Abstract:
The article considers the issues of assessing the level of financial
security of the bank. An analysis of existing approaches to solving this problem.
A scientific and methodological approach based on the application of
comprehensive assessment technology is proposed. The computational algorithm
is presented in the form of a four-stage procedure, which contains the
identification of the initial data set, their normalization, calculation of the partial
composite indexes, and a comprehensive index of financial security. Results have
interpretation. Determining the levels of financial security and the limits of the
relevant integrated indicator is based on the analysis of the configuration of
objects in the two-scale space of partial composite indexes, which is based on the
division of the set of initial indicators by content characteristics. The results of
the grouping generally coincided with the results of the banks ranking according
to the rating assessment of their stability, presented in official statistics. The
article presents the practical implementation of the proposed computational
procedure. To automate calculations and the possibility of scenario modeling, an
electronic form of a spreadsheet was created with the help of form controls. The
obtained results allowed us to identify the number of levels of financial security
and their boundaries.
