Indenbaum F. Modeling commercial bank borrowing power management processes

Object of research: processes of commercial bank's competitiveness management under conditions of unsta-ble external environment. Purpose of research: to de-velop the concept of the management control system of the competitiveness of commercial bank that is function-ing under conditions of unstable environment. Methods of research: systems approach, economic and mathe-matical modeling, system dynamics. Results: conception of the management control system of the competitive-ness of commercial bank; model of optimal management of assets and liabilities of commercial bank; dynamic simulation model of operations' management of com-mercial bank; model of forming the structure of credit portfolio of commercial bank. Novelty: conception of the management control system of the competitiveness of commercial bank is first developed. The conception was based on the principles of viability formulated by St. Beer. Implementation of these principles allowed to en-sure efficiency of functioning of bank under conditions of unstable environment and bank's stable functioning in a long-term outlook; the model of optimization of assets and liabilities of commercial bank management that im-plies the use of methods of the stochastic programming, is first developed. Implementation of which allows sub-stantially increase the level of competitiveness of bank under conditions of uncertainty; the dynamic simulation model of operations' management of commercial bank system dynamics based on application of stochastic methods is improved. Implementation of model allows to define the dynamics of main indexes of competitive-ness of commercial bank taking into account the changes which are going on to occur in an environment and more precise determination of bank's policy is thus achieved; the model of forming of structure of credit portfolio of commercial bank is improved. The model was based on the use of methods of economic and mathematical mod-eling, realization of which allows to define the optimum structure of the diversified brief-case of commercial bank with a purpose increase of his profitability. Field of the use: of particular a branch.