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Journal of Automation and Information Sciences
SJR: 0.275 SNIP: 0.59 CiteScore™: 0.8

ISSN Druckformat: 1064-2315
ISSN Online: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v44.i2.60
pages 65-80

Bank Capitalization Theorem

Nikolay S. Gonchar
N.N. Bogolyubov Institute of Theoretical Physics of National Academy of Sciences of Ukraine, Kiev, Ukraine


Model of bank operation is proposed. Integral equation of banking failure is obtained and its solution is constructed. Depending on parameters of investment medium this solution is investigated. We specify the value of bank capital, for which probability of banking failure during certain period of bank activity is estimated only by probability of unavoidable risk, which is defined as probability of potential of loss of a part of invested capital in the case of disadvantageous economic situation. The value of this capital is called as volume of bank capitalization.


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