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Journal of Automation and Information Sciences

Published 12 issues per year

ISSN Print: 1064-2315

ISSN Online: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Bank Capitalization Theorem

Volume 44, Issue 2, 2012, pp. 65-80
DOI: 10.1615/JAutomatInfScien.v44.i2.60
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ABSTRACT

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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  7. Gonchar N.S., Mathematical foundations of information economics.

CITED BY
  1. Gonchar N. S., Mathematical Model of Banking Operation, Cybernetics and Systems Analysis, 51, 3, 2015. Crossref

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