Dotsenko O. Statistical Analysis of the Activities of Banks in Ukraine

Purpose of research: elaboration of theoretical and methodological grounds and practical recommendations for statistical analysis of the performance of banks. Object of research: the performance of Ukrainian banks. Subject of investigation: methodology and procedures for statistical analysis of the bank performance. Methods of research: statistical observation and systematization; grouping by criteria and by a set of indicators using factor, cluster and discriminative analysis; aggregation of statistical characteristics; comparison of absolute and ratio indicators of the bank performance by group and by normative characteristics; analysis of relations between indicators; analysis of time series. The scientific of the results is in the following: Creation of bank classification by the three criteria: amount of assets, Euclid distance and tangle between indicators of the bank performance; building up of a long-term forecast for a bank on the basis of dynamics of the tangle showing deviation of the indicators for this bank from the indicators for the basis bank; Improvements in: methods for banks grouping by use of cluster analysis (on the basis of the similarity degree between banks – weighted Euclid distance) and vector modification of cluster analysis (on the basis of the similarity degree – tangle between weighted indicators of the bank performance); Elaborations in: generalization of existing approaches to statistical analysis of the bank performance and justificationof their strong and weak sides; adaptation of methods for correlation and regression analysis; methodological approaches to building up groups of banks by preset indicators of reliability; methods for analyzing and forecasting time series related with the bank performance Extent of implementation: main results of the dissertation are applied in the practice of banks “Ukrainska finansova grupa (Ukrainian Financial Group)”, “Morsky (Marine)” and “Ukrprombank (Ukrainian Industrial Bank)”; in teaching the disciplines “Statistics” and “Enterprises Statistics” at the Economics and Management Department of the Sevastopol National Technical University, and in teaching the discipline “Banking Statistics” at the State Academy of Statistics, Accounting and Audit.