Shevchuk A. Economic capital of banks in systemic risk management

The object is the economic capital of banks in the system of risk management. The purpose is to substantiate the theoretical and methodological principles of the bank's economic capital, as well as to develop scientific and practical recommendations for improving the mechanism of management of the economic capital of banks under conditions of systemic risks. Methods - historical approach of sampling, generalization, comparison, grouping methods of graphic representation of data methods of economic-mathematical modeling.The results - in deepening the theoretical, methodological and practical principles of economic capital of banks in the process of systemic risk management. Novelty - improved: definition of the concept of "capital of the bank" as the sum of cash and property, deposited by the owners of the bank and accumulated during its period of operation, which are aimed at providing activity at the initial stages of work, as well as in the process of operational and strategic activities, protecting the interests of depositors and bank lenders by implementing protective, operational, regulatory, operational and stimulating functions; interpretation of the notion of the bank's economic capital, which should be understood as the accumulated cash supply in the banking process, the amount of which is sufficient to cover expected and unpredictable banking risks and the introduction of banking innovations, financing of other management decisions aimed at activating the drivers of the development of a banking institution at all stages economic cycle. the method of calculation of economic capital, which envisages coverage of predictable and unpredictable risks of banking activity and takes into account the concept of development of the bank; the interpretation of the notion of a strategic capital buffer as the amount of capital determined by the bank to ensure the implementation of banking innovations and the financing of other managerial decisions necessary to overcome crisis phenomena and provide the basis for further development; have further developed: substantiation of the essence of the mechanism of forming the economic capital of the bank as a set of certain interrelated managerial functions, methods and tools; scientific and methodical approaches to the procedure of development and implementation of the policy of managing the economic capital of a commercial bank to achieve regulatory requirements for capital formation and the creation of its operational and strategic buffers; scientific and methodological principles for assessing credit and operational risks of banking activities based on the use of Big Data technologies in the context of the formation of unstructured data of clients and employees of banks located in social networks, the Unified State Electronic Education Base, the Unified State Register of Declarations, which allows more fully take into account the factors of the impact of banking risks.Introduced into the practical activities of the Branch-Ternopil Regional Department of PJSC "Savings Bank of Ukraine"; PJSC "Ukrsibbank"; PJSC "A-Bank" and in the educational process of the Ternopil National Economic University. Scope of use- activity of the National Bank of Ukraine and the Committee on financial policy and banking activities of the Verkhovna Rada of Ukraine