Applying Petri Nets Extensions To Modeling Commercial Bank Activity

The relevance of the study is determined by the need to improve the methods of modeling and simulating commercial bank activity, including for the purpose of calculating, controlling and managing the risk of the bank, in the context of the transition to the application of Basel III standards. This improvement becomes necessary due to a direct transition to new regulatory standards when the internal assessments of the main risks become the initial data for calculating the capital adequacy of a bank. The purpose of this article is to argue the opportunity to formulate a theory of the commercial bank model on the extensions of Petri nets theory. The main methods of research were the method of scientific abstraction and method of logical analysis. The main result obtained in the study and presented in the article is the argumentation of the possibility to analyze the quantitative and qualitative characteristics of a commercial bank with the help of Petri net extensions