Record Details

Stress testing the banking systems: Approach of Ukraine

Asian Journal of Economics and Empirical Research

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Field Value
 
Title Stress testing the banking systems: Approach of Ukraine
 
Creator Sobolieva-Tereshchenko, Olena
Zhukova , Yuliya
 
Subject bank system
stress testing
Basel III
core capital
regulatory capital
 
Description Scientific-methodical approaches to stress testing Ukrainian banking system in the context of the banks groups: state-owned, owned by Russia, foreign, private Ukrainian are analyzed in this study. It identifies an influence of the different groups in regulate the level of financial stability of the banking system. Highest level of financial stability of Ukrainian banking system was found to be connected with activity foreign banks from Eastern Europe and Central Asia exclaims banks owned by Russia and Ukraine.
The proposed study, by using NBU stress testing scenario and by impacting of the devaluation of the national currency, presents the improved methodology for determining the level of financial stability of banking groups in terms of crisis increase exchange rate. This study was conducted by way of review of the data on bank core capital and regulatory capital, real and nominal GDP, consumer price index and reducing the rate of UAH to EUR.
 
Publisher Institute of Eastern Europe and Central Asia
 
Date 2020-08-06
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Articles
 
Format application/pdf
 
Identifier http://ieeca.org/journal/index.php/JEECAR/article/view/358
10.15549/jeecar.v7i2.358
 
Source Journal of Eastern European and Central Asian Research (JEECAR); Vol 7 No 2 (2020): Journal of Eastern European and Cetral Asian Research ; 205-218
2328-8280
2328-8272
 
Language eng
 
Relation http://ieeca.org/journal/index.php/JEECAR/article/view/358/281
 
Rights Copyright (c) 2020 Olena Sobolieva-Tereshchenko, Yuliya Zhukova
https://creativecommons.org/licenses/by/4.0