Abstract
The urgency and danger of systemic risks of the banking sector are highlighted. The features to the interpretation of the concept of systemic risk from both the position of scientists and through the prism of international organizations dealing with issues of regulation of financial markets are determined. There are three main approaches to understanding: microeconomic, macroeconomic and integrated are written. The concept of systemic liquidity risk, features of it’s distribution and necessity of regulation are disclosed. The methods of measuring the systemic liquidity risk in accordance with international practice are indicated and the main parameters of its estimation in the domestic banking sector are presented. Complex analysis of the banking system of Ukraine was conducted to identify a systemic liquidity risk or finding the possibility of developing it, and draw some conclusions. The necessity of strengthening control over systemically important banking institutions is mentioned. The prospects for improving the regulation of systemic liquidity risk for the Ukrainian banking market are proposed.
Highlights
IntroductionGlobal approaches to efficient banking regulation are being updated and upgraded
Year by year, global approaches to efficient banking regulation are being updated and upgraded
Among the main threats of stability, the global risks of financial systems, or as they are called at present — systemic risks, deserve the greatest attention nowadays
Summary
Global approaches to efficient banking regulation are being updated and upgraded. From the beginning of the 21st century, more and more attention was concentrated to ensure financial stability as a perfect state of the market for the effective functioning of all its entities. Among the main threats of stability, the global risks of financial systems, or as they are called at present — systemic risks, deserve the greatest attention nowadays. Systemic risks of the financial sector are mainly localized in the banking sector, which is the main channel for intermediary and redistribution of financial resources. Taking into account the specifics of the last two financial crises: the global crisis of 2007—2009 and the national crisis of 2014—2016, studying the issues about modern approaches for preventing systemic risks, including the systemic liquidity risk, becomes special relevance in the context of securing world financial stability and banking regulation
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