Abstract:
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.
