Modeling the Efficiency of Banking Groups in the Context of Improvement of Consolidated Supervision
The starting point of the research is the inefficiency of reactive approach in the practice of consolidated supervision over the long time lag and the shortcomings of the organizational mechanism for its implementation. The author proposes proactive approach to the definition of problematic banking...
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| Format: | Article |
| Language: | English |
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Research Centre of Industrial Problems of Development of NAS of Ukraine
2018-05-01
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| Series: | Bìznes Inform |
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| Online Access: | http://www.business-inform.net/export_pdf/business-inform-2018-5_0-pages-334_342.pdf |
| _version_ | 1811204644192387072 |
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| author | Mynenko Liliia M. |
| author_facet | Mynenko Liliia M. |
| author_sort | Mynenko Liliia M. |
| collection | DOAJ |
| description | The starting point of the research is the inefficiency of reactive approach in the practice of consolidated supervision over the long time lag and the shortcomings of the organizational mechanism for its implementation. The author proposes proactive approach to the definition of problematic banking groups on the basis of a mathematical study of their financial models together with timely adoption of preventive measures. The article explores the specifics of financial models of banking groups in the national market during 2012–2016. The applied multiple regression model of bank’s net financial result is statistically reliable, distinctly variative within one year period, determined by three factors: liabilities, assets, size of share capital. The parallel forecasting of the financial result of bank groups according to the consolidated reporting shows a similar weakened effect related to the intra-group competition for resources and/or compensation of losses, negative influence of banks – participants of banking groups considering the results of NBU diagnostics and/or the exogenous non-financial factors. |
| first_indexed | 2024-04-12T03:17:05Z |
| format | Article |
| id | doaj.art-09e79156d8924bbfba258cefd6e46bb2 |
| institution | Directory Open Access Journal |
| issn | 2222-4459 2311-116X |
| language | English |
| last_indexed | 2024-04-12T03:17:05Z |
| publishDate | 2018-05-01 |
| publisher | Research Centre of Industrial Problems of Development of NAS of Ukraine |
| record_format | Article |
| series | Bìznes Inform |
| spelling | doaj.art-09e79156d8924bbfba258cefd6e46bb22022-12-22T03:50:03ZengResearch Centre of Industrial Problems of Development of NAS of UkraineBìznes Inform2222-44592311-116X2018-05-015484334342Modeling the Efficiency of Banking Groups in the Context of Improvement of Consolidated SupervisionMynenko Liliia M.0Postgraduate Student, Scientific-Educational Institute of Business Technologies «UAB» of Sumy State UniversityThe starting point of the research is the inefficiency of reactive approach in the practice of consolidated supervision over the long time lag and the shortcomings of the organizational mechanism for its implementation. The author proposes proactive approach to the definition of problematic banking groups on the basis of a mathematical study of their financial models together with timely adoption of preventive measures. The article explores the specifics of financial models of banking groups in the national market during 2012–2016. The applied multiple regression model of bank’s net financial result is statistically reliable, distinctly variative within one year period, determined by three factors: liabilities, assets, size of share capital. The parallel forecasting of the financial result of bank groups according to the consolidated reporting shows a similar weakened effect related to the intra-group competition for resources and/or compensation of losses, negative influence of banks – participants of banking groups considering the results of NBU diagnostics and/or the exogenous non-financial factors.http://www.business-inform.net/export_pdf/business-inform-2018-5_0-pages-334_342.pdfsupervision on the consolidated basisfinancial modelingbanking groupfinancial resultmultiple regression modelefficiency |
| spellingShingle | Mynenko Liliia M. Modeling the Efficiency of Banking Groups in the Context of Improvement of Consolidated Supervision Bìznes Inform supervision on the consolidated basis financial modeling banking group financial result multiple regression model efficiency |
| title | Modeling the Efficiency of Banking Groups in the Context of Improvement of Consolidated Supervision |
| title_full | Modeling the Efficiency of Banking Groups in the Context of Improvement of Consolidated Supervision |
| title_fullStr | Modeling the Efficiency of Banking Groups in the Context of Improvement of Consolidated Supervision |
| title_full_unstemmed | Modeling the Efficiency of Banking Groups in the Context of Improvement of Consolidated Supervision |
| title_short | Modeling the Efficiency of Banking Groups in the Context of Improvement of Consolidated Supervision |
| title_sort | modeling the efficiency of banking groups in the context of improvement of consolidated supervision |
| topic | supervision on the consolidated basis financial modeling banking group financial result multiple regression model efficiency |
| url | http://www.business-inform.net/export_pdf/business-inform-2018-5_0-pages-334_342.pdf |
| work_keys_str_mv | AT mynenkoliliiam modelingtheefficiencyofbankinggroupsinthecontextofimprovementofconsolidatedsupervision |