Assessment of bank’s financial security levels based on a comprehensive index using information technology

- Khrushch, Nila (orcid.org/0000-0002-9930-7023), Hryhoruk, Pavlo (orcid.org/0000-0002-2732-5038), Hovorushchenko, Tetiana (orcid.org/0000-0002-7942-1857), Lysenko, Sergii (orcid.org/0000-0001-7243-8747), Prystupa, Liudmyla (orcid.org/0000-0002-5088-0654) and Vahanova, Liudmyla (orcid.org/0000-0002-5812-4597) (2020) Assessment of bank’s financial security levels based on a comprehensive index using information technology Proceedings of the Selected Papers of the Special Edition of International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2-MLPEED 2020) Odessa, Ukraine, July 13-18, 2020, 2713. pp. 239-260. ISSN 1613-0073

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Abstract

The article considers the issues of assessing the level of financial security of the bank. An analysis of existing approaches to solving this problem. A scientific and methodological approach based on the application of comprehensive assessment technology is proposed. The computational algorithm is presented in the form of a four-stage procedure, which contains the identification of the initial data set, their normalization, calculation of the partial composite indexes, and a comprehensive index of financial security. Results have interpretation. Determining the levels of financial security and the limits of the relevant integrated indicator is based on the analysis of the configuration of objects in the two-scale space of partial composite indexes, which is based on the division of the set of initial indicators by content characteristics. The results of the grouping generally coincided with the results of the banks ranking according to the rating assessment of their stability, presented in official statistics. The article presents the practical implementation of the proposed computational procedure. To automate calculations and the possibility of scenario modeling, an electronic form of a spreadsheet was created with the help of form controls. The obtained results allowed us to identify the number of levels of financial security and their boundaries.

Item Type:	Article
Keywords:	financial security, bank, composite index, information technology, convolution, scale of financial security levels
Subjects:	Science and knowledge. Organization. Computer science. Information. Documentation. Librarianship. Institutions. Publications > 00 Prolegomena. Fundamentals of knowledge and culture. Propaedeutics > 004 Computer science and technology. Computing. Data processing > 004.9 ІКТ ( Application-oriented computer-based techniques ) > 004.94 Simulation Science and knowledge. Organization. Computer science. Information. Documentation. Librarianship. Institutions. Publications > 3 Social Sciences > 33 Economics. Economic science
Divisions:	Institute for Digitalisation of Education > Joint laboratory with SIHE “Kryvyi Rih National University”
Depositing User:	Сергій Олексійович Семеріков
Date Deposited:	08 Dec 2021 06:15
Last Modified:	08 Dec 2021 06:15
URI:	https://lib.iitta.gov.ua/id/eprint/727240

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