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BUSINESS INFORM №1-2012

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31

Section: Finance, Money Circulation and Credit
Dubnitskiy V. Y., Pasichnik I. V., Stoykova M. G.
The use of Information about the Bank's State in the Process of Model­ing the Systems of Bank Supervision with the Use of Markov Process (p. 122 - 125)

The Markov model of bank supervision system is made which can estimate the probability of bank stay in the certain state every quarter and at the beginning of new year.
Keywords: banking supervision system, the Markov model, the information about the state of the bank, the modeling process
Bibl.: 2.

Dubnitskiy Valeriy Yu. – Candidate of Sciences (Engineering), Senior Research Fellow, Kharkiv Educational and Scientific Institute of SHEI «Banking University» (55 Peremohy Ave., Kharkіv, 61174, Ukraine)
Email: [email protected]
Pasichnik Irina V. – Candidate of Sciences (Economics), Associate Professor, Professor, Department of Finance, Banking and Insurance, Kharkiv Educational and Scientific Institute of SHEI «Banking University» (55 Peremohy Ave., Kharkіv, 61174, Ukraine)
Email: [email protected]
Stoykova Mariya G. – student of Kharkiv Institute of Banking of the University of Banking of the National Bank of Ukraine

Article is written in Ukrainian
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Reference to this article:
Dubnitskiy, Valeriy Yu., Pasichnik, Irina V., and Stoykova, Mariya G. (2012) “ The use of Information about the Bank's State in the Process of Model­ing the Systems of Bank Supervision with the Use of Markov Process.” Business Inform 1:122–125.


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