EVOLUTION OF THE CONCEPT OF CLASSIFICATION OF BANKING RISKS: THE TRANSITION FROM STATISTICAL CLASSIFIERS TO DYNAMIC NETWORK MODELS UNDER THE INFLUENCE OF MODERN FACTORS

: The article examines the evolution of scientific ideas about the classification of banking risks, analyzes the prerequisites and factors of the transition from traditional statistical classifiers to modern network models of risk assessment. The article examines the views of domestic and foreign scientists on the problem of identification, measurement and risk management in the banking sector, as well as reveals the main approaches to their systematization in a complex financial environment. Special attention is paid to the advantages of dynamic modeling, which allows taking into account changes in the structure and interrelationships of risks over time, timely identifying potential sources of instability and predicting the occurrence of systemic threats. In addition, the possibilities of using network methods to improve the accuracy of analysis and the effectiveness of managerial decision-making are being explored. Based on the results of the study, practical recommendations have been formulated aimed at improving existing risk management mechanisms in the banking sector, increasing the stability of banking organizations and strengthening financial stability in general.