Совершенствование методики выявления системно значимых банков в Республике Беларусь
Abstract
В статье предложена методика выявления системно значимых банков в Республике Беларусь. Представленная методика дает возможность проведения кластерного анализа деятельности банков, построения рейтинга банков и прогнозирования их будущего в зависимости от положения в конкретной группе. Она может быть использована НБ РБ в целях пруденциального надзора.Ключевые слова: банк, анализ, оценка, системно значимый банк, банковская система. The methodology for the identification of systemically important banks in the Republic of Belarus is proposed in the article. The proposed methodology enables to carry out cluster analysis of bank activities, to rate the banks and to forecast their future depending on their ranking in the group. It can be applied by the National Bank of the Republic of Belarus for prudential supervision. Keywords: bank, analysis, estimation, systemically important banks, the banking system.References
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