Kozak A. Modeling of financial activities of the commercial bank

3. The dissertation is dedicated to the problem of further development of bank management through elaboration of a new concept of modelling financial activity in the commercial bank building upon reflexive management of its financial flows. In order to achieve stability and reduce risks full models of planning its financial activities were developed for the first time - model of optimisation of the bank's planned balance and model of optimisation of the bank's portfolio. Herewith the forecasting of value of regulative capital is performed on the basis of econometric modelling method. Setting up the limits for crediting of commercial banks within the system of monitoring of their financial position is performed on the basis of the method of calculating the volume of risk value. The outcomes of the research are implemented into the practical activity of the National Bank of Ukraine and PSC "Ukrsotsbank", and the sphere of their application is banking system of Ukraine.