Dzyubanovs'ka N. Modeling of Credit- Deposit Policy of Bank.

The dissertation is devoted to theoretical and applied aspects of economic and mathematical modeling of loan and deposit policy of commercial banks for optimization these activities in Ukrainian conditions. The economic and mathematical decision making models are presented for optimal solutions in credit-deposit bank policy, which are a set of variants for formulation the optimal task, reflecting the proposed method of interest rate risk, liquidity risk and loan default. The models of credit-deposit polity of commercial bank have been built and have been studied to resolve the problem of optimal control of this process. Software toolkit implementing the proposed models has been developed by: STATISTICA 10, MS Excel, STADIA, iThink 9.0. Key words: deposit portfolio, economic modeling, commercial bank, the credit portfolio, credit-deposit policy, resource base, optimal control, optimization model, financial market.