Yevdokymova N. Models of management of deposit resources of a commercial bank.

In the dissertation the complex of mathematical models of formation and optimization of structure of deposit resources of commercial banks, focused on realization of integration processes of the national economy of Ukraine to the requirements of European standards is developed.On the basis of the analysis of the factors of the formation of own resources that affect the reliability and financial stability of commercial banks, justified the development and adoption of management decisions on a set of issues related to the search and identification of new, significant sources of capitalization of banks both from their own and those involved means on the basis of a set of partial models that describe a specific sphere of activity of the bank, and aggregated models that reflect the functioning of the bank as a whole.The models of choosing an optimal method of capital attraction, which involve forming a hierarchy of the system of criteria for evaluating the choices, determining the coefficients of relative importance (weights) of each of the criteria, constructing the agreed quantitative scales, multicriteria convolution, or determining the aggregated values of choices of sources of capital as amounts the products of the estimates obtained on the agreed quantitative scales, and the coefficients of the relative importance of each of the criteria, the implementation of which ensures the formation of the wholesale mally deposit portfolio and, consequently, the effectiveness of deposit policy of commercial banks.Models of formation of deposit resources of a commercial bank in conditions of behavioral economy, in which the dynamics of bank behavior is determined by optimal allocation of deposit resources between selected bank proposals based on the criterion of obtaining maximum deposit income, and cash deposits are concentrated in the bank on the deposit account based on the condition of receiving depositors acceptable interest income.The approach to forecasting behavior of depositors concerning the decision on prolongation of deposit deposits in the conditions of an unstable economy taking into account inflation rates and the corresponding models of probability of deposit extension in the context of returning trust to urgent deposits and their prolongation on the basis of the use of discrete Markov chains was developed, which made it possible to develop measures for preservation and growth of the deposit portfolio of a commercial bank.