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Teoria i funkcje systemu finansowego w kontekście narastającego ryzyka niestabilności

100%

Karkowska R.

nr 1

97-116

Financial system stability is defined as a state of continuous and effective of the financial system, it is an essential element in developing economies. Disturbances in the financial system and financial streams flow inefficiencies adversely affect the situation of enterprises and households. This article is a panoramic look at the theory of the financial system of the economy, its function as a place of: transfer of funds in time and space, making payments and settlements, access to price information and risk management. In the context of the article the author also publishes the structure of financial system problems. Highlights the complexity and institutional characteristics. Discusses the problem of a literature review of theory and functions of the financial system of the economy, its structure and function. The author has done the empirical research on the figures on the size of bank assets and capitalization of stock markets in different countries. It should be noted that this study does not exhaust the entire complex and the enormous problems of systemic risk and the factors that determine it in individual economies. The author hopes that it will be a contribution to further research and scientific thinking.

PROPOSAL FOR SECURITIZATION OF SYSTEMIC RISK IN SLOVAK AGRICULTURE

88%

Pinda Ľ. , Páleš M. , Smažáková L. , Mišota B.

nr 4

359 – 378

The article proposes insurance of agricultural crop represented by hectare yield in Slovakia. There is a systemic risk, for which the fund from collected premiums may not be sufficient for the insurer. It therefore seeks reinsurance in the reinsurance market. If it is exhausted, the reinsurer transfers the unbearable part of the risk to the capital market by means of ILS instruments, namely CAT bonds. The indicator of a loss event is the value of the loss index. The diverse geographical relief of Slovakia causes different conditions for farmers to grow crops. We took wheat in our article. Different hectare yields are achieved due to different geographical conditions in the same production process. This causes a balance distortion between the amount of the same premium and the amount of the risk borne and the existence of a basis risk. Due to its elimination, we will divide growers according to cultivated land into agricultural production areas, where the achieved hectare yields are registered, and we will evaluate CAT bond for each of them. The risk is then transferred to the capital market. For a securitization process to be feasible, the tradability of a CAT bond is essential.

Peredumovy ta naukovo-metodychni pidkhody do vyokremlennya systemno vazhlyvykh bankiv

75%

Samsonov M. I.

tom 1 (59)

244-251

The author considers the problem of systemic risk regulation by providing systemically important banks. The paper considers the economic and social conditions of systemically important banks’ identification in the context of risk-based supervision. Economic conditions associated with the need for earlier detection of systemic risk carriers and prevention of crisis processes because of the significant capital costs for post-crisis recovery. Social conditions due to the problem of social irresponsibility systemically important financial institutions and the problem of covering their losses by the expense of taxpayers. The comparative analysis of the basic methodological approaches to the systemically important banks’ identification – indicator-based approach, network approach and methods of systemic risk’s distribution. In terms of identification of systemically important banks in Ukraine, the optimal method is the application of the indicator-based approach, given its cross-cutting assessment, availability of necessary data and the reliability of the results.

COMPARATIVE ANALYSIS OF THE FINANCIAL STABILITY INDICATORS OF UKRAINE (Komparatyvnyi analiz indykatoriv finansovoi stabilnosti Ukrainy)

63%

Marynych T. O.

tom 3 (47)

218-227

The indicators of the country's financial stability were identified and classified. Comparative analysis of the financial system vulnerabilities of Kazakhstan, Latvia, Poland, Russia, Hungary, Czech Republic and Ukraine was made. The actions of the National bank of Ukraine to reduce the risks of the economy dollarization and national currency devaluation were considered.