Assessing the stability of the banking system based on fuzzy logic methods

Blahun, Ivan S.; Blahun, Ivan; Blahun, Semen I.

doi:10.21511/bbs.15(3).2020.15

Cited by 11 publications

(9 citation statements)

References 34 publications

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“…Despite the use of different methods and a different set of indicators for assessing stability, Blahun et al (2020) obtained results similar to our study, namely, stability is determined at a medium level, which on the Harrington desirability scale can be considered a satisfactory condition. In addition, the authors also note that it is influenced by both internal and external factors.…”

Section: Discussionsupporting

confidence: 79%

“…Almahadin et al (2020), studying the relationship between financial stability and stability of the banking system using the FMOLS approach on the example of Jordan, state that most indicators of banking reliability have a positive effect on financial stability when a stable interest rate policy plays a key role in this. Blahun I. S. et al (2020) modeled the stability of the banking system of Ukraine, which is the main element of its financial system using the method of fuzzy Mamdani logic, assessed the level of stability as average and proved that the state of the banking stability system is largely determined not only by internal but also external factors at both national and international levels.…”

Section: The Methodological Approach For Analyzing Financial Stabilitymentioning

confidence: 99%

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Modeling of the financial system?s stability on the example of Ukraine

Shkolnyk

Kozmenko

et al. 2021

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Research background: Financial stability is one of the key tasks in the functioning of the country?s financial system. National financial systems have significant differences in the level of their development, structure and approaches to regulation. There are no uniform world standards for methods and indicators of assessing financial stability. International financial institutions, including the International Monetary Fund, only outline certain areas and offer an indicative list of indicators that should be taken into account. Purpose of the article: Taking into account the peculiarities of the subject and object structure of Ukraine?s financial system, this study formed groups of indicators that reflect the state of financial depth, level of access and efficiency of the financial system, systematized by subject (financial institutions) and object financial markets) characteristics. Methods: The basis for the formation of a set of indicators is a matrix of characteristics of the financial system?s stability, which is formed according to the principle of 4x2 proposed by experts of the International Monetary Fund. The list of indicators to calculate the integrated indicator that characterizes the stability of the financial system of Ukraine, covers the period 2007?2019 and includes 29 indicators that take into account the peculiarities of its formation and development. Harrington?s desirability function is used to determine the integrated indicator that characterizes the state of financial stability. Findings & value added: The intermediate calculations obtained by modeling groups of indicators showed that the level of access to the financial system and the state of its depth are balanced during the study period (the range of variation of integrated indicators for these groups is minimal ? from 0.1 to 0.18), is at a satisfactory level and the basis for ensuring the financial system?s stability. Conversely, the efficiency of the financial system is low, and characterized by a high degree of volatility (range of variation ? 0.51). The obtained integrated indicator, which is in the range from 0.41 to 0.54 on the Harrington desirability scale, makes it possible to assess the state of the financial system?s stability in Ukraine as satisfactory, but with a high level of sensitivity to both external and internal shocks.

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Section: Discussionsupporting

confidence: 79%

Section: The Methodological Approach For Analyzing Financial Stabilitymentioning

confidence: 99%

Modeling of the financial system?s stability on the example of Ukraine

Shkolnyk

Kozmenko

et al. 2021

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“…-as input. To estimate the cost of particular banking service in [1] it is proposed to use a functional dependence of the Cobb-Douglas type:…”

Section: Resultsmentioning

confidence: 99%

“…The issue of studying the activities of banks in conditions of uncertainty is extremely complex. Often, the efficiency of the bank's operation is first singled out -this is the ratio of effects to invested resources; it can also be defined as a measure of the rationality of action [1]. The authors in [2] interpret efficiency as maximizing production, which arises as a result of proper allocation of resources with given constraints on supply (ie costs incurred by producers) and demand (ie consumer preferences).…”

