IDEAS home Printed from https://ideas.repec.org/a/idp/bizinf/y2013i11p70_75.html
   My bibliography  Save this article

Methods of Optimisation of the Structure of the Dealing Bank with a Limited Base of Counter-Agents

Author

Listed:
  • Novak Sergiy M.

    () (Sevastopol Institute of Banking of the Ukrainian Academy of Banking of National Bank of Ukraine)

Abstract

The article considers methods of assessment of optimal parameters of the dealing bank service with a limited base of counter-agents. The methods are based on the mathematical model of micro-structure of the inter-bank currency market. The key parameters of the infrastructure of the dealing service within the framework of the model are: number of authorised traders, contingent of counter-agents, quotation policy, main parameters of the currency market - spread and volatility of quotations and the resulting indicators of efficiency of the dealing service - profit and probability of breakeven operation. The methods allow identification of optimal parameters of the infrastructure of the dealing bank service based on indicators of dynamics of currency risks and market environment of the bank. On the basis of the developed mathematical model the article develops methods of planning calculations of parameters of the infrastructure of the dealing bank service, which are required for ensuring a necessary level of efficiency with set parameters of the currency market. Application of the said methods gives a possibility to assess indicators of operation of the bank's front office depending on its scale.

Suggested Citation

  • Novak Sergiy M., 2013. "Methods of Optimisation of the Structure of the Dealing Bank with a Limited Base of Counter-Agents," Business Inform, RESEARCH CENTRE FOR INDUSTRIAL DEVELOPMENT PROBLEMS of NAS (KHARKIV, UKRAINE), Kharkiv National University of Economics, issue 11, pages 70-75.
  • Handle: RePEc:idp:bizinf:y:2013:i:11:p:70_75
    as

    Download full text from publisher

    File URL: http://www.business-inform.net/pdf/2013/11_0/70_75.pdf
    Download Restriction: no

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:idp:bizinf:y:2013:i:11:p:70_75. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alexey Rystenko). General contact details of provider: http://www.business-inform.net .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.