Mathematical modeling of commercial banks loan portfolio
Ключові слова:
Financial system, commercial banks, assets, liabilities, deposits, loans, modeling, Fourier-Series approximation, regression analyze, trigonometric functions, frequency analysis, trends, risk managementАнотація
In the research were considered the importance of financial system during the sustainable development of the county and the role of commercial banks in the financial system. Also were charged such models, which could help to reveal the connection between commercial bank’s assets and liabilities and to do the evaluation of loan portfolio. The research is applicable to any bank, it helps to manage banking risks and to contribute the financial system stability of country.Посилання
Banking, Bagrat Asatryan, Yerevan 2004
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www.conversebank.am
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