Klymkovych I. Models for assessing the financial stability of the banking system.

The dissertation provides a theoretical generalization and a new solution to a scientific problem on the development of methodological provisions and the corresponding system of economic and mathematical models for assessing the financial stability of the banking system, analysis of factors that cause a statistically significant impact on financial stability, the application of the theory of catastrophes to identify areas of financial instability and study of cause links between indicators of financial stability. An approach to assessing the Z-score is proposed, which differs from the traditional approach by using the ratio of regulatory capital to risk-weighted assets. A comprehensive indicator of the financial stability of the banking system was built on the basis of the use of 24 indicators of financial stability. The models of cusp catastrophes have been developed on the basis of statistical data on the functioning of the Ukrainian banking system and make it possible to determine the values of indicators of the banking system, at which catastrophic jumps in the value of the potential function, modality and hysteresis are possible. The ARMA model of forecasting the values of the Z-score, calculated on the basis of three different approaches and forecasting the complex indicator of financial stability were built. A diagram of directions of a causal relationship between 24 indices of financial stability of the banking system of Ukraine has been built.