БАГАТОВИМІРНЕ МОДЕЛЮВАННЯ ФІНАНСОВОЇ СТІЙКОСТІ БАНКІВ УКРАЇНИ МЕТОДАМИ ФАКТОРНОГО ТА КЛАСТЕРНОГО АНАЛІЗУ
Ключові слова:
банк, банківська система, фінансова система, модель, фінансова стійкість, кластеризація, метод головних компонент, фінансове здоров’я, багатовимірне моделювання, адаптивність банківської системи
Анотація
У статті проведене комплексне дослідження банківської системи України методами багатовимірного статистичного аналізу (критерій КМО та наявність значущих зв'язків між змінними за тестом Бартлетта; правило Кайзера для відбору ключових чинників фінансової стійкості банків і метод Варда для ієрархічної кластеризації банків України). Так, за допомогою методу головних компонент було знижено розмірність даних, а завдяки застосуванню методів кластеризації визначено системно важливі банки, які відіграють вагому роль у підтримці фінансової стійкості країни.
Посилання
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2. Bielinskyi, A., Soloviev, V., Hushko, S., Kiv, A., & Matviychuk, A. (2022). High-order network analysis for financial crash identification. M3E2-MLPEED. 132-149.
3. Blahun, I., Blahun, I., & Blahun, S. (2020). Assessing the stability of the banking system based on fuzzy logic methods. Banks and Bank Systems, 15(3). 171.
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7. Daud, S.N.M., Khalid, A., & Azman-Saini, W.N.W. (2022). FinTech and financial stability: Threat or opportunity? Finance Research Letters, 47. 102667.
8. Drobiazko, A.O. (2024, May). The banking system of Ukraine as a factor of social stability in the war. Forum for Economic and Financial Studies, 2(2). 399-399.
9. Dziamulych, M., Krupka, I., Petyk, V., Zaplatynskyi, M., Korobchuk, T., Synenko, V., & Avramchuk, L. (2023). Operational efficiency of Ukraine’s banking system during the war. AD ALTA: Journal of interdisciplinary research, 13(1). 164-168.
10. Harmatii, N., Volobuieva, Yu., Harmatii, S., Siurpita, S. (2021). Modeliuvannia dynamiky rozvytku ta vdoskonalennia bankivskykh ustanov instrumentariiem klasternoho analizu. Sotsialno-ekonomichni problemy i derzhava, 2(25). 136-148. [in Ukrainian]
11. Jolliffe, I.T., & Cadima, J. (2016). Principal component analysis: a review and recent developments. Philosophical transactions of the royal society A: Mathematical, Physical and Engineering Sciences, 374(2065). 20150202.
12. Kaminskyi, A., Nehrey, M., & Zomchak, L. (2021). Machine learning methods application for consumer banking. SHS Web of Conferences, 107. 12001. EDP Sciences.
13. Kichurchak, M. (2021). Structural Changes in the Market of Bank Deposits of Households in Ukraine. Finanse i Prawo Finansowe, 1(29). 61-78.
14. Kyshakevych, B., & Klymkovych, I. (2018). Estimation of Z-score for Ukrainian banking system. Scientific Journal of Polonia University, 30(5). 43-51.
15. Lobozynska, S., Skomorovych, I., & Vladychyn, U. (2022). Activities of the National Bank of Ukraine under Martial Law. Bezpieczny Bank, 86(1). 49-64.
16. Mints, A., Marhasova, V., Hlukha, H., Kurok, R., & Kolodizieva, T. (2019). Analysis of the stability factors of Ukrainian banks during the 2014–2017 systemic crisis using the Kohonen self-organizing neural networks. Banks and Bank Systems, 14(3). 86.
17. Natsionalnyi bank Ukrainy: ofitsiina storinka. URL: https://bank.gov.ua/en/ [in Ukrainian]
18. Novak, O., Zashchypas, S., Sliusar, Y., Chaikovskyi, R., & Burtsev, Y. (2025). Ensuring the Financial Stability of the Banking System of Ukraine in the Conditions of Internal and External Shocks. Journal of International Commerce, Economics and Policy. 2550007.
19. Ozili, P.K., & Iorember, P.T. (2024). Financial stability and sustainable development. International Journal of Finance & Economics, 29(3). 2620-2646.
20. Pilko, A., & Kramar, V. (2020, May). Models of assessment and analysis of the level of monetary security of the state. Eastern european conference of management and economics. 146.
