Факультет економічних наук

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Browsing Факультет економічних наук by Subject "article"

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    Analysis of optimal liability structure for corruption
    (2018) Shkurykhin, Andrii
    State corruption is present in any of the current public governance systems and in both developed and emerging economies. The drawbacks of corruption, leading to non-optimal resource allocation and shifts in economic decisions, are extensively studied, and various anti-corruption measures have been proposed by scholars, governments and international development institutions . Designing an efficient policy is impossible without outlining the structure of liability for corruption wrongdoings. The economy of crime provides some valuable insight, which, combined with more traditional policymaking models, is useful to answer the question of the optimal liability regime for corruption.
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    Dynamic framework for strategic forecasting of the bank consumer loan market: Evidence from Ukraine
    (2023) Kaminskyi, Andrii ; Versal, Nataliia ; Petrovskyi, Oleksii; Prykaziuk, Nataliia
    Accurate forecasting of consumer loan market behavior gives banks a huge potential to optimize their credit strategies by proactively adapting to external changes. This study aims to analyze and predict consumer loan demand, supply, and profitability in the Ukrainian banking sector. Using a systemic dynamic approach, the interplay of five key factors is considered: central bank policies, GDP fluctuations, changing competitive landscape driven by FinTech companies, investment in government bonds as an alternative to loan granting, and severity of credit risk management. The developed dynamic model for the bank consumer loan market in Ukraine offers predictive capabilities enhancing decision-making and strategic planning in the banking sector and can be adapted in open small economies. Within the proposed systemic dynamic model, five scenarios were explored. Compared to the base scenario, a 4 p.p. increase in the key policy rate results in UAH 4.7 billion decrease in demand for bank consumer loans and a UAH 0.55 billion reduction in lending profitability based on the year’s results. Fall in GDP by 6 p.p. leads to a decrease in the supply of bank consumer loans by UAH 6.9 billion and a decrease in lending income by UAH 1.3 billion based on the year’s results. Scenario with the decline of FinTech portfolio by 20 p.p. quarterly leads to an increase in demand for bank consumer loans of UAH 8 billion. A 4 p.p. rise in government bond yields leads to a UAH 17 billion reduction in the supply of consumer loans in the same quarter.