3.4 General conclusions of investigations for Ukrainian banks

Various methods for Ukrainian banks financial state forecasting were considered and analyzed. The following methods were considered [3, 4]: fuzzy neural network

Figure 2.

Bankruptcy risk forecasting results for different methods.

Figure 3. Error probability for different rules number in FNN.

Banks Financial State Analysis and Bankruptcy Risk Forecasting with Application of Fuzzy… DOI: http://dx.doi.org/10.5772/intechopen.82534

ANFIS, fuzzy neural network TSK, Kromonov's method, Byelorussian bank association method, rating system CAMELS, and matrix method (Nedosekin).

As the input data, the financial indices of Ukrainian banks were considered.

While experiments with the adequate financial indicators were detected using which the best forecasting results for Ukrainian banks were obtained:

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.

