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RESEARCH CENTRE FOR INDUSTRIAL DEVELOPMENT PROBLEMS of NAS of Ukraine (KHARKIV, UKRAINE)

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Liburkina L. M.

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Refining Interbank Risk Assessment Frameworks
Voyna A. O.

Voyna, Andriy O. (2026) “Refining Interbank Risk Assessment Frameworks.” Business Inform 4:405–424.
https://doi.org/10.32983/2222-4459-2026-4-405-424

Section: Finance, Money Circulation and Credit

Article is written in Ukrainian
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UDC 336.747.5:[005.334-047.44

Abstract:
The article examines theoretical approaches to the interpretation and classification of risks inherent in interbank operations from the perspective of the scientific community and financial institutions. The methodological basis of the study is a conceptual analysis of approaches and models of Ukrainian and foreign scholars, as well as modern global practices for assessing interbank risks. A comparative analysis of a wide range of methods has been carried out, along with their systematization and classification. Special attention is paid to discriminant methods based on the historical indicators of financial institutions. Based on the analysis of scientific research and own calculations, it is shown that a bank’s default due to economic reasons cannot be reliably determined on the basis of static indicators due to the influence of both objective and subjective factors, which necessitates the improvement of approaches to risk management. The scientific novelty lies in the development of an approach to assessing bank risk in terms of interbank operations based on the matrix «Liquidity Coverage Ratio (LCR) – Financial Stress Index» in combination with a multi-scenario approach to forecasting and analyzing cash flows. This approach allows for the early detection of hidden threats and a quantitative assessment of the level of risk inherent in a financial institution. The practical conclusions can be used by financial institutions when analyzing counterparty banks, managing liquidity, interbank lending, and setting interbank limits, as well as by regulators to improve predictive approaches to assessing the viability of financial institutions, minimizing the negative consequences of financial shocks, and ensuring the long-term stability of the financial system. Prospects for further research are associated with the formalization of mathematical and statistical models for assessing the risks of interbank operations, in particular with the use of artificial intelligence methods and big data analysis, as well as with a deeper economic interpretation of the obtained results.

Keywords: banks; financial risks; interbank operations; credit risk; liquidity risk; risk assessment; financial stress index.

Fig.: 5. Tabl.: 11. Formulae: 3. Bibl.: 17.

Voyna Andriy O. – Postgraduate Student, Department of Banking, State University of Trade and Economics (19 Kіoto Str., Kyiv, 02156, Ukraine)
Email: [email protected]

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