Conceptual frameworks of credit systems modelling by means system dynamics tools

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dc.contributor.authorKaminskyi, Andrii
dc.contributor.authorPetrovskyi, Oleksii
dc.date.accessioned2021-04-08T23:31:51Z
dc.date.available2021-04-08T23:31:51Z
dc.date.issued2020
dc.description.abstractModern 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.en_US
dc.identifier.citationKaminskyi 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.en_US
dc.identifier.urihttps://ekmair.ukma.edu.ua/handle/123456789/19745
dc.language.isoenuk_UA
dc.relation.source3rd Annual Research Conference "Theory and practice of system dynamics in finance" : proceedings, December 7, 2020, Kyiven_US
dc.statusfirst publisheduk_UA
dc.subjectdeposit rateen_US
dc.subjectbanks’ profitabilityen_US
dc.subjectcredit market growthen_US
dc.subjectconference materialsen_US
dc.titleConceptual frameworks of credit systems modelling by means system dynamics toolsen_US
dc.typeConference materialsuk_UA
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