Money assets of internally displaced persons as financial resources of commercial banks

Derevyanko, Bogdan; Zozulia, Yevhen; Rudenko, Liudmyla Dmytrivna

doi:10.21511/bbs.12(4-1).2017.09

Cited by 6 publications

(3 citation statements)

References 2 publications

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“…Banks of the third echelon are trying to attract funds for the long term in order to maintain the planned level of cash flows, while taking on increased risk. Larger banking structures are trying to pay more attention to the deep diversification of the portfolio of attracted funds in order to minimise credit risk (Derevyanko et al, 2017, Shim, 2019. In addition, deposits of individuals from all three credit institutions account for about half of the total volume of deposits.…”

Section: Methodsmentioning

confidence: 99%

Optimization of Credit Activity of a Commercial Bank Based on a Parametric Model

Gorskiy

Rudakov

Yemelyanov

2022

Acad. J. Interdiscip. Stud.

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In the past few decades, a line of research focusing on the financial portfolios of banking structures has been actively developed in the world’s economic science. The interest in deposit-and-loan portfolios is caused by the rapid growth of both the banking sector and the entire capital market in the world. This paper presents empirical research in the field of analysis of the credit and investment activities of a commercial bank with an extended set of criteria. The team of authors considered a certain approach to parametric modelling of the optimal banking portfolio taking into account unregulated exogenous (macroeconomic) and endogenous (set by the bank) parameters that affect its structure and composition. As part of the proposed method, a list of monitored parameters of the banking portfolio, which was developed due to financial stability and reliability indicators, was compiled. Accordingly, based on calculations with a modified parametric model and assessment of the level of their financial stability and reliability, shortcomings in the structure and composition of the portfolios of the banking organizations under research were identified with respect to the rationality of resource allocation and the adequacy of equity capital. Thus, it was concluded that taking into account the criteria for managing the banking portfolio, measures of profitability and risk, as well as the reliability of the financial and economic base and financial stability of the bank contributes to the growth of its rating and client base, which is especially important for universal commercial banks. Received: 4 September 2021 / Accepted: 22 November 2021 / Published: 3 January 2022

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Section: Methodsmentioning

confidence: 99%

Optimization of Credit Activity of a Commercial Bank Based on a Parametric Model

Gorskiy

Rudakov

Yemelyanov

2022

Acad. J. Interdiscip. Stud.

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“…The study proves that the most effective specification for the volatility function is (17; 18): (17) (18) which reduces the calculation effort to determine the problem optimization [30; 31]. Empirical assumptions are obvious and prove the existence of the dependence of volatility on branched first-order functions on the example of the FSTS index [32]. The quadratic regression, especially the fraction of square trinomials, approximates the volatility function best.…”

Section: Analysis Of Models Of Volatilitymentioning

confidence: 97%

Determinants of Volatility of the Derivative Financial Instrument in Ukraine

Петрук¹,

Новак²,

Петрук³

et al. 2021

ujaf

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The article discusses empirical calculations of sustainable development and volatility of derivative financial instruments in the banking system. The methodical approach to forecasting the index of the first stock trading system (FSTS) for sustainable market development is presented, considering the lack of normal distribution of financial resources in the banking system. It is substantiated that when choosing the volatility model and setting the option price, it is important to consider the theoretical generality and composition of the volatility structure, which is able to effectively and accurately estimate the parameters. It is proved that the rate of average volatility variable for modeling, analysis and stable assessment of important market parameters (i.e., local volatility) is determined using the moments of past periods. The real and forecast value of FSTS volatility at different values of the model parameter is developed. A model of implied volatility for the FSTS index is built. It is substantiated that the formulation of stable market development of derivative financial instruments takes into account all its semantic and financial features of resisting the influence of external and internal factors (shocks, imbalances) and maintaining dynamic equilibrium to ensure parameters of the entire financial system needed to form positive feedback between financial and real sector of the economy. The ratio of world GDP and the nominal value of derivative financial instruments were estimated. Maps of the market value of over-the-counter DFI, gross risk exposure in the over-the-counter DFI market and the nominal value of exchange-traded PFI are presented. The factor models of influence on the development of the exchange-traded and over-the-counter PFI market of world and national levels are constructed.

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“…Special attention should be paid to attracting specialists in the development of basic digital competences in innovation management to the company's staff. Each enterprise is unique, so special competences are required for the correct implementation of digitalization, including detailed knowledge of information about the entire operational activities of the enterprise (Derevyanko et al, 2017).…”

Section: Features Of Digital Transformation In Businessmentioning

confidence: 99%

New reality: Current issues of logistics infrastructure development in the context of the spread of coronavirus

Murahovscaia

2021

EEA

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The study analyses the current issues of logistics infrastructure development and the impact of modern information technologies on it. The influence of the spread of the coronavirus pandemic on the change of conventional business models and relations between consumers and manufacturers, the study of customer experience based on digital technologies, and the trends in the development of new strategic aspects caused by the high uncertainty due to the unpredictability of the lifting of quarantine measures. The implementation of digital transformation in an enterprise requires the development of a strategic plan that includes an analysis of the individual features of the organisation of business processes, the development of the architecture of transformed products and services, new models of interaction with customers, and the analysis and development of an organisational structure that can function effectively during the transformation. The study describes the potential for growth and development of companies in the implementation of digital transformation and the development of digital partnership on the example of foreign and national companies, examines the principles of digitalisation and identifies the reasons for the slow introduction of innovations in the logistics infrastructure. The study considered the main aspects of modern information technologies implemented at logistics infrastructure enterprises, as well as possible risks of the transition period, including risks associated with the low maturity of the infrastructure of certain companies. The main purpose of substantiating the presented hypothesis is to study the mechanisms of optimisation of operational activities in the implementation of digital technologies at the regional and international levels and to assess the impact of digitalisation processes on the re-profiling of personnel and the renewal of human resources. In the course of the study, methods of comparison and analogy, analysis, and synthesis were used. The methodological framework of the study includes the system and institutional approaches to the development of a digital platform for the effective development of logistics infrastructure. The author believes that the main component of a successful digital transformation of a company is the presence of a strategic plan that includes a vision for the transformation of products and services, as well as interaction with customers, taking into account the individual characteristics of the structural organisation and organisation of each particular enterprise.

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Money assets of internally displaced persons as financial resources of commercial banks

Cited by 6 publications

References 2 publications

Optimization of Credit Activity of a Commercial Bank Based on a Parametric Model

Optimization of Credit Activity of a Commercial Bank Based on a Parametric Model

Determinants of Volatility of the Derivative Financial Instrument in Ukraine

New reality: Current issues of logistics infrastructure development in the context of the spread of coronavirus

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