COMPARATIVE ANALYSIS OF THE SUSTAINABILITY OF FINANCIAL PROCESSES IN JSC «UKRSIBBANK» AND JSC «PRIVATBANK» USING METHODS OF MODELING ECONOMIC DYNAMICS
Authors: Lyzhnyk Yu. B. , Bocharova Yu. G. 
Published: February 2024

Objective. The objective of the present article is to conduct a comparative analysis of the stability of financial processes in JSC «Ukrsibbank» and JSC «PrivatBank» using methods of modeling economic dynamics.

Methods. The following methods were used to analyze the areas of application of economic dynamics modeling methods to compare the stability of financial processes in JSC «Ukrsibbank» and JSC «PrivatBank»: the basics of the mathematical apparatus for the analysis of transient processes, correlation and autocorrelation analysis, the methodology for determining the coefficients of impulse-transitional and transient functions, methods of constructing differential models, Laplace transformation and obtaining transition functions, the basics of mathematics of imaginary quantities, methods of obtaining amplitude-phase and frequency characteristics of the object under study, methods of stability analysis of controlled dynamic processes.

Results. According to the results of a comparative analysis of the stability of financial processes in JSC «Ukrsibbank» and JSC «PrivatBank», it was established that the impulse-transitional and transitional functions for JSC «PrivatBank» have a more pronounced oscillatory character, which indicates a greater level of seasonality and cyclicality of financial processes in this particular bank, in addition, it reaches higher absolute values, which indicates a greater effect of the multiplier of investments for obtaining income of this bank. It is substantiated that since the line of the amplitude-phase-frequency characteristic for both banks does not cover the point (-1;0), this indicates the stability of the studied profit-making processes and their ability to self-leveling in the event of random disturbances and force majeure circumstances. On the basis of the schedule of amplitude-phase-frequency characteristic for PrivatBank JSC, it was determined that for this bank there is a certain limit of minimum values, below which the change of the investigated influential variables (the size of the loan portfolio, the total volume of contributions and deposits of individuals) does not affect the change in net profit. For JSC «Ukrsibbank» there is no such limit at any minimum values of the selected influential variables.

The expediency of applying the mathematical apparatus of analysis of transient processes (in particular, construction of a differential model, transfer, impulse transient and transient function) for researching the process of obtaining a bank's net profit depending on the dynamic changes of its other financial indicators is substantiated.

By constructing the amplitude-phase-frequency characteristic of the simulated transient process of changes in bank profit, the stability of the studied process was assessed and it was determined to what extent the existing dependence between the dynamic states of the net profit indicator is resistant to external disturbances and force majeure circumstances.