Experiment No. 6:

Number of banks and rules were the same as in the previous experiment 5.


Input data—the financial indicators (taken from banks financial accountant reports):

Experiment No. 8:

Number of rules = 5.

DOI: http://dx.doi.org/10.5772/intechopen.82534

reserve fund/total liabilities);

indicators are presented in Table 9.

in Table 8.

Experiment No. 9:

Results

Table 8.

Table 9.

91

Number of rules = 10.

Results of FNN TSK forecasting.

Training sample—120 Ukrainian banks and test sample—70 banks.

Banks Financial State Analysis and Bankruptcy Risk Forecasting with Application of Fuzzy…

Input data—financial indicators (banks financial accountant reports):

general liquidity coefficient (liquid assets + defended capital + capitals in

coefficient of profit fund capitalization (own capital/charter fund); and

The results of FNN TSK application with these financial indicators are presented

The comparative analysis of forecasting results using different sets of financial

Next experiment was aimed on finding the influence of data collection period on the forecasting results. It was suggested to consider two periods: January of 2008 (about 1.5 year before the crisis) and July of 2009 (just before the start of crisis).

Experiment Total number of errors % of errors First type of errors Second type of errors

Experiment 5 13 19 6 7 Experiment 6 7 10 1 6 Experiment 7 12 17 5 7 Experiment 8 8 13 1 7

general reliability factor (own capital/assets);

instant liquidity factor (liquid assets/liabilities);

cross coefficient (total liabilities/working assets);

coefficient entity security (secured entity/own entity).

Training sample—120 Ukrainian banks and test sample—70 banks.

Total amount of errors 8 % of errors 13 First type of errors 1 Second type of errors 7

The dependence of forecasting accuracy on sets of input financial indices.

general reliability factor (own capital/assets);

instant liquidity factor (liquid assets/liabilities);

cross coefficient (total liabilities/working assets);

general liquidity coefficient (liquid assets + defended capital + capitals in reserve fund/total liabilities); and

coefficient of profit fund capitalization (own capital/charter fund).

The results for FNN TSK are presented in Table 6.

It is worth to note that these financial indicators are also used as input data in Kromonov's method of banks bankruptcy [5–7], whose results are presented below.

