Abstract

In the article the trajectory of state-owned banks by analyzing the patterns on the example of state-owned banks in Ukraine were investigated. The trajectory of the evolution of the state-owned banks can be defined ordered set of patterns, each of which describes the activities of the bank at a concrete moment of the time. It was considered the experience of state-owned banks in differently countries around the world. To assess the state-owned banks in Ukraine for the period 2007-2016 the authors was offered assess the dynamics model of patterns of state-owned banks based on Kohonen self-organizing maps and cluster analysis. The model has been included 14 indicators that have provided input variables of model formation. The model includes 35 banks of Ukraine, which has been operated during 2007-2016, including 7 state-owned banks. The authors proved that the Ukrainian state-owned banks are essentially commercial banks and non-state agents of a special mission, recently transformed into an additional burden for the state budget.

Keywords: banks, Harrington desirability function, cluster analysis, self-organizing map, pattern of bank.

JEL Classification: G21, G32.

Cite as: Mussina, A., Shkolnyk, I., Bukhtiarova, A. (2017). Trajectories of development of state-owned banks by analyzing the dynamics of patterns. Financial Markets, Institutions and Risks, 1(1), 61-71. http://doi.org/10.21272/fmir.1(1).61-71.2017.

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