Ключові проблеми формування та ефективного використання економічного капіталу банку
ey problems of formation and effective use of bank economic capital

Summary/Abstract: Scientific substantiation of key issues and measures to implement them in order to ensure the formation of sufficientcapital for economic stability of the banking institutions in terms of economic stagnation, inflation of the currency, challengesand threats in the financial sector as the object and purpose of the study determine its relevance and the need to completethe necessary methods and organizational support for development and effective use of financial resources of the bank.The article analyzes the theory and methodology for the formation and use of economic capital bank for its adequacy andproposed order of investigation of these processes: modeling techniques functional relationships (formation) methods ofregulation (assessment and determination of sufficiency), risk management (use). The directions search tools and impactassessment identifying indicators of financial stability of banks depending on the criterion signs of his state.Given the banks' ability to withstand financial shocks Basel Committee in 2008 announced a comprehensive strategyand risk management of banks, as well as recommendations on modeling integral index of economic security of the bank.Based on the theoretical foundations of economic capital formula published volumes simulations concluded that the mostsuitable to assess and determine the economic capital model is WACC (Weighted Average Cost of Capital), model estimation ofcapital assets CAPM, methods of Swiss bank Credit Suisse, as well as technique calculation of economic capital at risk.We offer a new optimization model determine the need for economic capital as the potential capital or the total amount ofunpredictable risk weighting considering all types of assets to certain risks, including by business segments and comparisonwith variants volume of regulatory capital as a resource economic capital.The obtained results of scientific research system means expanding the coverage of economic capital, make it possibleto estimate the margin of safety regulatory capital and setting individual approaches to the officially accepted standards andbasic adequacy of bank capital that the use of the calculations, comparisons and justifications enables banks to reduce theiractivities in all kinds risks.

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