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...

To predict maturity structure of bank's rolled-over retail deposits the multinomial logit model of deposit supply was developed. It was considered important features of estimation of model's parameters. Example of building deposit supply function is given

A quantitative ground for decision-making in a bank on setting of optimal interest rates on retail term deposits is proposed. The offered approach is based on the variational method of synthesis of optimal deterministic control. To solve this problem, instead balance sheet interest rates it is...