THE FEATURES OF FORECASTING THE DEVELOPMENT OF THE MARKET OF THE UKRAINIAN BANKING CORPORATE CREDIT ON DIFFERENT CREDIT CYCLE PHASES
Journal Title: Проблеми системного підходу в економіці - Year 2018, Vol 6, Issue 68
Abstract
The article analyzes the development of the Ukrainian credit market. The predominant attention is paid to the market of Ukrainian corporate banking, namely the analysis of its functioning in terms of economic and credit cycles. For the Ukrainian corporate banking market, a significant level of persistence is characteristic. This defines such a characteristic that there is a long-term memory in the dynamics of corporate credit development indicators. The study identified the main factors, namely internal and external, that influence the development of the main indicators of the domestic market of corporate credit. The author highlighted and substantiated the main phases of the credit cycle and analyzed the dynamics of the development of the credit market, and the market of bank corporate credit as its main segment on each of them. The research proposes theoretical and methodological aspects of forecasting the development of the market of bank corporate credit in accordance with the phases of credit and economic cycles. The author proposes a step-by-step forecast of the main characteristics of the market, such as the level of risk, interest rate and volumes of corporate lending loans depending on the phase of the credit cycle. At the first stage it is necessary to assess the existence of cyclicality in the corporate lending market, which involves determining the stationary nature of the dynamics of corporate loans and for forecasting the main parameters of the market of bank corporate lending in different phases of the credit cycle. In the last stage, using a set of correlation-regression models with variables that characterize demand, namely economic development and supply: the level of rates, monetary policy in the corporate lending market, is directly predicted by the main parameters characterizing this market: the level of risk, the interest rate and volumes of loans.
Authors and Affiliations
Diana Koicheva, Dmytro Kretov
Keywords
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- EP ID EP562375
- DOI 10.32782/2520-2200/2018-6-27
- Views 113
- Downloads 0
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