Optimisation of the structure of the dealing service of the bank with a limited base of counteragents
Journal Title: Проблеми економіки - Year 2013, Vol 2013, Issue 2
Abstract
The article considers methods of assessment of optimal parameters of the dealing service of the bank with a limited base of counteragents. The methods are based on a mathematical model of microstructure of the interbank currency market [5]. The methods allow identification of optimal parameters of the infrastructure of the dealing service of the bank based on indicators of dynamics of currency rates and market environment of the bank.
Authors and Affiliations
Sergey Novak
Keywords
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- EP ID EP104280
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