Kozmuk N. Liquidity of the banking system of Ukraine under conditions of financial instability

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0413U000285

Applicant for

Specialization

  • 08.00.08 - Гроші, фінанси і кредит

24-12-2012

Specialized Academic Board

К 35.154.02

Essay

Object: processes of ensuring liquidity in the banking system. Objective: the developing theoretical and methodological principles and the development of methodological and practical recommendations to ensure the liquidity of the banking system in times of financial instability. Methods: theoretical generalization, comparison, systematization and formalization, analysis and synthesis, induction and deduction, economic-mathematical modeling and graphical interpretation, peer reviews, scientific abstraction and system. Results: for the first time developed a model of realization the system to ensure liquidity of the banking system in Ukraine, improved classification of banking system liquidity by supplementing specific for period of financial instability characteristics and inherent features, methodological approaches to the allocation latency factors that most influence the level of liquidity by applying criteria "Osip Stone" and Kaiser to the matrix of pairwise correlations, methodical approach to evaluating the quality of loan portfolio of bank, which, unlike traditional, based on the detection of early and minimize the negative impact of liquidity risk. Use: in the activities of Department of Economic Analysis and Forecasting of the National Bank of Ukraine in determining predictive indicators of financial stability of the banking sector of Ukraine, Lviv Directorate PAT "Raiffeisen Bank Aval", in the educational process of the Institute of Masters and Postgraduate Education of University of Banking of the National Bank of Ukraine (Kyiv).

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