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Аналіз банківської діяльності - Gerasimovich А.М.
11.4. Аналіз ефективності діяльності банків на макрорівні
11.4.1 Analyzes of dynamism and macroeconomic tendencies of pributkі і ефективності
Аналіз прибутків і рентабельності діяльності українських банків на макроекономічному рівні perebacha виконнання such завдань:
- Оцінити поточний стан ефективності банковівської справи;
- Proanalizuvati dinamiku efektivnosti bankiyskoy systems;
- Porіvnyati profitability of banking system of the інших spheres економіки, зарубіжних bankingівських systems;
- To carry out the factorial analysis of the banking system;
- Здійснити структурний аналіз прибутків комерційних банковів.
Conducted macroeconomic analysis efektivnostі діяльності банків дає можливість більш обърунтовано форвати страгію подальшого розвитку банівської системи й окремих груп банків.
Dinamika income, vitrait, pributkіv і profitability of commercial banks in Ukraine for the period 1994-2001 рр. Is shown in Table. 11.8.
Table 11.8
DYNAMICS PRIBUTKIV COMMERCIAL BANK FOR 1994-2001 rubles, million UAH
Pokazniki | 1994 |
1995 |
1996 |
1997 |
1998 |
1999 |
2000 |
2001 |
Come on |
1825 |
3409 |
3774 |
4558 |
5706 |
6923 |
7491 |
8920 |
Vitrati |
1193 |
2275 |
2698 |
3444 |
5258 |
6410 |
7520 |
7990 |
Pributok |
632 |
1134 |
1076 |
1114 |
449 |
513 |
-thirty |
530 |
Profitability of bank,% |
51.9 |
47.6 |
38.3 |
31.4 |
8.5 |
8.0 |
-0.4 |
7th |
Рентабельність промисловості,% |
24.7 |
16.6 |
8.9 |
5.7 |
6.3 |
9.1 |
4.8 * |
3.7 * |
* Profitability of operations.
Складено за джерелом : Bulletin of the National Bank of Ukraine. - 2002. - No. 3; Statistical Bulletin for the 2001 r.
The tables can be seen, but, unavailable on the post-annual growth of income of banks, in 1998-2000. Відбулося зниження їх прибутків, що explain to viperezhayuchim zrostannyam vitrate. Tak zorostannya bula sprichinene not so much as a factor in the devaluation of hryvnia, a kind of a doco compensated for the depreciation of interest rates for deposits of banks, especially in 1999, and the sub-active moment: from 1 in 1998. The banks switched to the international standard of the accounting area, and to the warehouse, the bank's vitrage began to be turned on, so that they were lavished before the arrival of banks. Nayiblshimi for the oath of such articles є vidrahuvannya to the reserve and the payment of a tax on the surplus, yak takozh zromonnya vitrat bankov.
Від'ємна рентабельність банківської системи in the year 2000 р. Bula viklikana nasampered znachnimi zbitkami Bank "Ukraina", lіkvіdatsіya yakogo і підвищення прибутковості діяльності інших банків, передусім Ощадбанку, they were allowed to pay a visit to the pributkovo dіyalnі bankinвії systems in 2001. Tsya tendentsiya was protected і in 2002 р. For the first time, the banks repaid 274 million UAH pributkiv and profitability for the Rivne River is 6.2%.
Portivnichi profitability of banking system and promislost, sludge of one-type one-type їх trendії і зближення даних показників. Obviously, in the same vein, pere vivischeniya profitability odnієї spheri dіyalnі nad іnshoyu, з one side, means zavischennya abnormality of interest rates for bank loans, and for the other - you can cross the flow of capital flows in given spheres.
For giving dodatku to tyzhnevika "Galitsky kontrakti", for the results of the misery for 2001 p. Naybilshi pributki otrimala group of 10 great banks - 184 million UAH, or 34.7% of pributkiv usіh bank. 21 banks with a capital of 10 million euros "zarobiv" 170 million UAH pributkiv (32.1% of pributkiv usіh banks). 54 banks with a capital of 3-10 million EUR otrimali 137 million UAH pributku (25,8% usih pributkiv). 67 banks in the capitalized less than 3 million euro mali 40 million uah pributkiv (7.4%).
