ПРО ОСОБЛИВОСТІ ПРОФІЛЮ РИЗИКІВ ВІТЧИЗНЯНИХ БАНКІВ

Abstract

The country's banking system in the process of performing its functions is always exposed to a significant number of both external and internal risks, which can significantly affect the efficiency of its activities. NBU began introducing a gradual transition to banking supervision based on bank risk assessment in 2015. The basic principles and tools of the risk-oriented approach are based on the assessment of banks' risks and the quality of their management using the SREP methodology. The use of new risk-oriented instruments has been enshrined in law in the form of bank assessment and in-house inspection of the bank. Given the objective nature of the existence of risks during the performance of banks' activities, it is necessary to create an appropriate mechanism to take them into account when making certain decisions related to the bank's management process, namely the risk management system. This is also due to the fact that banks in modern conditions have more significant requirements for the depth, relevance and adequacy of their approaches to the construction and implementation of banking risk management procedures, risk profile, taking into account the specifics of their activities, volume and nature of products and services, that is business model. In particular, modern approaches to bank valuation have been introduced, namely SREP analysis. SREP analysis is a continuous process based on the requirements of the European Banking Authority, conducted by the NBU on the basis of the approved methodology and takes into account the analytical information of its departments about banks, and covers all banks operating in the country’s banking system. This analysis is a comprehensive process that takes place on January, 1 of the calendar year and is subject to regular updates. The estimate obtained should be updated quarterly, based on changes in quantitative indicators and taking into account new relevant information of a non-financial nature. Based on the results of the analysis, the strategy of banking supervision is determined. In addition, the NBU regularly prepares Financial Stability Reports, which provide information on existing and potential risks that may threaten the stability of financial system of Ukraine.