Uz·hodzhennya pidkhodiv reytynhovoyi otsinky CAMELS ta nahlyadu na osnovi ryzykiv u systemi bankivs'koho nahlyadu Ukrayiny

• Authors: Olena P. Zarutska

Title variants

EN

Harmonization of CAMELS Rating Estimation Approaches and Supervision on The Basis of Risks in the Banking Supervision System of Ukraine

• Languages of publication: UK

Abstracts

EN

The financial analysis of the banks and analysis of risk management systems’ effectiveness occupies a significant place in the system of banking supervision. Since 2004 in the system of the bank supervision the methods of risk evaluation are established, which supplement the traditional evaluation of the financial state according to the system CAMELS. Specialists of the bank supervision evaluate not only current financial state and the observance of legislation standards by the bank but the future influence of the risks, which were revealed during the process of the supervisory activities. With the purpose to provide an adequate control it is necessary to improve the approaches, to orient them on the most significant issues which require urgent regulatory action. It was proposed to use a differentiated approach to individual structural and functional groups of banks. It was suggested to use differentiated approach to individual structural and functional bank groups and dynamic modeling of banks’ financial condition with the help of Kohonen’s self-organizing map. Financial indicators of a certain bank obtain a new qualitative assessment.

Keywords

EN

BANKING SUPERVISION; THE FINANCIAL INDICATES OF BANKS; RISKS’ PROFILE; THE CLUSTER ANALYSIS

• Publisher: Sumy State University, Business and Management Academy of Ukraine - Sumy regional branch and Publishing Company 'University Book'
• Journal: Mekhanizm Rehuluvannya Economiky
• Year: 2013
• Volume: 1 (59)
• Pages: 115-123

Contributors

author

Olena P. Zarutska

• Head of Banking Supervision Office of the National Bank of Ukraine in Dniepropetrovs’k region, Dnipropetrovs’k, Ukraine