БАНК — СКЛАДНА СИСТЕМА

• Date: 2025
• Main Authors: Velichkin, V.A., Timoshenko, M.V.
• Format: Article
• Language: English
• Published: V.M. Glushkov Institute of Cybernetics of NAS of Ukraine 2025
• Subjects: банк; складна система; вектор стану; матриця переходу; моделювання поведінки складної системи
• Online Access: https://jais.net.ua/index.php/files/article/view/675
• Journal Title: Problems of Control and Informatics

The bank is represented as a complex financial and economic system with a certain state column vector. The parameters of an arbitrary state as a column vectors are defined as the product of the transition matrix from one state to another. This representation of the bank allows you to make the transition to statistical modeling of the bank's activities via the statistics of the transition matrix. When analyzing the activities of a bank, the most common tool used by researchers is the method of indicators, that is, the ratio of financial and economic aggregates. With this approach, the evaluation of the bank’s activities is carried out using various absolute and relative indicators. A comprehensive study of these indicators allows us to conclude about the effectiveness of the financial and economic activities of the bank. We should mention the method of comparing the actual state of the values of the studied indicators with the standard values, the values of the past period, and the values of the average level. The purpose of the study is to study the relationship between the parameters describing the state of the bank at a control instant of time from the parameters of the initial state and, on the basis of this dependence to, develop methods for managing financial resources under the conditions of specified constraints. The concept of a transition matrix from one bank state to an arbitrary state is introduced. The transition of a bank as a complex FES (financial economic system) from one state to another occurs under the influence of the flow of finance consisting of elements — payments, the size of which may be equal to the minimum monetary unit. In general, each stream of payments, regardless of the value, transfers the system from one state to another. One banking (operational) day is selected as the time sampling. Consequently, a bank is considered as a complex financial and economic system with a discrete number of states, and one banking (operational) day is selected as a unit of time. This corresponds to the current approach to financial management in the banking system. The practice of applying the method to the problem of asset liquidity indicators and the Monte Carlo method showed the effectiveness of the proposed model. The general conclusions of the work are as follows: the bank is represented as a complex dynamic financial and economic system with a countable number of states; the resulting further development of the application of a systems approach to financial management, the bank is presented in the form of a system consisting of a specific set of parameters, financial management is carried out by the method of managing these parame-ters; the dependence of the parameters describing the bank factors under study at the control instant of time from the parameters of the initial state was revealed; systematized payment flows, which are represented by the transition matrix, by breaking them into components, the quantitative influence of these components on the system parameters was determined; it is proved that the relationship between the parameters of the control and initial states with a sufficient degree of probability can be expressed by a linear operator; the proposed formulas allow us to calculate all the components of a linear operator. On the basis of the obtained dependence of the parameters of the control state on the parameters of the initial state, methodical recommendations were developed for managing the parameters (assets and liabilities) of the banking structure.