USE OF TAXONOMY METHOD FOR EVALUATION OF FINANCIAL SECURITY OF COMMERCIAL BANK

Authors

  • О. І. Baranovskyi University of banking, Ukraine
  • M. Kopytko Lviv State University of Internal Affairs, Ukraine
  • M. Barylyuk Banking University, Ukraine

DOI:

https://doi.org/10.18371/fcaptp.v1i24.127799

Keywords:

financial security, bank, Euclidean measure of distance, indicators, stimulators, disintegrators, bank-bankrupt.

Abstract

This paper proposes a methodical approach to assessing the level of financial security of the commercial bank based of the analysis of indicators of stimulators / disintegrators of a solvent bank and comparison with the indicators of the reference bankrupt bank. The definition of the financial security level of the bank is confirmed by analysis of the mathematical distance of the indicators of the investigated bank from the reference bankrupt bank. Authors developed scheme of conducting calculations for financial security level assessment of the bank, as well as substantiated and calculated the indicators of the reference bankrupt bank. The list of indicators-stimulators / disintegrators for assessing the financial security level of the bank is offered. The use of statistic processing of the input data of the method of their purification by the calculation of the interquartile scope is substantiated.

Author Biographies

О. І. Baranovskyi, University of banking

Doctor of Science in Economics, Professor, Prorector

M. Kopytko, Lviv State University of Internal Affairs

Doctor Habilitatus of Economics,
Associate Professor

References

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Published

2018-03-30

How to Cite

Baranovskyi О. І., Kopytko, M., & Barylyuk, M. (2018). USE OF TAXONOMY METHOD FOR EVALUATION OF FINANCIAL SECURITY OF COMMERCIAL BANK. Financial and Credit Activity: Problems of Theory and Practice, 1(24), 4–14. https://doi.org/10.18371/fcaptp.v1i24.127799

Issue

Section

The Modern banking. The problems and prospects of development