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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Main Author: Mynenko Liliia M.
Format: Article
Language:English
Published: Research Centre of Industrial Problems of Development of NAS of Ukraine 2018-05-01
Series:Bìznes Inform
Subjects:
Online Access:http://www.business-inform.net/export_pdf/business-inform-2018-5_0-pages-334_342.pdf
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spelling doaj-09e79156d8924bbfba258cefd6e46bb22020-11-24T21:29:12ZengResearch 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
collection DOAJ
language English
format Article
sources DOAJ
author Mynenko Liliia M.
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
author_facet Mynenko Liliia M.
author_sort Mynenko Liliia M.
title 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_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_sort modeling the efficiency of banking groups in the context of improvement of consolidated supervision
publisher Research Centre of Industrial Problems of Development of NAS of Ukraine
series Bìznes Inform
issn 2222-4459
2311-116X
publishDate 2018-05-01
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.
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
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