WAVELET TRANSFORMATION OF TIME SERIES OF DATA IN DISCLOSURE OF INWARD AND OUTWARD FLOW DYNAMICS OF BANKING SYSTEM OF UKRAINE

Abstract

The importance of the study of the dynamics of the movement of financial flows of the banking system using wavelet analysis methodology is emphasized. The expediency of simultaneous wavelet analysis in terms of the overall dynamics of incoming and outgoing cash flows of the banking system and individual components of such flows is shown. It is noted that it can more fully develop signs of reciprocity between the studied data rows. The analysis of the stability of the domestic banking system based on wavelet analysis is conducted. The presence of a significant correlation between the analyzed data rows during the economic crisis in Ukraine is found. Lack of effectiveness of the stable functioning of the banking system is specified.

Keywords

• loans
• deposits
• banking
• financial flows
• time series
• wavelet analysis