Optimisation of the structure of the dealing service of the bank with a limited base of counteragents

The article considers methods of assessment of optimal parameters of the dealing service of the bank with a limited base of counteragents. The methods are based on a mathematical model of microstructure of the interbank currency market [5]. The methods allow identification of optimal parameters of the infrastructure of the dealing service of the bank based on indicators of dynamics of currency rates and market environment of the bank.

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Year of publication:	2013
Authors:	Novak Sergey N.
Published in:	The Problems of Economy. - ISSN 2222-0712. - 2013, 2, p. 201-205
Subject:	theory of market microstructure \| currency market \| exchange rate \| dealing service

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010855850