Evaluating the Relationship Between Financial Sustainability and Socio-Economic Development of Countries
Profilo Orcid23 dic 2019
INFORMAZIONI SU QUESTO ARTICOLO
Pubblicato online: 23 dic 2019
Pagine: 25 - 38
DOI: https://doi.org/10.2478/ceej-2019-0003
Parole chiave
© 2019 Viktoriia Kremen et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
Fig 1
Fig 2
Fig. 3
Indicators of financial sustainability for different institutional sectors and markets
| I01 | Ratio of regulatory capital and risk-weighted assets |
| I02 | Ratio of regulatory capital of level I and risk-weighted assets |
| I03 | Equity ratio and risk-weighted assets |
| I04 | Capital share in assets |
| I05 | The share of non-performing loans less provisions in the total amount of capital |
| I06 | The share of non-performing loans in the total amount of loans |
| I07 | Reserves for non-performing loans |
| I08 | Distribution of loans by sectors, share in total loans |
| I09 | Return on assets |
| I10 | Return on equity |
| I11 | Percentage interest margin in gross income |
| I12 | Percentage of non-interest expenses in gross income |
| I13 | Share of liquid assets in the total assets |
| I14 | Value of liquid assets and short-term liabilities |
| I15 | Value of affordable stable financing and necessary stable financing |
| I16 | Ratio of net open position in foreign currency and capital |
| I17 | Ratio of regulatory capital and risk-weighted assets |
| I18 | Ratio of large risks and capital |
| I19 | Geographical distribution of loans by sectors, share in total loans |
| I20 | Ratio of gross position of financial derivatives in assets and capital |
| I21 | Ratio of the gross position of financial derivatives in liabilities and equity |
| I22 | Share of income from financial instruments purchase and sale operations in gross income |
| I23 | Share of staff costs at non-interest expenses |
| I24 | Spread between interest rates on loans and deposit rates |
| I25 | Spread between the highest and lowest interbank rates |
| I26 | The ratio of customer deposits (excluding interbank loans) and total loans |
| I27 | The share of loans in foreign currency in the total amount of loans |
| I28 | The share of liabilities in foreign currency in the total amount of liabilities |
| I29 | The growth rate of loans to the private sector |
| I30 | The share of assets in the total assets of the financial system |
| I31 | Value of assets and GDP |
| I32 | Breakdown of investments by sectors, share in total investment |
| I33 | Breakdown of terms of investment, share in total investment |
| I34 | Value of equity and investment assets |
| I35 | The ratio of received premiums minus premiums transferred by primary insurers to the total amount of premiums received |
| I36 | Return on assets |
| I37 | Return on equity |
| I37 | The ratio of liquid assets and projected retirement benefits next year |
| I39 | Return on assets |
| I40 | The ratio of debt and equity |
| I41 | Return on assets |
| I42 | Return on equity |
| I43 | The ratio of income and expenses for debt servicing and repayment |
| I44 | Ratio of income and interest expense |
| I45 | Share of liquid assets in the total assets amount Number of bankruptcy cases |
| I46 | The ratio of debt capital and GDP |
| I47 | The ratio of household debt and GDP |
| I48 | The ratio of payments by households to debt servicing and repayment and income |
| I49 | The ratio of household boron and household income |
| I50 | Dynamics of prices for commercial real estate |
| I51 | The share of loans for residential real estate in the total amount of loans |
| I52 | The share of loans for commercial real estate in the total amount of loans |
The impact of financial sustainability on the social and economic development of developing and developed countries in 2009–2016
| 1 | GDP, $ | ||||||
| Fehner | −0.39 | 3.14 | ↓↓ | 0.14 | 1.06 | – | |
| Spearman | −0.06 | 0.27 | – | 0.43 | 0.25 | ↑↑ | |
| 2 | Money supply, $ | ||||||
| Fehner | 0.00 | 0.13 | – | −0.06 | 0.42 | – | |
| Spearman | 0.00 | 0.27 | – | 0.34 | 0.34 | ↑↑ | |
| 3 | Gold and currency reserves, $ | ||||||
| Fehner | −0.04 | 0.26 | – | −0.07 | 0.53 | – | |
| Spearman | 0.02 | 0.27 | – | −0.26 | 0.26 | – | |
| 4 | Use of IMF loans, $ | ||||||
| Fehner | 0.43 | 3.49 | ↑↑ | – | – | – | |
| Spearman | 0.24 | 0.26 | – | – | – | – | |
| 5 | High-tech export, $ | ||||||
| Fehner | 0.46 | 3.85 | ↑↑ | −0.18 | 1.33 | – | |
| Spearman | 0.56 | 0.23 | ↑↑↑ | −0.67 | 0.20 | – | |
| 6 | Direct foreign investments (net flow), $ | ||||||
| Fehner | 0.36 | 2.81 | ↑↑ | −0.07 | 0.53 | – | |
| Spearman | 0.35 | 0.25 | ↑↑ | −0.14 | 0.27 | – | |
| 7 | Interest rate on deposits,% | ||||||
| Fehner | −0.08 | 0.57 | – | 0.75 | 4.24 | ↑↑↑↑ | |
| Spearman | −0.08 | 0.3 | – | 0.74 | 0.39 | ↑↑↑↑ | |
| 8 | Real interest rate on loans,% | ||||||
| Fehner | 0.25 | 1.59 | – | 0.25 | 1.21 | – | |
| Spearman | 0.27 | 0.32 | – | 0.30 | 0.42 | – | |
| 9 | Financial sector loans to residents,% ВВП | ||||||
| Fehner | −0.29 | 2.19 | ↓ | 0.05 | 0.30 | – | |
| Spearman | −0.45 | 0.24 | ↓↓ | 0.08 | 0.57 | – | |
| 10 | Consumer price index,% за рік | ||||||
| Fehner | 0.04 | 0.26 | – | −0.25 | 1.90 | ↓ | |
| Spearman | −0.10 | 0.27 | – | −0.24 | 0.26 | – | |
| 11 | Unemployment rate,% | ||||||
| Fehner | −0.54 | 4.66 | ↓↓↓ | −0.36 | 2.81 | ↓↓ | |
| Spearman | −0.50 | 0.24 | ↓↓↓ | −0.45 | 0.24 | ↓↓ | |