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- W1854112866 abstract "The mathematical model of a borrowing money contour to cover bank's liquidity needs taking into account positive feedback loop between interest expense and the borrowing money amount is developed. The examples of valuation of the borrowing amount and the survival time are given. The model is useful to assess the bank’s liquidity under normal and stress scenarios." @default.
- W1854112866 created "2016-06-24" @default.
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- W1854112866 date "2014-12-28" @default.
- W1854112866 modified "2023-09-26" @default.
- W1854112866 title "Антикризисное управление банком: моделирование привлечения денежных средств для поддержания его ликвидности" @default.
- W1854112866 hasPublicationYear "2014" @default.
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