Діагностика рівня капіталізації банківської системи України

Abstract

Стаття присвячена дослідженню сучасного стану капіталізації вітчизняної банківської системи. Розглянуто показники, які характеризують рівень капіталізації банківської системи України, а саме: норматив адекватності регулятивного капіталу, коефіцієнт капіталізації та співвідношення статутного і власного капіталу. За допомогою математичних методів визначено прогнозні значення цих показників на наступний звітний період. Надано рекомендації щодо покращення стану капіталізації банківського сектора на макро- та мікрорівнях.

Banking capital is a factor that helps to evaluate the perspectives of development of the banking sector in general and a specific bank in particular. Its size determines the scale of bank’s operations. It is necessary to create sufficient amount of capital for effective functioning on the market. It is also necessary to take into consideration the fact that excessive capitalization is negative due to the fact that cash is not used in credit and investment operations. It reduces the profitability of banking business. The insufficient level of capitalization narrows the possibilities of a bank. Thus, it is important to maintain the required level of banks capital so that a bank has a sufficient degree of security and stimulates the growth of the real economy. The purpose of this article is to make recommendations concerning the improvement of bank capitalization. These recommendations are based on the results of methods of forecasting. In this article, the indexes that characterize the level of capitalization of Ukrainian banking sector were examined. These indexes include regulatory capital adequacy ratio, capitalization factor, and the correlation between statutory and equity capitals. In addition, with the help of mathematic methods, the expected indicator values for the following report period were identified. On the basis of the research f the current state of domestic banking system, it was possible to elaborate a model, which defines the peculiarities of the process of capitalization on the macro- and microeconomic levels and describes the following structural elements: the aim, impact factors and the solutions to the problem of capitalization of Ukrainian banking system.