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Модель Стадного Поведения Клиентов Банка

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  • Вороновицкий М.М.
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    Abstract

    Требования большинства клиентов банка о досрочном возврате вкладов называют нападением на банк. Одной из существенных причин этого явления оказывается возникновение стадного поведения клиентов банка. В настоящей работе нападение на банк рассматривается как один из примеров стадного поведения. Построены и исследованы две динамические модели взаимодействия коллектива клиентов и банка. Показано, что при простых и достаточно естественных предположениях о механизме выбора решений клиентами возникает стадное поведение. Главная цель работы - исследование механизмов стадного поведения более сложных, чем исследованные ранее.

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    Bibliographic Info

    Article provided by Центральный Экономико-Математический Институт (ЦЭМИ) in its journal Экономика и математические методы.

    Volume (Year): 49 (2013)
    Issue (Month): 1 (январь)
    Pages: 73-87

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    Handle: RePEc:scn:cememm:v:49:y:2013:i:1:p:73-87

    Note: Москва
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    Web page: http://www.cemi.rssi.ru/emm/home.htm

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    Keywords: стадное поведение; набег на банк; математические модели; цепи Маркова.;

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    1. Franklin Allen & Douglas Gale, 1998. "Optimal Financial Crises," Journal of Finance, American Finance Association, vol. 53(4), pages 1245-1284, 08.
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