Dynamics of turnovers of deposit accounts was studied by numerically solving Volterra summation equation. The obtained picture corresponds qualitatively to the actual oscillations of turnovers that are often observed in banking practice. It is shown that oscillatory regimes appear not only under...

A continuous-time deterministic model for analytical simulation of an impact of changes in credit turnover, term to maturity structure and rollover rate on balances of time banking deposits, i.e., preferences of depositors, is developed. The model allows taking into account an attraction of new...

It is shown that a program of attracting the banking term deposits essentially depends on the term structure of new deposits. Solving the linear integral Volterra equations with difference kernel, it was received the explicit analytical solution for the program of attracting new deposits with an...

The article examines the impact of endogenous deposits created by loans on the liquidity of a commercial bank. A developed discrete dynamic model of liquidity is based in particular on the application of a non-traditional indicator of turnover of liquid assets, namely, the ratio of debit...