Wyniki wyszukiwania - BazTech

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Mathematical modeling and optimal control of the impact of rumors on the banking crisis

Tadmon Calvin, Njike-Tchaptchet Eric Rostand

Demonstratio Mathematica

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2022

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Vol. 55, nr 1

90--118

EN

The bank run phenomenon, mostly due to rumor spread about the financial health of given financial institutions, is prejudicious to the stability of financial systems. In this paper, by using the epidemiological approach, we propose a nonlinear model for describing the impact of rumor on the banking crisis spread. We establish conditions under which the crisis dies out or remains permanent. We also solve an optimal control problem focusing on the minimization, at the lowest cost, of the number of stressed banks, as well as the number of banks undergoing the restructuring process. Numerical simulations are performed to illustrate theoretical results obtained.

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The situation of bank lending in Ukraine: current problems and prospects of recovery

Manzhos S.

Ekonomia i Zarządzanie

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2016

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Vol. 8, no. 3

89--97

EN

The article investigates the state of bank lending in Ukraine, identifies the source of the severe banking crisis, that broke out in Ukraine in 2014-2015. Additionally, it suggests recommendations for the enhancement of the role of bank lending in the process of expanded incentives for investments in order to facilitate the exit from the economy crisis towards the economic growth. Using the general scientific methods of empirical and theoretical research, the dynamics of bank lending in Ukraine in 2003- 2014 was analysed and the following periods were distinguished: 2003-2007, which is the period of the rise of a strong banking system and the increase of bank lending; 2008-2009, when the crisis and post-crisis recovery processes have been attempted, and 2014-2015, which is the period of an unprecedented crisis and a wave of bank failures. The analysis revealed the following main factors constraining the lending to the economy of Ukraine in today's conditions: a slowdown in the economic growth, increasing economic and political risks of inflation and devaluation expectations, rapid fluctuations of exchange rate, a high cost and the lack of credit because of insufficient domestic resources and the mismatch of terms and conditions of bank loans with the aim to attract resources, a significant credit risk and imperfect methods of management, the lack of clear mechanisms for loan repayment applicable to insolvent borrowers, and inadequate protection of the rights of lenders and borrowers. The article substantiates that the stimulation of the lending process should be based on the following: the improvement of the investment climate in Ukraine, using stricter lending criteria, ensuring effective mechanisms for provisioning for credit risks, and the improvement of measures for the protection of rights of lenders and borrowers. The state should focus on new projects stimulating – international investments by introducing the European standards on domestic enterprises, including joint investment projects in strategic sectors; the promotion of investment projects in support of small and medium enterprises; and intensified efforts to stimulate foreign banks to open credit lines for small and medium-sized businesses to implement energy efficiency projects under the state guarantee.

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Conversion method in the evaluation of the impact of crisis on the services of e-banking websites on the market for an individual client in Poland

Chmielarz W.

Foundations of Control and Management Sciences

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2009

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No. 12

7-22

EN

In this article efficiency analysis method of Java EE application is presented. Efficiency measures of such kind of applications are described. Furthermore, discrete-event simulation modelling method Event Graph and its extension LEGOS are presented as well. Moreover, model of Java EE application is presented. An implementation of proposed model in Java and SimKit package is presented. In the paper, a design of simulation application is also described. The article encompasses description of simulation experiment used in efficiency analysis of Java EE application and example of results from such experiment.