title: ÐÐ¾Ð´ÐµÐ»Ð¸ Ð´Ð»Ñ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ Ð´ÐµÑÑÐµÐ»ÑÐ½Ð¾ÑÑÑÑ Ð±Ð°Ð½ÐºÐ°
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
title: Models for managing the bank's activities
Creators: name: Ð¢Ð°Ð±ÑÐµÐ²Ð°, ÐÐ¼Ð°Ð½Ð´Ð°
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2021
Subjects: ÐÑÐ¸Ð½ÑÑÐ¸Ðµ ÑÐµÑÐµÐ½Ð¸Ð¹
ÐÐ°ÑÐµÐ¼Ð°ÑÐ¸ÑÐµÑÐºÐ¾Ðµ Ð¼Ð¾Ð´ÐµÐ»Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ
ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ðµ Ð±Ð°Ð½ÐºÐ¾Ð¼
Ð¾Ð³ÑÐ°Ð½Ð¸ÑÐµÐ½Ð¸Ñ
ÑÐµÐ»ÐµÐ²ÑÐµ ÑÑÐ½ÐºÑÐ¸Ð¸
bank management
constraints
objective functions

description: ÐÐ°Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¿Ð¾ÑÐ²ÑÑÐµÐ½Ð° Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ Ð´ÐµÑÑÐµÐ»ÑÐ½Ð¾ÑÑÐ¸ Ð±Ð°Ð½ÐºÐ° Ð´Ð»Ñ Ð¿ÑÐ¸Ð½ÑÑÐ¸Ñ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½ÑÐµÑÐºÐ¸Ñ ÑÐµÑÐµÐ½Ð¸Ð¹ Ð² ÑÐµÐ»ÑÑ Ð¼Ð°ÐºÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ Ð´Ð¾ÑÐ¾Ð´Ð° Ð¸ Ð¼Ð¸Ð½Ð¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ ÑÐ¸ÑÐºÐ° Ð»Ð¸ÐºÐ²Ð¸Ð´Ð½Ð¾ÑÑÐ¸. ÐÐ°Ð´Ð°ÑÐ¸, ÐºÐ¾ÑÐ¾ÑÑÐµ ÑÐµÑÐ°Ð»Ð¸ÑÑ Ð² ÑÐ¾Ð´Ðµ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ: 1. ÐÐ½Ð°Ð»Ð¸Ð· Ð¾ÑÐ¾Ð±ÐµÐ½Ð½Ð¾ Ð¸Ð·Ð²ÐµÑÑÐ½ÑÑ Ð¸ ÑÐ°ÑÐ¿ÑÐ¾ÑÑÑÐ°Ð½ÐµÐ½Ð½ÑÑ Ð¼ÐµÑÐ¾Ð´Ð¾Ð² Ð¾ÑÐµÐ½ÐºÐ¸ ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²Ð¾Ð³Ð¾ ÑÐ¾ÑÑÐ¾ÑÐ½Ð¸Ñ Ð±Ð°Ð½ÐºÐ¾Ð². 2. ÐÐ¿ÑÐµÐ´ÐµÐ»ÐµÐ½Ð¸Ðµ ÑÐ¿Ð¾ÑÐ¾Ð±Ð¾Ð² Ð¾ÑÐµÐ½ÐºÐ¸ Ð¿Ð¾ÐºÐ°Ð·Ð°ÑÐµÐ»ÐµÐ¹ Ð´Ð»Ñ ÑÐ¾Ð³Ð¾, ÑÑÐ¾Ð±Ñ Ð¾Ð¿ÑÐµÐ´ÐµÐ»Ð¸ÑÑ ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²Ð¾Ðµ ÑÐ¾ÑÑÐ¾ÑÐ½Ð¸Ðµ ÑÐ¸Ð»Ð¸Ð°Ð»Ð° Ð±Ð°Ð½ÐºÐ° Ð¸ Ð¸Ñ Ð¾ÑÐ±Ð¾Ñ. 3. ÐÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð¿Ð¾Ð»ÑÑÐµÐ½Ð½ÑÑ Ð´Ð°Ð½Ð½ÑÑ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° Ð´Ð»Ñ Ð¿Ð¾ÑÑÑÐ¾ÐµÐ½Ð¸Ñ Ð¼Ð°ÑÐµÐ¼Ð°ÑÐ¸ÑÐµÑÐºÐ¸Ñ Ð¼Ð¾Ð´ÐµÐ»ÐµÐ¹ Ð´Ð»Ñ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ Ð´ÐµÑÑÐµÐ»ÑÐ½Ð¾ÑÑÐ¸ ÐºÐ¾Ð¼Ð¼ÐµÑÑÐµÑÐºÐ¾Ð³Ð¾ Ð±Ð°Ð½ÐºÐ°. 