Trusova Natalia, Doctor of Economic Sciences, Professor, Professor of the Department of Finance, Accounting and Taxation, Dmytro Motornyi Tavria State Agrotechnological University, Zaporizhzhia, Ukraine

ORCID ID: 0000-0001-9773-4534

e-mail: trusova_natalya5@ukr.net

Melnyk Leonid, Doctor of Economic Sciences, Professor, Head of the Department of Finance and Economic Security, National University of Water Management and Environmental Engineering, Rivne, Ukraine

ORCID ID: 0000-0003-3628-9160

e-mail: l.v.melnyk@nuwm.edu.ua

Credit and Investment Activities of Banks in the Context of Financial Globalization

Abstract. Introduction. The article examines the features of credit and investment activities in the interbank market. In the context of financial globalization, these activities accelerate the activation of risk signals in the bank-ing industry due to external and internal factors.

Purpose. A comprehensive methodological approach is implemented to assess stress indicators of banks’ credit and investment activities, ensuring the protection of depositors’ and creditors’ interests by unifying the threats of financial globalization, identifying risks, and determining the integral stabilizer of the bank-ing system.

Results. A mathematical toolkit is presented that considers the effective use of medium- and long-term bank liabilities in the interbank market. It is proven that the greater a bank’s reliance on loans and deposits from the interbank market, the more vulnerable its credit and investment activities are. The values of the coefficients forming a group of stress indicators and their weighting are normalized using a nor-malization method to calculate the integrated stabilizer of the bank’s credit and investment activities in the interbank market when attracting loans and deposits. A dispersion-covariance model is presented to simulate the impact of stress indicators on the integrated stabilizer of a bank’s credit and invest-ment activities in the interbank market.

Conclusions. A comprehensive assessment methodology for stress indicators has been proposed. This methodology unifies threats and identifies risks in the bank’s credit and innovative activities when attracting loans and deposits on the interbank market. A model has been developed to assess the integral stabilizer of the bank’s credit and investment activities on the interbank market. The conditions for distributing deposits of individuals and legal entities among state, private, and foreign banks have been analyzed, and the architecture of banking institutions’ liabilities by group of creditors has been determined. The normative, weighted, and forecast coefficients of the integral stabilizer of banks’ credit and investment activities on the interbank market when attracting loans and deposits have been calculated.

Keywords: loans; deposits; banks; banking system; credit and investment activities; threats; risks.

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