Vazhlivim element analizu pributkіv bankіv є viznachennya vplyivu makrofіnansovikh otkaznikіv fіnansovі results of dіyalnі komercіynikh bankov. The average of such factors is important to the world of pennies of mas. Z one boku, chim bilsha groshno masa v revoluti, tim bilshi activa bankov, tim bilshi siz їх операцій і тим більша, за інших умов, маса прибутків банку. On the other side, chim bil'sha grosva Masa, Tim cheaper moutyu Buti grosi і mensha norm prehіdnosti active operations, prote і mensha vartim pasivnih operatsiy. Zmіna currency rate hryvnia іdodo basic іноземних currencies especially впливає on прибутки bankів, які мають відкриту валюну позицію. The devaluation of the hryvnia positively vplivaye on the banking surcharges, the muja dovgu the currency position, and revaluation - zbilshuy pributok bankov z short vidkritoyu currency position.
Chim lower rate of refinancing of commercial banks in the National Bank, at the same time, but the rate for loans to banks, so і їх interest margin, sho vplyivaє on pributok bankyv at bіk їх зменшення.
Dynamics of showings of grocery mashi, exchange rate, rates of refinancing and pributkiv komercitsnykh bankov 2001, 2001, r. Is shown in Table. 11.9.
Table 11.9
MACROECONOMIC INDICATORS OF THAT ARRIVAL OF BANKIV
Pokazniki | І quarter. 2001 |
ІІ sq. M. 2001 |
ІІІ sq. M. 2001 |
ІV square. 2001 |
І quarter. 2002 |
ІІ sq. M. 2002 |
Grošov MASA, UAH million |
33 029 |
36,956 |
39 643 |
45 555 |
47 345 |
51 195 |
Rate grivnі відносно долара США, середній за період |
5,4280 |
5.4110 |
5,3523 |
5,2973 |
5,3186 |
5,3284 |
Actual rate of refinancing,% |
26.5 |
23.8 |
19.0 |
16.7 |
13.9 |
10.1 |
Pributok (zbitok), million UAH |
100 |
68 |
242 |
120 |
113 |
161 |
Складено за джерелом : Bulletin of the National Bank of Ukraine. - 2002. - № 6.
Yak can be seen in the charted tables, in the macroeconomic factors, in principle, not viznachav dinamiki pributkiv komercitsnykh bankov. Negative vplyiv on pribudki factor zmenshenny rates refinansuvannya buv compensations zrostannyam groshovoi Masi. At the time of the 1st of February 2002, Banks otrimali pribudku 1,6 times more, nizh for І піввіччя 2001 р. Prichomu vzhe tologom kіlokh rokіv banks otrimuyut bіshe pributkіv at another півріччі, ніж at першому.
Tse svidchit, scho pributki bankov bil'shoju miruju zalajat vid sub'ektivnyh faktorіv - efektivnosti zdіysnennja specific operatsi ta upravlennja svoyimi vitratami, nizh vіd zmіn makroekonomichnyh faktoriv.
Ukrainian banks zabyblayut naiibishe income on credit operations - 68.7% of all income in 2001 p. The purpose is to base the solicitation of deposits to banks in the result of their credit operations.
Clean the interest rate to the bank to cover the percentage of the margin and the scale of the loan operations to the bank.
Specifically, a showboy, but characterizes the profitability of credit opera- tions, can be rozrauvaty as follows:
,
De Yemk - waggons for showing the effect of credit operations,%;
M - interest margin,%;
K - the credit line, given by the bank, UAH.
Чим більший рівень Емк, тим більші обсыги net interest income that surplus can mate banks.
Quarterly Emk for period, scho analizuetsya, maє takі znachennya.
Table 11.10
POKVARTALNYY Cylinder
Pokazniki | І quarter. 2001 |
ІІ sq. M. 2001 |
ІІІ sq. M. 2001 |
ІV square. 2001 |
І quarter. 2002 |
ІІ sq. M. 2002 |
Interest Margin,% |
21.9 |
17.1 |
14.1 |
14.0 |
14.4 |
14.3 |
Obligation of credit to sub'ektam gospodaruvannya, billion UAH |
21.5 |
24.5 |
25.9 |
27.8 |
29.7 |
32.7 |
Emk = row. 1 • row. 2/100% |
4.7 |
4.2 |
3.7 |
3.9 |
4.3 |
4.7 |
Pributok, million UAH |
100 |
68 |
242 |
120 |
113 |
161 |
Складено за джерелом : Bulletin of the National Bank of Ukraine. - 2002. № 6.
Yak can be seen from the table. 11.10, the effectiveness of credit operations (Емк) in the 2 nd quarter. 2002 p. Lishe viyshlah on riven I square. 2001 p., Scho obmouvleno stabілізацією маржі at зростанні обсягів creditів. In the case of tendentious tendencies і Іммк збігалися з лагом у два місяці. Tse svidchit about those, but on the pribudki vpiluli інші factor, not affected by credit operations, - ліквідація АКБ "Україна" в ІІ кв. 2001 p., Комісійні доходи банків, зростання термінів creditів, reserved the policy of the bankів тощо.
