General Statement of the Problem of Bank Sustainability Management and Methods for its Solution
Keywords:
Financial stability, optimization problem, scalar optimization
Abstract
A stable banking system is a critical link in the development and successful operation of a market economy, as well as a vital requirement for its growth and stability in general. With its constant complication, improved banking legislation, increased competition in the banking environment, and low profit margins, banks are faced with the need to choose a development strategy that links the various priorities of their activities and the various interests of all economic entities, one way or another, interested in bank business into a single whole. In this thesis we aimed to develop of models for managing a bank's financial stability using multi-criteria optimization techniques.
References
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2. Ten, V. V. Review of multiobjective optimization methods in problems of banking assets management / V. V. Ten, B. I. Gerasimov, A. V. Dokukin // Mathematical methods and information technologies in economics: collection of articles. materials of the VII Intern. sci.-tech. conf. Penza, 2001. Part I.e. 79-80.
3. Ten, V. V. The possibility of applying the criteria convolution technique in banking management / V. V. Ten, B. I. Gerasimov, A. V. Dokukin // Mathematical methods and information technologies in economics: collection of articles. Materials of the VII Intern. sci.-tech. conf. Penza, 2001, part 1, pp. 80-81.
4. Steuer, R. Multiobjective optimization: theory, computations and applications / R. Steuer. Moscow: Radio and communication, 1992. 504 p.
5. Gill, F. Practical optimization / F. Gill, W. Murray, M. Wright. M. : Mir, 1985. 509 p.
6. Goldstein, A. L. Operations research: multicriteria problems / A. L. Goldstein // M.: Nauka, 1995. 255 p.
7. Ermoliev, Yu. M. Stochastic models and methods in economic planning / Yu. M. Ermolev, AI Yastremsky. M. : Nauka, 1979. 253 p.
8. Buzdalin, A. V. Bank reliability as a measure of subjective confidence / A. V. Buzdalin // Banking. 1999. No. 2. S. 30-35.
9. Buzdalin, A. V. Empirical approach to the creation of a regulatory framework / A. V. Buzdalin // Banking. 1999. >G" 4. S. 10-14.
10. Muritsky, B. Ya. Search for optimal solutions using Excel 7.0 /B. Ya. Muritsky. St. Petersburg: BHV-St. Petersburg, 1997. 384 p.
11. Modern state of the theory of operations research / ed. N. N. Moiseeva. M.: Nauka, 1979. 412 p.
12. Mashunin, Yu. K. Methods and models of vector optimization / Yu. K. Mashunin. M.: Nauka, 1986.140 p.
13. Fishburne, P. Theory of usefulness for decision making / P. Fishburne. M.: Nauka, 1978. 374 p.
14. Degtyarev, Yu. I. Optimization methods / Yu. I. Degtyarev. M.: Higher. school, 1980. 134 p.
15. Multi-criteria decision making problems / ed. D. V. Gvishiani, S. V. Emelyanova. M.: VNIISI, 1978. 238 p.
Published
2022-05-14
How to Cite
Bakhtinur , I. (2022). General Statement of the Problem of Bank Sustainability Management and Methods for its Solution. CENTRAL ASIAN JOURNAL OF MATHEMATICAL THEORY AND COMPUTER SCIENCES, 3(5), 28-32. https://doi.org/10.17605/OSF.IO/DPJUX
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