OLENA P. ZARUTSKA
Harmonization of CAMELS Rating Estimation Approaches and Supervision on The Basis of Risks in the Banking Supervision System of Ukraine
(original language – Ukrainian)
The financial analysis of the banks and analysis of risk management systems’ effectiveness occupies a significant place in the system of banking supervision. Since 2004 in the system of the bank supervision the methods of risk evaluation are established, which supplement the traditional evaluation of the financial state according to the system CAMELS. Specialists of the bank supervision evaluate not only current financial state and the observance of legislation standards by the bank but the future influence of the risks, which were revealed during the process of the supervisory activities. With the purpose to provide an adequate control it is necessary to improve the approaches, to orient them on the most significant issues which require urgent regulatory action. It was proposed to use a differentiated approach to individual structural and functional groups of banks. It was suggested to use differentiated approach to individual structural and functional bank groups and dynamic modeling of banks’ financial condition with the help of Kohonen’s self-organizing map. Financial indicators of a certain bank obtain a new qualitative assessment.
Key words: banking supervision, the financial indicates of banks, risks’ profile, the cluster analysis.
Placed in №1, 2013.
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