Establish the steps and nature of the deposits in pributkiv bankas vid ikh active, in addition to the number of loans, the percentage of creditworthiness of credit resources is possible for the addition of the correlative-regressive analysis to the visibility of those showing pributkiv banks. For the conduct of such an analysis, the bulbs are credited to 40 banks in Ukraine with assets of UAH 100 million by the camp as of 01.01.2002, are shown in Table. 11.11.
Table 11.11
INDICATIONS 40 BANK OF UKRAINE FOR 2001, UAH million
№ з / п | Name the bank |
Pributok |
Clean the percentage prehid |
Loan Portfolio |
Activated |
Ліквідні activator |
1 |
PROMINVESTBANK |
77.9 |
375.2 |
2880,0 |
4248.3 |
318.0 |
2 |
AVAL |
4.3 |
303.7 |
2443.5 |
5344,9 |
440.4 |
3 |
PRIVATBANK |
34.5 |
211.8 |
3351.9 |
4935.6 |
362.0 |
4 |
Oshchadbank |
1.6 |
194.5 |
1529.0 |
3162,2 |
519.1 |
5 |
UKREXIMBANK |
9.3 |
122.4 |
1681.3 |
2873.2 |
797.0 |
6th |
UKRSOTSBANK |
7.0 |
174.5 |
1316.7 |
2221,7 |
413.1 |
7th |
UKRSIBBANK |
15.7 |
81.8 |
1006.6 |
1367.6 |
131.0 |
8 |
RAYFEISENBANK OF UKRAINE |
2.7 |
47.7 |
816.1 |
1237.1 |
402.5 |
9 |
THE FIRST UKRAINIAN MONETARY BANK |
24.4 |
96.1 |
871.7 |
1265.6 |
126.8 |
10 |
NADRA |
6.3 |
40.4 |
783.3 |
1098.2 |
87.0 |
eleven |
PRAVEX-BANK |
8.7 |
22.3 |
523.2 |
775.2 |
154.2 |
12 |
ZAKHIDNAUKRARAINSKY COMBANK |
0.3 |
23.8 |
398.3 |
656.6 |
84.7 |
13 |
ФІНАНСИ І CREDIT |
6.2 |
16.4 |
420.3 |
660.1 |
92.3 |
14 |
CREDITPROMBANK |
6.7 |
25.2 |
442.0 |
647.1 |
149.0 |
15 |
PIVDENNY |
10.0 |
41.1 |
451.7 |
599.3 |
131.5 |
16 |
UKRAINIAN CREDIT BANK |
0.1 |
26.4 |
355.8 |
517.7 |
186.1 |
17th |
СІТІБАНК (УКРАЇНА) |
13.1 |
22.8 |
369.0 |
435.3 |
96.8 |
18 |
CREDIT-DNIPRO |
8.7 |
15.9 |
301.0 |
453.1 |
153.0 |
19 |
ALL IN |
2.7 |
16.9 |
265.7 |
433.0 |
21.7 |
20 |
ІНГ БАНК УКРАЇНА |
0.4 |
12.4 |
273.6 |
376.0 |
44.0 |
21 |
FORUM |
10.6 |
24.8 |
286.6 |
376.5 |
41.7 |
22 |
МРІЯ |
12.4 |
22.8 |
281.5 |
372.2 |
21.2 |
23 |
Etalon |
1.8 |
7.7 |
240.8 |
366.1 |
35.8 |
24 |
БІГ ЕНЕРГІЯ |
13.1 |
36.4 |
277.7 |
375.3 |
48.9 |
25 |
BANK OF CREDIT LIONE UKRAINE |
1.5 |
11.4 |
295.9 |
357.1 |
45.9 |
26th |
THE SMALL TRANSPORTATION BANK |
5.7 |
24.7 |
282.6 |
372.3 |
8.2 |
27th |
UKRINBANK |
5.3 |
20.2 |
246.8 |
356.9 |
19.8 |
28 |
DIAMANT |
1.1 |
32.1 |
213.5 |
345.2 |
28.6 |
29 |
UKRGAZBANK |
1.0 |
19.4 |
249.8 |
344.2 |
14.6 |
thirty |
MISKY BANK |
30.0 |
39.6 |
235.3 |
346.8 |
128.9 |
31 |
MT-BANK |
16.8 |
43.4 |
245.9 |
359.9 |
49.9 |
32 |
INDUSTRIALBANK |
14.2 |
36.5 |
161.7 |
298.4 |
9.2 |
33 |
KIYV |
6.3 |
11.4 |
184.9 |
289.2 |
52.9 |
34 |
EXPRES-BANK |
29.0 |
35.6 |
202.7 |
275.4 |
59.7 |
35 |
Khrushchatik |
4.3 |
19.0 |
202.8 |
262.0 |
49.6 |
36 |
UKRGAZPROMBANK |
11.2 |
20.6 |
259.0 |
279.4 |
60.3 |
37 |
MEGABANK </ Td> |
8.2 |
20.7 |
159.7 |
244.1 |
38.4 |
38 |
IDENTITY-EXPORT BANK |
1.4 |
6.0 |
140.9 |
238.2 |
46.9 |
39 |
PROMISLOVO-FINANCIAL BANK |
5.0 |
18.6 |
157.8 |
229.7 |
86.2 |
40 |
ENERGOBANK |
0.1 |
11.7 |
131.5 |
221.6 |
69.8 |
On pіdstavi nadvedeny danyh mozhno poduduvati grapikiki krivi зале zalizhnosti pributku Pb pevnії grupi bankіv vіd tіvanyh vichche chinnikіv (Figure 11.1, 11.2, 11.3).
