Peculiarities of the Dynamics of Volume of Credits Granted by the Ukrainian Banking System to Residents
Journal Title: Проблеми економіки - Year 2015, Vol 2015, Issue 3
Abstract
Any questions related to crediting processes are constantly in the focus of attention. At that analyzing the dynamics of volume of the granted credits acquires a special role, as it determines movement of outgoing financial flows both of individual banks and the banking system in terms of stability of the banking system, individual banks and economic development in general. The purpose of the article is to analyze the movement of credit flows of the domestic banking system both with relation to the selected time period and for individual intervals during this time period. With the help of wavelet analysis local peculiarities of the studied time series have been identified due to decomposition of the incoming data into two sets of data, one of which is determined by a set of approximation coefficients, and the other — by that of detail ones. Approximation coefficients generalize the trend characteristics of the studied time series and detail coefficients reveal the existing peculiarities of the studied time series. The wavelet transform as a part of wavelet analysis permitted to build a hierarchical structure of the incoming studied time series, which increased the possibility of carrying out a more detailed analysis of the studied time series. Using wavelet analysis allows specifying periods of correlation and decorrelation between individual series of the analyzed data. It permits to draw conclusions about justifying adjustments of dynamics of components in the general series of the credit volume granted to residents and create a balanced policy of the impact on the banking system activity. The subject of the further research is developing recommendations on regulation of banking activities based on wavelet analysis.
Authors and Affiliations
Nataliya Pogorelenko
Keywords
Related Articles
- EP ID EP164156
- DOI -
- Views 138
- Downloads 0
Formation of the mechanism of realisation of the logistics strategy of river ports
The article identifies the role of river ports in the logistical chain of supplies of the transportation system of Ukraine. It envisages to use the developed logistics strategy for creation of river logistics centres on...
Analysis of Strategic Approaches and Problematic Issues in Organization of Forecasting the Socio-Economic Development in the EU Countries and Ukraine
In the work strategic approaches to the organization and functioning of the system for forecasting the socio-economic development in the EU countries, Ukraine and its regions have been considered, the existing problemati...
Peculiarities of Using the Balanced Scorecard Technology at Different Stages of the Bank Life Cycle
The objectives and indicators of projections of the Balanced Scorecard system (BSC): "finance", "clients", "internal business processes", "staff development" at different stages of the bank life cycle have been defined....
Justification of strategy of development of administrative competences of the enterprise
Tthe article is concentrated on one of the most pressing issues of strategic management relating to the complexity of the formation and development of managerial competences of the enterprise. The study of the evolution...
Peculiarities of Fixed Assets Accounting after January 1, 2015
The aim of the article is to study the peculiarities of regulatory and legal support of fixed asset accounting, which involves the further harmonization of accounting with tax accounting, gradually approaching the intern...