An innovative approach to managing the interest margin: economic and statistical analysis of the resource base of a commercial bank
The dynamics of interest income, that is, the difference between the average rates on active and passive operations of the bank, has been analyzed. It was found that the increase in the share of term deposits in the total amount of the bank's mobilized resources is positive, despite a temporary decrease in net income from bank interest. It has been substantiated that the deposits of legal entities are a stable part of the attracted resources. Long-term deposits allow lending for long periods and at high interest rates. The purpose of the article is to improve an innovative approach to managing the interest margin based on the economic and statistical analysis of the bank's resource base. Literature processing shows that banks pay insufficient attention to the methodology for assessing interest income. The relevance of the article is determined by the value of interest income as one of the main factors that determine the profitability of the bank's lending operations. The methods of comparison, grouping, detailing of final indicators, calculation of relative and average values are used. The scheme of the bank interest margin management process is proposed. Calculated the average size of credit investments, the total amount of assets. The average price of credit resources was calculated based on the price of a particular type of resource and its share in the total amount of funds mobilized by the bank. The average level of interest on active and passive operations of the bank was determined based on the received interest income. The size of interest income, trends and factors of its change have been determined. The indicator of the minimum interest income was calculated on the basis of which the bank covers expenses, but does not ensure profit. The level of profitability of bank loan operations has been determined. It has been established that a change in interest income can be caused by an increase or decrease in rates on active operations of the bank, interest on attracted resources and the share of the latter in the total volume of credit investments. The average real price of demand deposits and time deposits attracted by the bank was determined on the basis of the market price of these resources and adjustments for the rate of the required reserve deposited with the NBU. A mechanism for the formation of bank interest income is proposed. The expected size of the minimum profit margin and the level of profitability of the bank's lending operations are presented. The approximate minimum price of credit investments was determined based on the level of costs and the pledged amount of profitability of the bank's lending operations for the coming period. The possibility of reducing the spread of rates of attraction and rates of placement of resources in the bank through the use of the proposed funding mechanism has been scientifically substantiated.
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