MANAGEMENT OF ASSETS AND LIABILITIES OF COMMERCIAL BANKS ON THE BASIS OF THE USE OF INFORMATION RESOURCES
Abstract
The article deals with improving the competitiveness of commercial banks due to further growth of profi tability and liquidity of credit institutions. To solve this problem, proposed an economic-mathematical model. It allows you to quantify the infl uence of the structure and the total amount of credits on the results and economic standards of the credit institution, as well as justify their minimally adequate level. Harmonization of confl icting economic interests of fi nancial market participants and the achievement of a mutually benefi cial compromise is made on the basis of application of game econometric models. Formation of the optimal strategies of the players is reduced to solving a symmetric pair of dual linear programming problems. Calculations payoff matrix made on the basis of the proposed authors simulation model.
About the Authors
Ju. V. Mishin
State University of Management, Moscow
Russian Federation
Yuri V. Mishin, Doctor of Economics, Professor
Russian Federation
Yuri V. Mishin, Doctor of Economics, Professor
A. Ju. Mishin
Finance University under the Government of the Russian Federation
Russian Federation
Alexander Y. Mishin, Ph.D., Associate Professor
Russian Federation
Alexander Y. Mishin, Ph.D., Associate Professor
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Review
For citations:
Mishin J.V., Mishin A.J. MANAGEMENT OF ASSETS AND LIABILITIES OF COMMERCIAL BANKS ON THE BASIS OF THE USE OF INFORMATION RESOURCES. MIR (Modernization. Innovation. Research). 2014;5(4(20)):12-19. (In Russ.)
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