出版社:Research Centre of Industrial Problems of Development of NAS of Ukraine
摘要:The study is devoted to formation of the competitive strategy of a commercial bank on the basis of use of the methodology of the game theory. Competitive strategy is formed under conditions of a game,which has the studied bank,direct competitors and external environment. The game is not co-operative and has no constant amount. Efficiency of the bank strategy is determined on the basis of three indicators: interest income,share in loans of physical persons and share in loans of legal entities. Direct competitors that form an individual player were allocated with the help of the cluster analysis. The game was realised with the help of an imitation model,which allows realisation of various competitive strategies. The imitation model consists of three blocks,which model the bank behaviour,competitors and environment. The optimal competitive strategy was chosen on the basis of the principle of the guaranteed result. In the result of modelling the article determines an optimal strategy,which allows increase of both the interest rate and share in loans and deposits among competitors.
其他摘要:Дослідження присвячене формуванню конкурентної стратегії комерційного банку на основі використання методології теорії ігор. Конкурентна стратегія формується в умовах гри,де присутні досліджуваний банк,безпосередні конкуренти,зовнішнє середовище. Гра є нек
关键词:commercial bank;competitive strategy;guaranteed result;imitation model;game theory
其他关键词:комерційний банк;конкурентна стратегія;гарантований результат;імітаційна модель;теорія ігор