Rusyn R. Modeling the dynamics of formation of financial resources of banks

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0409U005296

Applicant for

Specialization

  • 08.00.11 - Математичні методи, моделі та інформаційні технології в економіці

26-11-2009

Specialized Academic Board

К70.052.01

Essay

This thesis provides a theoretical basis and a new solution of the scientific and applied problems of modeling the dynamics of development of financial resources of banks. The analysis of the main approaches to modeling behavior of banks. The model estimates of the bank based on the dynamics of deposit, and developed a model evaluation of the bank with vector production function that describes the production of vector qualitatively different bank financial services. Construct a recurrent dynamic model of financial resources of the bank that processes of evolution to describe the equity of the bank, depending on the dynamics involved in resource policy and sold it accumulate. The model, which allows scenario dynamics simulations generate the financial resources of the bank and provides a comprehensive consideration of both inside model's and outside model's factors in making appropriate management decisions.

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