Визначення тенденцій впливу недіючих кредитів на обсяг власного капіталу банків
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Файли
Дата
2017
Автори
Олійник, А.В.
Левчук, Ю.Л.
Oliinyk, A.
Levchuk, J.
Назва журналу
Номер ISSN
Назва тому
Видавець
Хмельницький національний університет
Анотація
Проаналізовано показники та індикатори капіталізації банків України. Встановлено основні причини недостатнього
рівня капіталізації вітчизняних банків. Визначено, що низька якість активів банків обумовлена високим обсягом недіючих
кредитів. За результатами аналізу побудовано трендові та кореляційно-регресійні моделі впливу проблемних кредитів на
власний капітал банків.
The purpose of the article is to study the trends of the impact of non-performing loans on the volume of equity capital of banks and the construction of a correlation-regression model of the impact of problem loans on equity capital of banks. The problem of improving the mechanism of counteracting bankruptcy of banks leads to the objective need to study the impact of equity on the volume of non-performing loans, analysis and modelling of this process in modern banking practice, as well as finding effective ways to determine its level of adequacy to problem assets. The indicators and indicators of capitalization of Ukrainian banks are analyzed. The main reasons of insufficient level of capitalization of domestic banks are established. It is determined that the low quality of bank assets is due to the high volume of non-performing loans. According to the results of the analysis, trend and correlation-regressive models of the impact of problem loans on the equity capital of banks have been constructed. An analysis of the state of capitalization of domestic banks shows that during 2007-2013 a positive tendency was observed for an increase in the authorized and equity capital of the Ukrainian banking system. However, in 2014-2015, we have a sharp fall in the volume of equity and its growth rates with a positive dynamics of the increase in authorized capital. On the one hand, we have an increase in the authorized capital, and from another decline in equity, that is, most of it is used to cover losses and losses from risk activities. The presence of a significant volume of problem credit indebtedness of banks negatively affects both the quality of their loan portfolios and the amount of their equity. This, in turn, leads to a reduction of the norm (H2) - the sufficiency of regulatory capital, reduces the efficiency of banking activities, investors' confidence in the banking system and significantly complicates the lending of the country's economy. As a result, banks suffer (traditionally the main income they receive from lending) and the economy of a country that does not receive sufficient funding in times of crisis.
The purpose of the article is to study the trends of the impact of non-performing loans on the volume of equity capital of banks and the construction of a correlation-regression model of the impact of problem loans on equity capital of banks. The problem of improving the mechanism of counteracting bankruptcy of banks leads to the objective need to study the impact of equity on the volume of non-performing loans, analysis and modelling of this process in modern banking practice, as well as finding effective ways to determine its level of adequacy to problem assets. The indicators and indicators of capitalization of Ukrainian banks are analyzed. The main reasons of insufficient level of capitalization of domestic banks are established. It is determined that the low quality of bank assets is due to the high volume of non-performing loans. According to the results of the analysis, trend and correlation-regressive models of the impact of problem loans on the equity capital of banks have been constructed. An analysis of the state of capitalization of domestic banks shows that during 2007-2013 a positive tendency was observed for an increase in the authorized and equity capital of the Ukrainian banking system. However, in 2014-2015, we have a sharp fall in the volume of equity and its growth rates with a positive dynamics of the increase in authorized capital. On the one hand, we have an increase in the authorized capital, and from another decline in equity, that is, most of it is used to cover losses and losses from risk activities. The presence of a significant volume of problem credit indebtedness of banks negatively affects both the quality of their loan portfolios and the amount of their equity. This, in turn, leads to a reduction of the norm (H2) - the sufficiency of regulatory capital, reduces the efficiency of banking activities, investors' confidence in the banking system and significantly complicates the lending of the country's economy. As a result, banks suffer (traditionally the main income they receive from lending) and the economy of a country that does not receive sufficient funding in times of crisis.
Опис
Ключові слова
банк, банківська система, кредит, проблемний кредит, недіючий кредит, власний капітал банку, фінансова стійкість банку, ліквідність банку, банкрутство банку, bank, banking system, credit, problem credit, inactive credit, property asset of bank, financial firmness of bank, liquidity of bank, bankruptcy of bank
Бібліографічний опис
Олійник А. В. Визначення тенденцій впливу недіючих кредитів на обсяг власного капіталу банків [Текст] / А. В. Олійник, Ю. Л. Левчук // Вісник Хмельницького національного університету. Економічні науки. – 2017. – № 6, т. 2. – С. 160-166.