Stochastic Discrete Dynamic Model of the Bank’s Liquidity
Анотація
For successful management of the banks' deposit activity it is important to understand how to change the deposit attraction programme if the time structure of deposits has suddenly changed. The existing studies are mainly devoted to the analytical calculations of attracting programmes under conditions when the time structure of deposits is described by the continuous functions. There are scientific researches in which a methodology for calculating the deposit attraction programme are developed, provided that the time structure of deposits is discrete, which made it more similar to the problems that arise in each bank practice. However, in reality, the deposits attraction are outraged by random processes.
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