Кафедра економіки та міжнародних економічних відносин
Постійне посилання на фондhttps://repository.lntu.edu.ua/handle/123456789/65
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Item type:Наукова стаття, Introduction of NSFR Ratio in the Activities of Commercial Banks in Ukraine(2021-11-30) Dziamulych, Mykola; Shmatkovska, Tetiana; Krupka, Mykhailo; Yastrubetska, Lesya; Vyshyvana, Bohdana; Derevianko, SvitlanaThe main purpose of the research is to study changes in the methodology of formation and regulation of liquidity of commercial banks in Ukraine, as well as to study changes in the structure of bank assets that will result from the use of new approaches. For data collection, the following analysis methods were adopted: a semantic analysis of the traditional and new approach to determining the regulatory liquidity ratio, structural and dynamic analysis of assets and income of commercial banks, as well as a method of logical generalization in drawing conclusions about the analysis. The results of the research show that the introduction of new approaches to determining the liquidity of commercial banks on the basis of the Basel III agreement requires banking institutions to increase the general requirement for the principles of formation of their assets. There is also an objective need to develop new approaches to ensure the proper effectiveness of current liquidity control and ensure the stability of cash flows as well as an overall reduction in banking risks. Based on the analysis of the banking system of Ukraine, it is established that the introduction of the NSFR ratio instead of the regulatory ratio N6 provides for commercial banks a general reduction of the risk of banking operations and helps to expand sources of financing active operations. The study found that one of the key consequences of the introduction of the NSFR ratio in the activities of banking institutions in Ukraine will be a decrease in their net interest margin in lending operations. As a result, commercial banks will be forced to limit lending activities mainly by limiting the issuance of riskier loans. However, another consequence of the use of the NSFR standard will be the differentiation of active operations of banks, which will reduce the dependence of their operating activities purely on lending, which will also result in an overall increase in the financial stability of banking institutions.Item type:Наукова стаття, Banking liquidity risk management in Ukraine based on the application of digital and information technologies(2022-08-26) Dziamulych, Mykola; Krupka, Ihor; Andruschak, Yevhenia; Petyk, Marta; Paslavska, Roksolana; Grudzevych, Yuliia; Martyniuk, RostyslavThe article discusses the peculiarities of liquidity risk management in modern conditions. The advantages of the transition to the use of liquidity standards determined by the provisions of Basel III have been determined. The higher efficiency of the LCR and NSFR standards, compared to the liquidity ratios previously used by the National Bank of Ukraine, has been proven. The peculiarities of the dynamics of liquidity standards in the banking system of Ukraine in general have been determined. The specifics of the impact of modern information and digital technologies on bank liquidity risk management are considered. The process of digital transformation of the liquidity management system based on the application of digital software solutions for liquidity risk analysis and forecasting is considered.