Bobkov I. Modelign of financial stability of state bank in the conditions of dynamic market environment

Object of research: process of activity of state participating bank as financial mediator. Purpose of research: development of economical and mathematical models of activity of state participating bank, providing his financial stability on conditions of dynamic market environment. Methods of research: methods of financial management, analysis of the systems, general theory of the systems, economical and mathematical design, mathematical programming, imitation design, system dynamics, probabilistic-automat design. Results: the analysis of functioning of the banking system of Ukraine and its progress trends is conducted on conditions of financial crisis; going is analysed near a management bank activity taking into account the features of activity of state participating bank; conception of design of financial stability of state participating bank is developed; the model of estimation of transaction expenses of financial mediation is developed; the dynamic simulation model of choice of strategy of financial mediation of bank is offered; the probabilistic-automat model of operating activity of bank is offered; a self-reactance analysis and approbation of the developed models is conducted on these OС the "State participating export-import bank of Ukraine"; developed recommendation in relation to the increase of financial stability of OС the "State participating export-import bank of Ukraine" in the conditions of dynamic market environment. Novelty: it is first developed: conception of design of financial stability of state participating bank, which is based on the use of methods of analysis of the systems and imitation design of activity of bank as a financial mediator, allowing to promote efficiency and financial stability of bank in the conditions of dynamic market environment; the dynamic simulation model of choice of strategy of financial mediation is improved a jar, based on application of simulation and system dynamics techniques, allowing to probe influence of strategic decisions on financial stability and current status of bank; got further development: a probabilistic-automat model of activity is a jar, allowing to probe influence of interest rates and volumes of the bank backuping on the level of facilities of bank on the basis of imitation of his operating activity; model of estimation of transaction expenses of financial mediation, allowing to estimate the level of transaction expenses on the basis of the use of the rating going near a management and to set priority of implementation of operations with clients from point of minimization of these expenses. Field of the use: of particular a branch.