21. Risman, A., Mulyana, B., Silvatika, B., & Sulaeman, A. (2021). The effect of digital finance on financial stability. Management Science Letters, 11(7). 1979-1984.
22. Rubakha, M., Tkachyk, L., Zamaslo, O., & Irshak, O. (2019). Risk-oriented integral assessment of the Ukrainian banks effectiveness. Banks and Bank Systems, 14(3). 121.
23. Shapoval, Y. (2021). Central bank communication design: towards transparency of monetary policy. Economics & Education, 6(2). 63-68.
24. Shcherbatyh, D.V., & Shpilevoy, B.V. (2016). Approaches and threats to the formation of financial and economic security of banking institutions. Bulletin of the Cherkasy Bohdan Khmelnytsky National University. Economic Sciences, 1.
25. Vdovyn, M., Zomchak, L., Bodnar, O. (2021). Klasteryzatsiia krain TsSIe za pokaznykamy ZED. Ekonomika ta suspilstvo, 26. [in Ukrainian]
26. Yasynska, N., Syrmamiikh, I., & Penez, O. (2021). Monitoring the financial security of the Ukrainian banking sector in the context of system-deterministic challenges. Banks and bank systems, 16(2). 12.
27. Zhavoronok, A., Shchur, R., Zhezherun, Y., Sadchykova, I., Viadrova, N., & Tychkovska, L. (2022). The role of the credit services market in ensuring stability of the banking system. International Journal of Safety & Security Engineering, 12(6).
28. Zolkover, A., & Tarasenko, I. (2024). The role of banks in the process of shadowing the Ukrainian economy. Finance of Ukraine, 8. 51-70.
29. Zomchak, L., & Hakava, S. (2025). Unveiling Disparities and Resilience in Ukrainian Regional Labor Markets: Multidimensional Ranking Approach. Developments in Information and Knowledge Management Systems for Business Applications, 8. 495-516. Cham: Springer Nature Switzerland.
30. Zomchak L., Dyda A. (2024). Rehionalna dyferentsiatsiia ta dysproportsii ahrarnoho sektoru Ukrainy: klasternyi pidkhid. Tsyfrova ekonomika ta ekonomichna bezpeka, 6(15). 24-30. [in Ukrainian]
2. Bielinskyi, A., Soloviev, V., Hushko, S., Kiv, A., & Matviychuk, A. (2022). High-order network analysis for financial crash identification. M3E2-MLPEED. 132-149.
3. Blahun, I., Blahun, I., & Blahun, S. (2020). Assessing the stability of the banking system based on fuzzy logic methods. Banks and Bank Systems, 15(3). 171.
4. Bondarenko, L., Skoropad, I. (2024). Otsinka finansovoi stabilnosti vitchyznianoho bankivskoho sektoru v chasi viiny. Efektyvna ekonomika, 4. [in Ukrainian]
5. Carlson, M., Correia, S., & Luck, S. (2022). The effects of banking competition on growth and financial stability: Evidence from the national banking era. Journal of Political Economy, 130(2). 462-520.
6. Cerchiello, P., Nicola, G., Rönnqvist, S., & Sarlin, P. (2022). Assessing Banks' distress using news and regular financial data. Frontiers in Artificial Intelligence, 5. 871863.
7. Daud, S.N.M., Khalid, A., & Azman-Saini, W.N.W. (2022). FinTech and financial stability: Threat or opportunity? Finance Research Letters, 47. 102667.
8. Drobiazko, A.O. (2024, May). The banking system of Ukraine as a factor of social stability in the war. Forum for Economic and Financial Studies, 2(2). 399-399.
9. Dziamulych, M., Krupka, I., Petyk, V., Zaplatynskyi, M., Korobchuk, T., Synenko, V., & Avramchuk, L. (2023). Operational efficiency of Ukraine’s banking system during the war. AD ALTA: Journal of interdisciplinary research, 13(1). 164-168.
10. Harmatii, N., Volobuieva, Yu., Harmatii, S., Siurpita, S. (2021). Modeliuvannia dynamiky rozvytku ta vdoskonalennia bankivskykh ustanov instrumentariiem klasternoho analizu. Sotsialno-ekonomichni problemy i derzhava, 2(25). 136-148. [in Ukrainian]
11. Jolliffe, I.T., & Cadima, J. (2016). Principal component analysis: a review and recent developments. Philosophical transactions of the royal society A: Mathematical, Physical and Engineering Sciences, 374(2065). 20150202.
