STRESS-TESTING OF COMPLEX RISKS IN THE BANKING SYSTEM, AS AN INSTRUMENT OF STATE ANTI-CRISIS MANAGEMENT

Abstract

In the article the basic methods of crisis management of financial activity of banks are investigated. The constituent elements for the development of the program of financial rehabilitation of Ukrainian banks under the state anticrisis management have been identified. The typology of stress-testing according to the functional orientation (sphere of use) is described. The types of stress-testing of risks in the banking system, as an instrument of state crisis management, are described. The basic methods of stress testing in the banking system as a tool of state crisis management are offered. The emphasis is on the factors in which stress testing is effective.

Determined that the criteria for a successful exit from the crisis of the banking institutions, in addition to these results can be considered the use of certain methods of crisis management financing activities Bank: stop outflow of customers; creation of sufficient reserve of liquid assets; Achieving an optimal balance between assets and liabilities by maturity; reaching an agreement on restructuring with all or an absolute majority of creditors; absence of arrears of the bank before contractors; positive tendencies in returning debts by borrowers, increase of share of standard loans; stable tendency to reduce losses and subsequently — increase of the level of profitability of work; raising capitalization with a sufficient buffer of capital in the event of stress events and a steady excess of regulatory capital over statutory; stabilization of the management at the level of government and key units; closure of unprofitable or unpredictable and long-term business development projects of the bank; completion of the restructuring of the bank's affiliate network.