Ryazantsev A. Models of estimation of activity of commercial banks

Dissertation work is devoted to development of bases and tool of estimation of process of activity of commercial banks theoretical and scientific-methodical. On the basis of the conducted research, summarizing is done suggestions in relation to perfection of method of estimation of influencing of basic factors on activity of commercial banks. The models of estimation of activity of commercial banks are developed on the basis of construction of the taken reliability index, that is the function of vector of separate indexes, on condition of complete null information about comparative meaningfulness of separate reliability indexes, and also on condition of presence of additional information non-numerical, inexact and incomplete about comparative meaningfulness of separate reliability indexes. At construction of the taken performance indicator of commercial bank notion of the randomized taken index is used, that is superposition of casual separate indexes of casual weighing coefficients and stochastic field. Determination of norms of regulative capital of bank is specified, liquidity, risk and the scopes of the possible varying of initial descriptions, that are used for their formulation are certain. The stochastic models of determination of measure of meaningfulness of separate performance indicators of commercial bank, which randomized discrete weighing coefficients the vector of which has the even distributing on the finite set of all possible gravimetric vectors are used within the framework of, are developed. Economic interpretation of watched for trend is given to the decline of mean value of general reliability indexes of the explored commercial banks, that is related to the criterion of maximization of income of commercial banks at the observance of the limitations on reliability, set by instructions of NBU.