Assessment of Economic Inclination of Norms of Capital, Liquidity and Bank Risks

Papaika Aleksandr A. () and Kosogov Vladislav A. ()
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Papaika Aleksandr A.: Donetsk National University of Economy and Trade named after M. Tugan-Baranovsky
Kosogov Vladislav A.: PJSC "UKRBUSINESSBANK"

Business Inform, 2013, issue 3, 293_298

Abstract: The article gives definition of economic inclination of norms of capital, liquidity and bank risks. It provides statistical assessment of the force of economic inclination on the materials of banks, which represent all groups, on the basis of correlation and regression analysis. It states methodical approaches to calculation of regulatory capital, norms of sufficiency (adequacy) of regulatory capital, immediate and current liquidity, maximal size of the credit risk per one counteragent, studies the character and closeness of their interdependence. It shows a linear bar chart of the specific weight of frequencies of the indicator of statistically important ratios of correlation of pairs of economic indicators. It builds correlation and regression models, which allow determination of the force of economic inclination of indicators and could be used for forecasting and planning banking activity and for making decisions with respect to management of capital, liquidity and bank risks.

Keywords: economic inclination; norms; capital; liquidity; risk; bank; assessment (search for similar items in EconPapers)
Date: 2013
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