Conceptual frameworks of credit systems modelling by means system dynamics tools
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Date
2020
Authors
Kaminskyi, Andrii
Petrovskyi, Oleksii
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Abstract
Modern credit market is a complex system with rapidly increasing dynamic.
This raises many interdependencies between constituent elements of this system. On
of such component is set of interdependencies between market conditions and banks
performance. Basically, banks develop their credit strategies in accordance of credit
market conditions. But when banks realize their strategies it is changing the condition
of the market with some delay in time. It is classical systemic effect. Typically
changes concern to following market characteristics: Average deposit rate; Average
time for issuing loan; Average interest rate; Number of potential borrowers; Average
banks’ profitability.
Description
Keywords
deposit rate, banks’ profitability, credit market growth, conference materials
Citation
Kaminskyi A. B. Conceptual frameworks of credit systems modelling by means system dynamics tools / Kaminskyi Andrii, Petrovskyi Oleksii // 3rd Annual Research Conference "Theory and practice of system dynamics in finance" : proceedings, December 7, 2020, Kyiv / ed. by Olena Primierova ; National University of Kyiv-Mohyla Academy, Department of Finance, Center of Financial and Economic Research [et al.]. - Kyiv : [Інтерсервіс], 2020. - P. 31-33.