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Електронний архів Житомирського державного технологічного університету

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Title ??????????? ?????????? ???????? ???????? ?????????? ???????????
Methodology for determination of systemically important financial institutions
 
Creator ?????????, ?.?.
Prymostka, ?.?.
 
Subject ?????????? ???????
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banking system
systemically important financial institutions
systemic risk
quantitative and qualitative approaches
criteria
 
Description ?????????? ???????????? ?????? ?????? ????????? ??????? ?????? ? ?????????? ??????? ??????. ?????????? ??????????? ?????????? ???????? ???????? ?????????? ??????????? ?? ??????????? ??????? ???????????. ?????????????? ?????? ?? ????????? ?????? ????????? ???????? ??????????, ??????? ???????????? ?????, ????????? ?????? ?? ?????????? ?????? ??????????? ? ????????? ?????. ?????????????? ??? ??????? ?? ?????????? ???????? ??????? ?????: ???????????????? ?????? ? ?????? ???????????? ???????. ?? ????????????????? ??????? ??????? ???????????? ?? ???????? ??????????? ?????? ?? ????? ??????? ?????? ???????????; ?? ??????? ???????????? ??????? ?????? ?? ???????? ???????????? ??????? ??? ?????? ???????? ? ????????? ?????????? ??????. ???????????? ?????? ??????????????????? ?? ???????? ???????? ? ??????? ??? ??????????? ??????????? ???????, ???????? ??????? ???????? ??????? ?????? ???????????? ???????. ????? ?????????? ??????? ????????????? ??????????? ??????? ???????? ???????? ?????????? ???????????.
A comparative analysis of the concepts of ?too big to fail? and ?social important banks?. Investigated methodology definition of systemically important financial institutions, especially their regulation. Analysed qualitative and quantitative methods for determining the financial important financial institutions, including an indicative method, network analysis and evaluation of the contribution of organization to systemic risk. Identified two approaches to the definition of Tier II capital ? standardized approach and the approach of budgeting risks. When standardized approach capital is calculated based on the rating model provided default a specific organization; at the approach of budgeting risk capital requirements determined according to the company's share in the total systemic risk. Calculated index Herfindahl?Hirschman in terms of capital and assets of the Ukrainian banking system, index indicate low level of concentration of the system. Also covers the issue of identification of risk modelling systemically important financial institutions.
 
Date 2016-03-18T13:07:49Z
2016-03-18T13:07:49Z
2014
 
Type Article
 
Identifier http://eztuir.ztu.edu.ua/123456789/2109
 
Language uk
 
Relation ?????? ????. ?????: ?????????? ?????;4(70)
 
Publisher ????