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http://elartu.tntu.edu.ua/handle/lib/36050| Title: | Gospodarka i społeczeństwo w europejskiej perspektywie. Kompetencje jutra czyli czego przyszłość będzie wymagała od nas i naszych dzieci: monografia |
| Authors: | Marynenko, Nataliia Kramar, Iryna Harmatiy, Natalia Zeca, Ecaterina Daniela Tsikh, Halyna Harmatii, Serhii Sylwestrzak, Andrzej Zagulski, Sylwester Szulago, Bożena Baprawska, Małgorzata Gapczyńska, Klaudia |
| Affiliation: | Ternopil Ivan Puluj National Technical University |
| Bibliographic description (Ukraine): | Gospodarka i społeczeństwo w europejskiej perspektywie. Kompetencje jutra czyli czego przyszłość będzie wymagała od nas i naszych dzieci: monografia. Nataliia Marynenko, Iryna Kramar, Natalia Harmatiy, Ecaterina Daniela Zeca, Halyna Tsikh, Serhii Harmatii [et al.] / Redakcja Elżbieta Majchrzak-Kłokocka. Elbląska Uczelnia Humanistyczno-Ekonomiczna. Elbląg , 2021. 214 p. |
| Issue Date: | 2021 |
| Date of entry: | 11-Dec-2021 |
| Publisher: | ELBLĄSKA UCZELNIA HUMANISTYCZNO-EKONOMICZNA |
| Country (code): | PL |
| Place of the edition/event: | Elbląg, Poland |
| Keywords: | banking system Markowitz model financial stability |
| Abstract: | The analysis of possible ways of banking institutions’ financial stability improvement as an element of ensuring sustainable economic development of the country is presented in the article. The Markowitz model, which investigates the issues of taking into account both the profitability of banking institution and all possible risks which might impact its activities, is used in the paper in order to improve investment climate, economic and financial stability of the bank. The modelling of banking institution financial stability is carried out on the example of OTP Bank. According to the carried out modelling of the OTP Bank financial stability improvement, a particular threat to the banking institution was determined as risk exceeds profitability of bank’s assets portfolio. It is found that this situation is due to the fact that the largest share of the portfolio (47.38%) belongs to the loans to customers which is recommended to be adjusted in the structure of the bank’s assets. |
| URI: | http://elartu.tntu.edu.ua/handle/lib/36050 |
| References (International): | Gercheva Dafina. Five pillars for building forward better after COVID-19, 2020; https://www.ua.undp.org/content/ukraine/en/home/blog/2020/ five-pillars-for-building-forward-better-after-COVID-19.html [accessed: 10.02.2021]. State Economic Stimulus Program to overcome the negative effects caused by the restrictive measures to prevent the occurrence and spread of acute respiratory disease COVID-19 caused by coronavirus SARS-CoV-2020 for 2020–2022; https://www.kmu.gov.ua/npas/pro-zatverdzhennyaderzhavnoyi- programi-stimulyuvannya-ekonomiki-534–270520 [accessed: 20.02.2021] (in Ukrainian). Carletti E., Claessens S., Fatás A. and Vives X. The bank business model in the post-Covid-19 world, 2020; https://voxeu.org/article/bank-business- -model-post-covid-19-world [accessed: 25.02.2021]. Gadanecz B., Jayaram K. Measures of financial stability – a review, IFC Bulletin, 2008, No. 31, pp. 365–80. Shahchera M., Jouzdani N. The impact of regulation on soundness banking, International Conference of Business and Economics Research (Kuala Lumpur, Malaysia), 2011, Vol. 1 (IACSIT Press), pp. 152–56. Tanda A. The effects of bank regulation on the relationship between capital and risk, Comparative Economic Studies, 2015, No. 57 (1), pp. 31–54. Didenko O., Dordevic S. The optimization of banking regulation intensity from the perspective of financial stability in banking sector: an empirical analysis, Financial Markets, Institutions and Risk, 2017, Volume 1, Issue 1, pp. 43–53. Kovalenko V., Garkusha Yu. Theoretical and methodological approaches to the assessment of the banking system financial stability, Bulletin of the National Bank of Ukraine, 2013, No. 9, pp. 35–40 (in Ukrainian). Vysotska I. Problems of Ukraine’s financial system stability assurance, Scientific bulletin of Lviv State University of Internal Affairs Economics, 2012, No. 2, pp. 30–38 (in Ukrainian). FSB Report COVID-19 pandemic: Financial stability implications and policy measures taken; https://www.fsb.org/wp-content/uploads/P150420.pdf [accessed: 10.03.2021] Rogatynskyi R., Garmatiy N. Handbook on Mathematical Methods of Free Market Economy for Specialists-Cybernetics, Ternopil: JSC Publishing House Aston, 2015,. 200 p. (in Ukrainian). Official website of OTP Bank; https://www.otpbank.com.ua [accessed: 26.04.2021]. |
| Content type: | Monograph |
| Appears in Collections: | Наукові публікації працівників кафедри економіки та фінансів |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Monograph article.pdf | 1,49 MB | Adobe PDF | View/Open |
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