Scientific journal
Научное обозрение. Экономические науки
ISSN 2500-3410
ПИ №ФС77-57503

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ASSETS AND LIABILITIES MANAGEMENT WITH A USE OF DYNAMIC MODELS

Boldin B.S. 1
1 Plekhanov Russian University of Economics
This article is about dynamic model of the banking functioning with the object of optimum assets and liabilities management. It describes background and conditions for presentation of the optimum management task in the form of nonlinear inequality and restrictions for liquidity. Analysing model operation factors and restrictions, their economic sense and variants of theirs changes for registration economic changes. Also here is an economic interpretation of the optimum decision. Special attention devote to analysis of predicted valuation, which can give adequate valuation of the planned result taking into account changing economic conditions. Conclusion is about opportunity of decision this task with a help of standard method nonlinear optimization and all results are brought in this article. This results can be used to rise efficiency in planning the changes assets and liabilities in direction with changing conditions of economic development. Prospects of further development and its use are written also in this article.