Evaluation of Cyclic Characteristics of Investment Banking Using the Fractal Analysis.

The aim of the article is to study the characteristics of cyclic investment banking using fractal analysis. Analyzing scientific works of Russian and foreign scientists to assess the characteristics of cyclic investment banks in Ukraine were invited to use the method of R/S-analysis. As a result of studies of capital investment by bank loans in Ukraine within time series (2006\-2013), it was found that the study of time series has a different memory depth for tempo and quantitative indicators (5 and 9, respectively) identified six quasi-cycles (5 completed and one unfinished) of time series. These results provide a basis for predicting the size of a bounding box values of the future and to identify the trend of the time series of capital investments by bank loans. Prospects for further research in this direction is to predict the dynamics of capital investment by bank loans on the basis of the results obtained, the definition of counter-cyclical regulatory the investment activity of banks in Ukraine in the framework of macro-prudential regulation. [ABSTRACT FROM AUTHOR]