Ivan Blahun
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2 publications
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514 downloads
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766 views
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A model for achieving the allocative efficiency of credit resources in Ukraine’s banking system
Lesia Dmytryshyn , Ivan Blahun doi: http://dx.doi.org/10.21511/bbs.11(3).2016.01The article presents a model for achieving the allocative efficiency of credit resources in Ukraine’s banking system. The research involves establishing a set of criteria for assessing a borrower’s creditworthiness and analyzing them by means of the discriminant analysis, Helwig’s methods, cluster analysis, the dendrite method, and principal component analysis; the methods are, then, contrasted. This is followed by designing an optimal credit portfolio of the banking system and comparing it with actual credit portfolios with the help of similarity metrics.
Keywords: banking system, borrower’s creditworthiness, credit portfolio, statistical methods, similarity metrics.
JEL Classification: G22, E51, C14, C18, C61 -
Simulative model for evaluation of investment processes in the regions of Ukraine
Ivan Blahun , Lesia Dmytryshyn , Halyna Leshuk doi: http://dx.doi.org/10.21511/imfi.14(3-2).2017.03Investment Management and Financial Innovations Volume 14, 2017 Issue #3 pp. 322-329
Views: 901 Downloads: 169 TO CITE АНОТАЦІЯTo analyze and evaluate the investment processes in the regions of Ukraine, it is suggested to use a simulative model that, unlike existing ones, allows to take into account the influence of macroeconomic factors and to predict the future development of the economic system of the regions taking into account their investment potential. The examination of the assessed simulative models of the investment processes in the regions of Ukraine for adequacy is carried out using the determination coefficient and Fisher’s criterion, by which the influence of the most significant economic variables of social and economic development of the regions on the investments formation is determined. Research of the investments impact on the dynamics of economic systems indicators of the regions has shown that 86% of the constructed models are adequate. The presence of statistically significant estimates of model parameters confirms the effectiveness of the proposed approach for conducting research on the analysis and forecasting of the patterns of significant indicators formation of investment activity at the regional level, as well as their impact on indicators of social and economic development.