Economic Analysis: Theory and Practice

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Methodological approaches to statistical analysis of the banking system

Vol. 18, Iss. 3, MARCH 2019

Received: 17 January 2019

Received in revised form: 28 January 2019

Accepted: 7 February 2019

Available online: 29 March 2019


JEL Classification: С1, С6, G2

Pages: 588–600

Dotsenko O.S. Sevastopol State University, Sevastopol, Russian Federation

ORCID id: not available

Subject The study addresses methods for analyzing bank activities. It intends to investigate procedures for forecasting time series and statistical and mathematical analysis of bank operations.
Objectives The purpose is to improve methods of analyzing and forecasting the operations of a single bank based on АRIMA models, geometric representation of bank performance indicators in space, reliability rating of banks.
Methods The study employs a set of mathematical and statistical methods, namely statistical observation, grouping by individual indicators and a set of indicators using the cluster, vector and rating methods of analysis, method of analyzing time series and interrelations between indicators.
Results I made a forecast of operations of a single bank, using the geometric representation of its parameters. It enabled to evaluate the bank stability during the investigated period. Furthermore, I developed a rating table of banks for a set of indicators. The techniques of the analysis can be used by the management, customers and counterparties of banking institutions when choosing the most reliable bank.
Conclusions The geometric transformation of banking activity parameters simplifies the procedure for making bank reliability ratings and enables a comprehensive analysis of the mechanisms of bank operations. Using the ARIMA methods facilitates a more informative forecast of reliability of banks despite the implicit initial trend and seasonal changes in the constantly changing socio-political and economic situation.

Keywords: bank, forecasting, tuple, rating


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