Managing the Financial Security of a Commercial Bank on the Basis of the Flow-Oriented Scenario Models
Journal Title: Бізнес Інформ - Year 2014, Vol 12, Issue 0
Abstract
In this work the essence of the financial security of commercial bank (FSCB) is considered, its main objectives and factors of forming are identified, methods and models for studying of FSCB-level are analyzed. A complex of models for FSCB management, based on methods of multivariate, econometrical, simulation and scenario modeling, was elaborated. Models for integrated evaluation of threats to FSCB, and a simulation model of FSCB dynamics in terms of external and internal factors of influence were built. The simulation model of financial security was improved with regard to indicator of financial reliability of commercial bank, which is calculated on the basis of an assessment of the structural elements of financial reliability, i.e. the integrated indicator of financial reliability of own capital, the integrated indicator of financial reliability of assets, the integrated indicator of financial reliability of obligations and the integrated indicator of financial reliability of the financial result, which serves as the basis for developing the models of forming and selecting of scenarios for ensuring the FSCB. The built complex of models provides for a comprehensive analysis of situations in the banking market; analysis of structural elements of commercial bank's financial security; an integral analysis of factors of the external and internal influence on the level of financial security; simulation of scenarios for ensuring the financial security and substantiation for the choice of an appropriate strategy.
Authors and Affiliations
Iryna Golofaieva, Olena Sergienko, Yana Soldatova
Keywords
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