Stress testing the banking systems: Approach of Ukraine

Sobolieva-Tereshchenko, Olena; Zhukova, Yu. P.

doi:10.15549/jeecar.v7i2.358

Cited by 4 publications

(1 citation statement)

References 8 publications

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“…Fan & Shaffer (2004), in their study of the relationship between efficiency and risk in large US banks, endow that earnings efficiency is almost conscious to bankruptcy risk and credit risk, which, in turn, is not perceptive to loan-product-portfolio as well as liquidity risk (Yuqi, 2007). A thriving banking system must be operated based on a successful evaluation and methodology of the financial system (Sobolieva-Tereshchenko & Zhukova, 2020). Sakilu & Kibret (2015), in the study of financial performance in commercial banks, as a practice of Ethiopian internal governance, have concluded that employees with previous experience in banking, compensation, and risk management committee have adverse effects on performance.…”

Section: Theoretical Backgroundmentioning

confidence: 99%

Risk management and profitability of commercial banks of Western Balkans countries of Kosovo, Albania, North Macedonia, and Serbia

Alshiqi

Sahiti²

2021

JEECAR

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Due to their importance, commercial banks currently play a very important role in national financial systems. The profitability of commercial banks depends on how they manage their loans, and credit risk management is thus crucial in the banking system, risk management is significant activity of commercial bank. The main purpose of this study is to observe the extent to which bank profitability is dependent on credit risk management, with a focus on commercial banks in the Western Balkans (Kosovo, Albania, North Macedonia and Serbia). The results reveal a certain assured correlation among credit risk as well as the profitability of banks, where the ratio of non-performing loans (NLPR) has a positive effect on return on equity (ROE) and return on assets (ROA). Capital Insufficiency (CAR) shows that positive dependence is without any statistical significance on return on equity (ROE) and return on assets (ROA).

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Section: Theoretical Backgroundmentioning

confidence: 99%

Risk management and profitability of commercial banks of Western Balkans countries of Kosovo, Albania, North Macedonia, and Serbia

Alshiqi

Sahiti²

2021

JEECAR

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Modeling macroeconomic indicators in unstable economies

Zhukova

Sobolieva-Tereshchenko

2021

Journal of International Studies

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A method for analysis of the dynamics of macroeconomic indicators based on the model of a piecewise trend for economies of unstable growth is proposed. The relevance of the article is supported by the absence of adequate mathematical models and the inadequacy of traditional continuous models to describe the features of economic dynamics of this type. Its application is demonstrated on the examples of Ukraine, Greece and Italy in comparison with stable developing countries of Eastern Europe -the Czech Republic, Slovakia and Poland. In the process of approbation new indices of instability based on this model have been developed. A higher degree of conformity of the proposed model is proved in comparison with traditional continuous models not only for countries with signs of unstable economic dynamics, but also for some countries with stable economies. During approbation, a new index of instability of growth was developed based on this piecewise linear trend model. The indices of instability of growth were calculated for 43 European countries for the period from 1989 to 2019 and their rating was built.

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Assessing the impact of banking efficiency, operations, and regulation on banking performance: Fresh insight using dynamic correlated framework on the data set of Russia and Ukraine

Syed

2021

JEECAR

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The purpose of this study is to investigate how banking industry-specific variables like regulation, efficiency, and operations affected nonperforming loans (NPLs) in Ukraine and Russia from 1995 to 2019. This study has employed the robust unit root test and cross-sectional dependencies technique along with a new DCCE approach. The dynamic correlated method is employed as it provides the best results when data suffers from cross-sectional dependencies. The study concludes that loose credit policy and lower profitability help in rising NPLs. However, in the context of macroeconomic variables, volatile interest rates, and exchange rate fluctuations are the main reason for NPLs in Russia and Ukraine. The research work also highlights the issue of cross-sectional dependencies and provide substantial methods to resolve the problem of cross-sectional dependencies and provide robust results. Findings will help policymakers to recognize the relevance of industry-specific variables in managing NPLs along with other macroeconomic variables.

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Stress testing the banking systems: Approach of Ukraine

Cited by 4 publications

References 8 publications

Risk management and profitability of commercial banks of Western Balkans countries of Kosovo, Albania, North Macedonia, and Serbia

Risk management and profitability of commercial banks of Western Balkans countries of Kosovo, Albania, North Macedonia, and Serbia

Modeling macroeconomic indicators in unstable economies

Assessing the impact of banking efficiency, operations, and regulation on banking performance: Fresh insight using dynamic correlated framework on the data set of Russia and Ukraine

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