Özet:

A comparative analysis of the concepts of «too big to fail» and «social important banks». Investigated methodology definition of systemically important financial institutions, especially their regulation. Analysed qualitative and quantitative methods for determining the financial important financial institutions, including an indicative method, network analysis and evaluation of the contribution of organization to systemic risk. Identified two approaches to the definition of Tier II capital – standardized approach and the approach of budgeting risks. When standardized approach capital is calculated based on the rating model provided default a specific organization; at the approach of budgeting risk capital requirements determined according to the company's share in the total systemic risk. Calculated index Herfindahl–Hirschman in terms of capital and assets of the Ukrainian banking system, index indicate low level of concentration of the system. Also covers the issue of identification of risk modelling systemically important financial institutions.

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