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Optimisation of the structure of the dealing service of the bank with a limited base of counteragents

Author

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  • Novak Sergey N.

    (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 service of the bank with a limited base of counteragents. The methods are based on a mathematical model of microstructure of the interbank currency market [5]. The methods allow identification of optimal parameters of the infrastructure of the dealing service of the bank based on indicators of dynamics of currency rates and market environment of the bank.

Suggested Citation

  • Novak Sergey N., 2013. "Optimisation of the structure of the dealing service of the bank with a limited base of counteragents," The Problems of Economy, RESEARCH CENTRE FOR INDUSTRIAL DEVELOPMENT PROBLEMS of NAS (KHARKIV, UKRAINE), issue 2, pages 201-205.
    • Handle: RePEc:idp:redpoe:y:2013:i:2:p:201_205
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