Section: Theoretical Backgroundmentioning

confidence: 99%

Modeling the Behavior of Banks in Instability Conditions

Burtnyak

Malytska

2021

jpnu

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The analysis of models of activity of banking structures in the conditions of perfect and imperfect competition is carried out. Production functions for financial companies are considered. Models of the bank's work as an institution of delegated monitoring are described. Models of dynamics of financial resources are analyzed, allow to describe processes of evolution of own capital of bank depending on dynamics of the involved resources and the policy of accumulation realized by it. The considered models and methods are based on the definition of a bank (a financial company) as some abstract object, which is characterized by input and output parameters, as well as the function that connects them. This approach to some extent allows adapting traditional models of research of industrial enterprises and organizations to the analysis of the activities of banking structures. Therefore, one of the main tasks is to optimize internal functioning. Under such conditions, it is especially important to consider the bank as a holistic complex dynamic system operating in an unstable transition economy and the use of economic and mathematical methods and models to study the processes taking place in the bank, assess its effectiveness, identify areas and ways to improve management banking activities. Based on the analysis of the main economic and mathematical models of behavior of financial companies in a monopolistic market, we can conclude that each model characterizes a certain aspect of financial market development by the situation. Production functions for a bank (financial firm) are built, where the problem of classification of these factors into input and output is significant. A wide class of economic and mathematical models is considered, in which the activity of financial and banking institutions is treated as financial intermediaries. The theory of delegated monitoring is generalized, which in the general case assumes that in conditions when there is an effect of the growth of income from scale, individual lenders prefer to delegate functions of control (monitoring) of the behavior of entrepreneurs in whose projects they have invested to special intermediary firms. banks. The analysis of the development of the banking sector of Ukraine showed that a further gradual slowdown in its pace is expected due to changes in conditions in global financial markets and market saturation.

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“…Meanwhile, a public apology can be recognized as one of the possible means of smoothing over the moral harm caused to the owner of personal data that was used in the process of credit fraud, provided that they are accepted by the victim. On the contrary, it is unlikely that an apology can be taken into account in situations of damage caused by fraud to the business reputation of a credit institution and its organizational integrity due to a decrease in the credibility of the organization, loss of trust of stakeholders and a fall in the market value of shares, as well as undermining public morality [12] (on the intermediary function of credit institutions in world practice, the dependence of national economies' indicators on changes in the banking sector and on other circumstances that determine the extraordinary nature of these negative consequences, see [13][14][15][16]. Based on the foregoing, it should be concluded that in all cases when deciding whether there is a fact of the atonement of harm and, therefore, the possibility of applying clause "k" part 1 of Art.…”

Section: Discussionmentioning

confidence: 99%

Atonement of harm as an indicator of changes in the legal consciousness of the person who committed a credit fraud

2021

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The idea of this study is based on the assumption that the reason for the unjustified application of the criminal law provisions on accounting by law enforcement agencies when punishing various variants of positive post-criminal behaviour, which are varieties of atonement of the harm caused by a crime, is a lack of attention to the nature of atonement as one of the indicators of positive changes in the legal consciousness of a person who has committed a crime, that is, an insufficiently thorough assessment of the characteristics of the personality of the perpetrators, the degree of rooting of antisocial attitudes in their minds, as well as the level of assimilation of legal values and ideals of law-abiding behaviour. The purpose of the study is to identify and study the aspects of the content of the term “atonement of harm” in the meaning provided for in clause “k” part 1 of Art. 61 of the Criminal Code of the Russian Federation, taking into account the interpretation of the corresponding varieties of positive post-criminal behavior as an indicator of a change in the legal consciousness of a person who has committed a credit fraud. The study is based on the widespread use of the formal legal research method in conjunction with the philological, systemic and logical methods of interpreting regulations. A comprehensive analysis of the content of various types of atonement of the harm caused by a crime as the indicators of positive changes in the legal consciousness of a person who committed credit fraud was carried out for the first time. The results of this study can be used to improve the practice of application of criminal-legal means of accounting for positive post-criminal behavior in the form of atonement when imposing punishment not only on credit fraudsters, but also on persons who have committed other crimes. The author’s concept of the criteria that form the content of the varieties of making amends is presented herein.

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Assessing the stability of the banking system based on fuzzy logic methods

Cited by 11 publications

References 34 publications

Modeling of the financial system?s stability on the example of Ukraine

Modeling of the financial system?s stability on the example of Ukraine

Modeling the Behavior of Banks in Instability Conditions

Atonement of harm as an indicator of changes in the legal consciousness of the person who committed a credit fraud

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