4. Ð Ð°Ð·ÑÐ°Ð±Ð¾ÑÐºÐ° Ð¼Ð°ÑÐµÐ¼Ð°ÑÐ¸ÑÐµÑÐºÐ¸Ñ Ð¼Ð¾Ð´ÐµÐ»ÐµÐ¹, ÐºÐ¾ÑÐ¾ÑÑÐµ Ð¾Ð¿Ð¸ÑÑÐ²Ð°ÑÑ Ð·Ð°Ð´Ð°ÑÑ Ð½Ð°ÑÐ¾Ð¶Ð´ÐµÐ½Ð¸Ñ Ð¿ÑÐ¸ÐµÐ¼Ð»ÐµÐ¼Ð¾Ð³Ð¾ ÑÐ°ÑÐ¿ÑÐµÐ´ÐµÐ»ÐµÐ½Ð¸Ñ ÑÐ°Ð·Ð¼ÐµÑÐµÐ½Ð½ÑÑ Ð¸ Ð¿ÑÐ¸Ð²Ð»ÐµÑÐµÐ½Ð½ÑÑ ÑÐµÑÑÑÑÐ¾Ð² Ð² Ð·Ð°Ð²Ð¸ÑÐ¸Ð¼Ð¾ÑÑÐ¸ Ð¾Ñ ÑÐ¾Ð³Ð¾, ÐºÐ°ÐºÐ¾Ð¹ Ð²ÑÐ±ÑÐ°Ð½ ÑÐµÐ»ÐµÐ²Ð¾Ð¹ Ð¿Ð°ÑÐ°Ð¼ÐµÑÑ. Ð Ð°Ð±Ð¾ÑÐ° Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð° Ð½Ð° Ð±Ð°Ð·Ðµ ÐÐ Â«ÐÐ»ÑÑÐ°-ÐÐ°Ð½ÐºÂ» ÑÐ¸Ð»Ð¸Ð°Ð» Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³. Ð ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÐµ Ð±ÑÐ»Ð¸ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ñ Ð¼Ð¾Ð´ÐµÐ»Ð¸ Ð´Ð»Ñ Ð¿ÑÐ¸Ð½ÑÑÐ¸Ñ ÑÐµÑÐµÐ½Ð¸Ð¹ Ð¿ÑÐ¸ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ð¸ Ð´ÐµÑÑÐµÐ»ÑÐ½Ð¾ÑÑÑÑ Ð±Ð°Ð½ÐºÐ°. Ð Ð¿ÑÐ¾ÑÐµÑÑÐµ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ Ð±ÑÐ»Ð° Ð¿Ð¾Ð´ÑÐ²ÐµÑÐ¶Ð´ÐµÐ½Ð° Ð¿ÑÐ¸Ð½ÑÐ¸Ð¿Ð¸Ð°Ð»ÑÐ½Ð°Ñ Ð¼Ð½Ð¾Ð³Ð¾ÐºÑÐ¸ÑÐµÑÐ¸Ð°Ð»ÑÐ½Ð¾ÑÑÑ Ð·Ð°Ð´Ð°ÑÐ¸. ÐÐ¾ÐºÐ°Ð·Ð°Ð½Ð¾, ÑÑÐ¾ Ð¿ÑÐ¸ Ð²ÑÐ±Ð¾ÑÐµ Ð² ÐºÐ°ÑÐµÑÑÐ²Ðµ ÑÐµÐ»ÐµÐ²Ð¾Ð¹ ÑÑÐ½ÐºÑÐ¸Ð¸ ÑÐ°Ð·Ð½ÑÑ Ð¿Ð¾ÐºÐ°Ð·Ð°ÑÐµÐ»ÐµÐ¹ Ð¿Ð¾Ð»ÑÑÐ°ÑÑÑÑ ÑÐ°Ð·Ð½ÑÐµ ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¸. ÐÐ¾ÑÑÐ¾Ð¼Ñ Ð±ÑÐ»Ð¾ Ð¿ÑÐµÐ´Ð»Ð¾Ð¶ÐµÐ½Ð¾ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°ÑÑ Ð´ÐµÑÑÐµÐ»ÑÐ½Ð¾ÑÑÑ Ð±Ð°Ð½ÐºÐ°, Ð¿Ð¾ÑÑÐ°Ð²Ð¸Ð² Ð´Ð²Ðµ Ð·Ð°Ð´Ð°ÑÐ¸ Ñ ÑÐ°Ð·Ð½ÑÐ¼Ð¸ ÑÐµÐ»ÐµÐ²ÑÐ¼Ð¸ ÑÑÐ½ÐºÑÐ¸ÑÐ¼Ð¸, Ð²ÑÐ±ÑÐ°Ð½Ð½ÑÐ¼Ð¸ Ð² ÐºÐ°ÑÐµÑÑÐ²Ðµ Ð½Ð°Ð¸Ð±Ð¾Ð»ÐµÐµ Ð·Ð½Ð°ÑÐ¸Ð¼ÑÑ (Ð² ÑÐ°ÑÑÐ½Ð¾ÑÑÐ¸, Ð¼Ð°ÐºÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ Ð¿ÑÐ¸Ð±ÑÐ»Ð¸ Ð¸Ð»Ð¸ Ð´Ð¾ÑÐ¾Ð´Ð° Ð¸ Ð¼Ð¸Ð½Ð¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ ÑÐ¸ÑÐºÐ° Ð»Ð¸ÐºÐ²Ð¸Ð´Ð½Ð¾ÑÑÐ¸) Ð¸, ÑÐ¾Ð¿Ð¾ÑÑÐ°Ð²Ð¸Ð² ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÑ, Ð¿Ð¾Ð»ÑÑÐ¸ÑÑ ÐºÐ¾Ð¼Ð¿ÑÐ¾Ð¼Ð¸ÑÑÐ½Ð¾Ðµ ÑÐµÑÐµÐ½Ð¸Ðµ.
description: This paper is devoted to the study of the bank's activities for making management decisions in order to maximize income and minimize liquidity risk. Tasks that were solved in the course of the study: 1. Analysis of particularly well-known and common methods of assessing the financial condition of banks. 2. Identification of ways to evaluate indicators in order to determine the financial condition of the bank's branch and their selection. 3. Use of the obtained analysis data to build mathematical models for the study of commercial bank activities. 4. Development of mathematical models that describe the task of finding an acceptable distribution of allocated and attracted resources, depending on which target parameter is selected. The work was carried out on the basis of JSC "Alfa-Bank" branch of St. Petersburg. As a result, the models for decision-making in the management of the bank's activities were investigated. In the course of the study, the principal multicriteria of the problem was confirmed. It is shown that when choosing different indicators as the target function, different strategies are obtained. Therefore, it was proposed to study the bank's activities by setting two tasks with different target functions selected as the most significant (in particular, maximizing profit or income and minimizing liquidity risk) and comparing the results, to obtain a compromise solution.