Dynamic model of optimum control of a credit portfolio of commercial bank with additional criterion of liquidity of temporary structure of assets and liabilities
There is the statement, the formalized mathematical model of the numerical method for solving the dynamic two-level problem of formation and the management of the credit portfolio of commercial bank as part of the cumulative bank portfolio at consecutive time intervals. To the structure of criteria...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | Russian |
| Published: |
Russian Academy of Entrepreneurship
2020-01-01
|
| Series: | Путеводитель предпринимателя |
| Subjects: | |
| Online Access: | https://www.pp-mag.ru/jour/article/view/1263 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|