Financial stability of a commercial bank: the phenomenon, indicators and assessment methods

The financial sustainability of an entrepreneurial organization, including a commercial bank, is an important factor in its market activity, together with the reliability of the financial and economic basis, which determines the prospects for competitive functioning in a variable macroeconomic environment. The paper attempts to correctly formalize the phenomenon of financial stability of a commercial bank, highlighting the «extended» interpretation of bank stability and the «narrow» understanding of the sustainability of the most important area of its business - credit and investment. For the first option, well-known methods for assessing sustainability and the composition of the indicators used in them are considered, their positive and negative sides are noted, and directions for their improvement are proposed. Within the framework of the second option, it is proposed to use the parametric model of the bank and the methods for estimating the stability interval of the optimal solution of the corresponding mathematical programming problem in assessing the stability of the optimal variant of the bank’s credit and investment activities. In assessing the interval stability of the credit and investment activities of the bank, it was also proposed to use the integral sustainability indicator, which includes information on the most sensitive for the bank sustainability indicators, return on equity, endogenous and exogenous parameters.