Экономические науки / 8. Математические методы в
экономике
Sergienko O., PhD
in Economics, Associate professor,
Chuyko I., lecture,
Bilan Yu., student
Kharkiv
Institute of Banking of the University of Banking of the NBU,
Simon Kuznets Kharkiv National University of Economics, Ukraine
the MODEL OF Choosing Strategic Priorities of the Commercial Bank’s
Financial Security
The choice of the strategy of ensuring financial security is closely connected with the ability to make rational decisions, which
stipulates the necessity: to determine the aiml and content of the threat or problem; to determine
factors, dependencies and limitations; to collect data within the framework of
imposed limits and to carry out their analysis; to find out the most favourable
decisions and assess them according to the profitability index; to choose the
optimal decision. In the process of choosing a development strategy of commercial bank a lot of different approaches are used, however, a situational approach is the most popular one. The situational
approach enables to evaluate and predict the state of enterprise as a system in
dynamics. Providing for the devlopmant of scenarios, concerning decision-making
on different situations, the situational approach is not directed at managing
the organization’s resources within the structured system of objectives.
Thus, in article the dynamics of the development is studied according to the following constituents: the level of banking system development (LBSD), the level of the commercial bank’s security (LCBS), the level of the development of external environmental (IEEF) and of internal environmental factors (IIEF) on the basis of the integral index of the development level, calculated with the method of total reduction of factor (method of taxonomic assessment), which provides for quantitative level assessment of the development
dynamics in every sphere as an integral rating index, which generalizes various
effects of different factors [1, 2]. The value of the integral index varies from 0-1, the closer
the value to 1 is, the higher the level of the
banking system development and financial security of the
bank is, and the more favourable
external and internal environmental factors are [3]. The classification of
conditions according to the studied constituents has been developed on the
basis of variations of corresponding integral indices, in particular:
1)
the level of banking system development (LBSD), has three conditions – growth, stability and recession. That is, the index of the level of banking system development has the following gradation and interpretation:
– improvement of banking
system condition (development or positive changes);
– consistency of banking
system conditions (stability);
– worsening of the banking
system condition (crisis or negative changes).
2)
the level of the commercial bank’s financial security
(LCBS),
is classified as high, sufficient, average and low. The work deals with the following groups according to the level of financial stability:
–
a high level of the commercial bank’s financial
security;
– a sufficient level of the
commercial bank’s financial security;
–
a satisfactory level of commercial bank’s financial
security;
–
an unsatisfactory level of the commercial bank’s
financial security
3)
the level of external environmental factors (IEEF). The characteristic of the condition of external environment on the basis of the
defined scope of impact is interpreted as follows:
–
an aggressive condition of external environmental factors;
– a moderate impact of
external environmental factors;
– a neutral condition of external environmental
factors.
4)
the level of internal environmental factors
(IEF), constituents of internal environment of the firm directly influence the
its performance:
–
a destabilizing impact of internal environmental
factors;
- a neutral impact
of internal environmental factors;
- a posistive impact
of internal environmental.
The implementation of choice model is
based on building a vector of strategic priorities by finding a gravity center of the
polygon, built in the corresponding system of coordinates on the basis of the
calculated assessments of each studied costituent on
the basis of the following algorithm:
1) it is necessary to
divide a quadrangle into two triangles, to find a point of medians’
intersection for each triangle, this point is a gravity center of the triangle;
2) on the next stage coordinates of a
gravity center of each triangle are found according
to the formula:
where
3) triangle areas are
determined according to the formula:
where
4) a vector of strategy choice is determined by finding a
gravity center of the quadrangle, built in the four-sector systemin
accordance with to the calculated assessments of each group of indices according to the formula:
where
5) a vector of strategic priorities is drawn through the center of coordinates and a
gravity center, that provides
for determing the strategy of the commercial bank, proceeding
from the reached development level. Thus, the starategy,
which can be ensured subject to any factor, is determined. In the direction,
opposite to the vector of strategic priorities, there is a strategy, which should
be chosen for increasing the level of CBFS by smoothing the level of factors
development.
The vector of strategic priorities determines the strategy,
which is rational for the commercial bank with a current level of development
and a corresponding scope of impact of all distinguished factors.
Let’s look at the scenarios of choosing a strategy subject
to values of all the calculated constituents, obtained on the basis of building
a complex of assessment models and the analysis of structural elements of the financial
security [4] on the basis of statistical data
for the First Ukrainian International Bank [5, 6].
Values of integral indices for modeling scenarios of choosing a
strategy of CBFS:
– The level of banking system development (LBSD =0,25);
– The level of commercial bank’s financial security (LCBFS=0,4);
– The impact of external environmental factors (IEEF=0,8);
– The impact of internal environmenal factors (IIEF=0,3).
Fig. 1 represents quadrangles, built on the basis of the
model of choosing a
strategy to ensure financial security according to the first scenario. Thus, a
vector of strategic priorities indicates, that for
the factors from the first scenario, the
strategy of innovative changes is a priority for the commercial bank.
Fig. 1. The
quadrangle of choosing a strategy to ensure financial security according to the
first scenario
Meanwhile, for increasing the level of
CBFS by smoothing the level of factors development, the bank should choose the
strategy of preventive counteraction.
The implementation of this strategy will enable the bank to increase the level
of financial security, and to maintain it on the necessary level, reducing
consequences of the impact of external environmental factors.
Thus, the model of strategy choice on the basis of a
complex assessment of the
level of financial security under conditions of internal and external factors of the
commercial bank with the help of the
developed model enables to determine
directions of money investment with the purpose to increase the level of the commercial
bank’s financial security.
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5.
Офіційний сайт НБУ –
[Електронний ресурс]. – Режим доступу – http://www.bank.gov.ua
6.
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«ПУМБ» – http://pumb.ua/