2.1 Problem statement

As it is well known, the year 2008 was the crucial year for the bank system of Ukraine. If the first three quarters were periods of fast growth and expansion, the last quarter became the period of collapse in the financial sphere. A lot of Ukrainian banks faced the danger of coming default.

For this research, the quarterly accountancy bank reports used were obtained from National bank of Ukraine site. For analysis, the financial indices of 170 Ukrainian banks were taken up to the date January 01, 2008 and July 01, 2009, that is, about two years before crises and just before the start of crises [2].

The important problem that occurred before the start of the investigations is which financial indices are to be used for better forecasting of possible bankruptcy. Thus, another goal of this exploration was to detect the most relevant financial indicators for obtaining maximal accuracy of forecasting.

For analysis, the following indicators of banks accountancy were considered:

assets, capital, financial means, and their equivalents; and

physical person's entities, juridical person's entities, liabilities, and net incomes (losses).

The collected indicators were used for analysis by fuzzy neural networks as well as classic statistical methods. As output data of models for Ukrainian banks were two values:

1, if the significant worsening of bank financial state is not expected in the nearest future

1, if the bank bankruptcy is expected in the nearest future.
