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Pivovarova Ch.

Degree	Postgraduate Student, Orenburg State University
E-mail	kristinapiv@mail.ru
Location	Orenburg
Articles	Simulation modeling of a commercial bank’s financial resources The current financial and banking crisis has shown that even the largest banks in Russia that meet all the requirements of the Bank of Russia, nevertheless, fall into crisis situations and suffer losses, often experiencing insurmountable difficulties in settling debts and deal with creditors. One of the most common reason is the inability to fulfill obligations is associated with a shortage of cash, so it is important to monitor the commercial bank’s financial resources dynamics. The point is to study the bank’s financial resources in dynamics. To solve it, an imitation model of the dynamics of financial resources of a commercial bank is proposed, which takes into account four main cash flows: income received under deposit agreements; Income received under loan agreements; Expenses on deposit agreements; Costs associated with the issuance of loans. The model can be used to assess the bank’s financial resources in a dynamic provided that it is possible to convert the time series characterizing receipts and payments to a stationary type. This paper describes a simulation algorithm, describes a software tool that implements the proposed algorithm, and approves the model. The proposed model allows to assess the bank’s financial resources in a certain period of time and collect the descriptive statistics of the distribution of financial resources. On the basis of the resulting characteristics, we can conclude on the financial stability of the bank, assess the risk of entry into the zone of financial unreliability (risk zone). To assess the risk of entering the unreliability zone, it is suggested to use the risk factor for the release of financial resources below the critical level. The proposed model allows to solve actual problems of evaluation, analysis and management of the financial potential of a commercial bank. Read more...