Implementation of Basel III and Stress Testing of Ukranian Banking System

Соболєва-Терещенко, Олена Анатоліївна and Рамський, Андрій Юрійович and Жарніков, Валерія Владиславівна (2020) Implementation of Basel III and Stress Testing of Ukranian Banking System IJISET - International Journal of Innovative Science, Engineering & Technology, Vol. 7 (2). pp. 20-31. ISSN 2348 – 7968

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Abstract

The article deals with scientific publications and recommendations of leading international organizations on conducting stress testing. The current stress testing methodology developed by the National Bank of Ukraine (NBU) in accordance with the implementation stages of Basel III recommendations is also researched. The results of stress testing of banks in Ukraine during 2014-2019 and current trends in the banking sector are presented. The disadvantages in the methodology of stress testing were pointed out, the necessity of its further research and development as effective instrument of banking system diagnostic was substantiated. Recommendations on improving the banking stress testing methodology are given.

Item Type: Article
Additional Information: t8000@i.ua
Uncontrolled Keywords: bank; stress testing; National Bank of Ukraine; core capital; regulatory capital
Subjects: Articles in journals > Наукові (входять до інших наукометричних баз, крім перерахованих, мають ISSN, DOI, індекс цитування)
Divisions: Факультети > Факультет інформаційних технологій та управління > Кафедра фінансів та економіки
Depositing User: Олена Анатоліївна Соболєва-Терещенко
Date Deposited: 05 Jun 2020 06:03
Last Modified: 05 Jun 2020 06:03
URI: http://elibrary.kubg.edu.ua/id/eprint/31373

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