Simulation of the system of refinancing of commercial banks

Abstract

Simulation of the system of refinancing of commercial banks

Medyakovskaya A.S., Usov A.B.

Incoming article date: 20.05.2021

The banking system occupies a dominant position in the modern market economy. The banking system is directly related to risks, one way or another, affecting the entire asset distribution system. The specificity of resource management in a bank requires the synthesis of methods of financial and economic analysis, the use of accounting methods, strategic planning, budgeting. This article describes a two-level mathematical model of interaction between the Central Bank of the Russian Federation and a commercial bank. For the research, the method of simulation was chosen, the algorithm for constructing the Stackelberg equilibrium was implemented in software.

Keywords: two-level hierarchical model, Stackelberg equilibrium, Central Bank of the Russian Federation, commercial bank, refinancing rate, management parameters, subjects of management