The curve of the inflow of income from the net interest income of banks (Figure 11.1) is related to the direct deposits of people who are shown as porters for the groups of banks, and are analyzed.
Fig. 11.1. Curve of deposits in net interest income
At tsymu, the Ukrainian banks were segmented in two main groups:
- Banks, clear the percentage prehid yakih meaningfully overloaded їх прибутки. In such banks, non-interest-free vitrines (Bn) perevazhayut neprotsentnii доходи (Дн) на різницю між чиститьм процентным доходом (ЧПД) та прибутком (Пб) відповідно до форму:
Bn - Dn = NPR - Pb;
- Banks, surpluses of certain bullets reach for the flock of non-credit transactions that servant. In such banks, the surplus of the net interest income is equal to the formula:
Pb - NPR = Dn - Vn.
Чим вище співвіdishennya pure commercial income before the arrival (ЧК / Пб> макс.), Тим менш ризиковані джерела прибутку має bank у вигляді банківських послуг.
The curve of deposits in priputkіv in the pitomoi vagi of credits in bank assets (Figure 11.2.) Is the nature of the "normal rose". The reasons for the underprivileged pributkiv at the time of making loans in the assets of the bank are the norms of the pre-financing of the credit operations (clearing the interest-bearing loan portfolio / loan portfolio), and the capital expenditures that do not affect the credit operations.
Fig. 11.2. Kriva sozhestnosti pributku vid pitomoi vagi credit in assets
Significantly, the shape of the curves in Fig. 11.1 ta 11.2, under two languages. One of them is a blisha, tse shilno roztashovanі pokazniki z nizkim chislovichim znachennyam parametiv, yakі analizuyutsya. Other - menshe, ts tsevzniki z vysokim numerals znachennyam. Загальні тренди визначає друга група показників, тобто відповідні banks. Yaksho okraemo proanalizuvati trendy, scho zakladayutsya for portents Pershovei grupi, then stink motu mati form, yakі дещо відізняються від наведених.
Fig. 11.3 віддзеркалює залежність of bankівського прибутку від питомої ваги ліквідних активів bank in їх загальній масі. Likvydnyi activly without intermediary to bring banks pributkiv (proteol is to be rendered indirectly, through rozraunkov-kasovi and інші послуги). To tom chim menshe lіkvіdnih (і to that bіs more dokhhdnih) activeіv, Tim at tіlomu bіshe pributkіv is guilty mathi bank, scho dzvіdchuyu zagalna lіnіya trending. Likvydnyi activist does not mute the negative negative on the banks of the bank, the protege of a number of banks, the low level of incomes and small surpluses. Є takozh banks should be brought to a high league level and by pributkami, sho svidchit pro nervijnnіornu efektivnіst vikoristana rіznimi banks of its active assets.
Fig. 11.3. Kriva sozhestnost pributku vid pitomoi vagi lіkvіdnih koshtiv in the assets
Існує залежність прибутків банків і від інших факторів - structurally zobov'azan ', vitrat, varostі basic osobiv. Prote nagolovnishim factor pributkovoї dіyalnіі є ефективність управлінських рішень.
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