Scientific Journal of KubSAU

Polythematic online scientific journal
of Kuban State Agrarian University
ISSN 1990-4665
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Name

Duplyakin Vyacheslav Mitrofanovich

Scholastic degree


Academic rank

professor

Honorary rank

• honored worker of science of the Russian Federation

Organization, job position

Samara State Aerospace University named after academician S.P. Korolyov
   

Web site url

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Email

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Articles count: 1

343 kb

DEVELOPMENT OF THE SIMULATION AND FORECASTING MODEL OF MANAGEMENT OF BANK LIQUIDITY

abstract 1031409034 issue 103 pp. 566 – 585 30.11.2014 ru 1239
The article reviews existing theories of liquidity management, and the problems of liquidity simulation. Based on the example of the bank working in Samara the author created a model showing current liquidity of the bank and developed a forecasting and simulation model. This work presents shortcomings of the existing models of the bank and offers specific optimization techniques through controlling variables. And also it provides a comparison of the liquidity assessing criteria under RAS and IFRS
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