-04T00:00:00Z