Demyanov V. The modeling of the adaptive management system of universal commercial bank

Object of research - are managerial processes by the commercial banks, functioning in conditions of an astable environment. The purpose of research is development of the concept and a complex of economic-mathematical models of processes of adaptive management of universal commercial bank. Methods - works of domestic and foreign scientists in the field of management of commercial banks, applications of mathematical methods in economy, modern achievements of an economic science in the considered area, the system approach, the economic analysis, economic-mathematical modelling, system dynamics. Results - the concept of synthesis of an adaptive control system of the commercial bank, allowing bank to adapt for change of external and internal conditions of functioning with the least charges; model of management and methods of management of structure of the banking capital that allows to raise essentially a management efficiency the banking capital; the dynamic imitating model of operations of commercial bank, which realization allows to define dynamics of the basic parameters of commercial bank in view of the changes occuring in an environment; the model of formation of structure of a portofolio of securities of commercial bank, which realization allows to define optimum structure portofolio of commercial bank; a complex of requirements to synthesis of analytical system of bank, main principles of its synthesis and function of its subsystems are especially determined. Novelty - for the first time the concept of synthesis of an adaptive control system by the commercial bank, based on principles of ability to live of the Item is developed, that allows bank to adapt for change of external and internal conditions of functioning with the least charges; models and methods of efficient control are developed by structure of the banking capital that allows to raise essentially a management efficiency the banking capital; the dynamic imitating model of operations of the commercial bank, based on a method of system dynamics which realization allows to define dynamics of the basic parameters of commercial bank in view of changes that occur in an environment is developed; the model of formation of structure of a portofolio of securities of the commercial bank, based on use of methods of economic-mathematical modelling which realization allows to defineoptimum structure portofolio of commercial bank is advanced. Area of use - branch.