Kornyliuk R. Systemic risk in banking

The thesis is devoted to the research of formation and realization of systemic risk in banking activity, substantiation of theoretical and methodological bases of its estimation, development of practical recommendations on macroprudential policy of regulation of systemic risk in Ukraine. The essence of systemic risk is specified based on the systematization of theoretical and methodological bases of systemic risk researches in the banking sector. A conceptual block diagram of systemic risk mechanism is proposed. The influence of structural and functional parameters of the banking system on the specifics of accumulation and realization of systemic risk in Ukraine is determined. The channels of systemic risk spreading are systematized with their prioritization according to the significance of the impact on banking activity in Ukraine. The reasons, sources and scales of banking panic are assessed. Proposals have been made to strengthen the macroprudential policy strategy in terms of both preventive and anti-crisis tools to ensure financial stability and increase the level of transparency in the banking market.