出版社："Educator" Publishing House of Polonia University
摘要：The article analyzes the problematic aspects of evaluating the financial stability of banking systems on the basis of the Z-score methodology. The econometric model estimation of Z-score for the Ukrainian banking system was constructed where the following indicators were chosen in role of explanatory variables: the share of foreign capital in bank system, inflation, change in nominal GDP and share of overdue loans in credit portfolio. We have conducted the analysis of the banking sector in Ukraine on the base of the constructed Z-score model and determined macroeconomic factors that have the most significant impact on the Z-score assessment and banking system stability. Drawbacks and limitations of the Z-score methodology usage in banking business are discussed.
其他摘要：The article analyzes the problematic aspects of evaluating the financial stability of banking systems on the basis of the Z-score methodology. The econometric model estimation of Z-score for the Ukrainian banking system was constructed where the following indicators were chosen in role of explanatory variables: the share of foreign capital in bank system, inflation, change in nominal GDP and share of overdue loans in credit portfolio. We have conducted the analysis of the banking sector in Ukraine on the base of the constructed Z-score model and determined macroeconomic factors that have the most significant impact on the Z-score assessment and banking system stability. Drawbacks and limitations of the Z-score methodology usage in banking business are discussed.
关键词：Z-score; banking system; stability of bank; risk measure; bank bankruptcy, Ukrainian banking system.
其他关键词：Z-score; banking system; stability of bank; risk measure; bank bankruptcy; Ukrainian banking system
