Kotenko A. Crisis management the adequacy of bank capital

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0414U000914

Applicant for

Specialization

  • 08.00.08 - Гроші, фінанси і кредит

28-03-2014

Specialized Academic Board

Д 55.081.01

Essay

The dissertation is devoted to the development of existing and rationale of new scientific, methodological and practical provisions regarding the formation of countercyclical antirecessionary management of bank's capital adequacy. The suggested approach allows to provide the consistency between capital, assets and bank's risks taking into account the cyclicality of credit and investment relations in the banking system. The essence of the concepts of bank's capital sufficiency, bank's capital adequacy, management of bank's capital adequacy has been developed; mechanism for assessing the level of the bank's capital adequacy has been improved; directions of coordination between capital, assets and bank's risks has been suggested; management strategies of bank's capital adequacy by the National bank of Ukraine according to the phases of the cycle of bad debts formation in the banking system has been designed; formation mechanism of countercyclical and conservation buffers of bank capital by Ukrainian banks has been founded; risk norms for groups of bank assets has been defined.

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