12. Kaminskyi, A., Nehrey, M., & Zomchak, L. (2021). Machine learning methods application for consumer banking. SHS Web of Conferences, 107. 12001. EDP Sciences.
13. Kichurchak, M. (2021). Structural Changes in the Market of Bank Deposits of Households in Ukraine. Finanse i Prawo Finansowe, 1(29). 61-78.
14. Kyshakevych, B., & Klymkovych, I. (2018). Estimation of Z-score for Ukrainian banking system. Scientific Journal of Polonia University, 30(5). 43-51.
15. Lobozynska, S., Skomorovych, I., & Vladychyn, U. (2022). Activities of the National Bank of Ukraine under Martial Law. Bezpieczny Bank, 86(1). 49-64.
16. Mints, A., Marhasova, V., Hlukha, H., Kurok, R., & Kolodizieva, T. (2019). Analysis of the stability factors of Ukrainian banks during the 2014–2017 systemic crisis using the Kohonen self-organizing neural networks. Banks and Bank Systems, 14(3). 86.
17. Natsionalnyi bank Ukrainy: ofitsiina storinka. URL: https://bank.gov.ua/en/ [in Ukrainian]
18. Novak, O., Zashchypas, S., Sliusar, Y., Chaikovskyi, R., & Burtsev, Y. (2025). Ensuring the Financial Stability of the Banking System of Ukraine in the Conditions of Internal and External Shocks. Journal of International Commerce, Economics and Policy. 2550007.
19. Ozili, P.K., & Iorember, P.T. (2024). Financial stability and sustainable development. International Journal of Finance & Economics, 29(3). 2620-2646.
20. Pilko, A., & Kramar, V. (2020, May). Models of assessment and analysis of the level of monetary security of the state. Eastern european conference of management and economics. 146.
21. Risman, A., Mulyana, B., Silvatika, B., & Sulaeman, A. (2021). The effect of digital finance on financial stability. Management Science Letters, 11(7). 1979-1984.
22. Rubakha, M., Tkachyk, L., Zamaslo, O., & Irshak, O. (2019). Risk-oriented integral assessment of the Ukrainian banks effectiveness. Banks and Bank Systems, 14(3). 121.
23. Shapoval, Y. (2021). Central bank communication design: towards transparency of monetary policy. Economics & Education, 6(2). 63-68.
24. Shcherbatyh, D.V., & Shpilevoy, B.V. (2016). Approaches and threats to the formation of financial and economic security of banking institutions. Bulletin of the Cherkasy Bohdan Khmelnytsky National University. Economic Sciences, 1.
25. Vdovyn, M., Zomchak, L., Bodnar, O. (2021). Klasteryzatsiia krain TsSIe za pokaznykamy ZED. Ekonomika ta suspilstvo, 26. [in Ukrainian]
26. Yasynska, N., Syrmamiikh, I., & Penez, O. (2021). Monitoring the financial security of the Ukrainian banking sector in the context of system-deterministic challenges. Banks and bank systems, 16(2). 12.
27. Zhavoronok, A., Shchur, R., Zhezherun, Y., Sadchykova, I., Viadrova, N., & Tychkovska, L. (2022). The role of the credit services market in ensuring stability of the banking system. International Journal of Safety & Security Engineering, 12(6).
28. Zolkover, A., & Tarasenko, I. (2024). The role of banks in the process of shadowing the Ukrainian economy. Finance of Ukraine, 8. 51-70.
29. Zomchak, L., & Hakava, S. (2025). Unveiling Disparities and Resilience in Ukrainian Regional Labor Markets: Multidimensional Ranking Approach. Developments in Information and Knowledge Management Systems for Business Applications, 8. 495-516. Cham: Springer Nature Switzerland.
30. Zomchak L., Dyda A. (2024). Rehionalna dyferentsiatsiia ta dysproportsii ahrarnoho sektoru Ukrainy: klasternyi pidkhid. Tsyfrova ekonomika ta ekonomichna bezpeka, 6(15). 24-30. [in Ukrainian]
Опубліковано
2025-09-25
Як цитувати
ZOMCHAK, L., & SENIV, A. (2025). БАГАТОВИМІРНЕ МОДЕЛЮВАННЯ ФІНАНСОВОЇ СТІЙКОСТІ БАНКІВ УКРАЇНИ МЕТОДАМИ ФАКТОРНОГО ТА КЛАСТЕРНОГО АНАЛІЗУ. Вісник Київського інституту бізнесу та технологій, 53(2), 73-86. https://doi.org/10.37203/kibit.2025.53(2).06
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