- Tytuł:
-
Model referencyjnej stopy procentowej w działalności kredytowej banku
Reference Rate Model in Bank Lending Activities - Autorzy:
- Stodulny, Przemysław
- Powiązania:
- https://bibliotekanauki.pl/articles/591452.pdf
- Data publikacji:
- 2013
- Wydawca:
- Uniwersytet Ekonomiczny w Katowicach
- Tematy:
-
Kredyt bankowy
Modele matematyczne
Rynek usług bankowych
Stopa procentowa
Bank credit
Banking services market
Interest rate
Mathematical models - Opis:
- The paper presents the conception and method of estimating the internal reference rate for loans granted by banks. It's based on the structure of the bank's assets and liabilities, sources of financing and the cost of raising funds, the bank's capital needs, capital costs, and other items of the financial result. Presented method can be used particularly when the bank realizes strategy of variable interest rates depending on the internal decision of the Board in respect of the interest assets and liabilities. This strategy is commonly used by the co-operative banks. The paper contains the model of the cooperative bank, described by mathematical equations that indicate relationships between the parts of the balance sheet, income statement and capital adequacy calculation. The resulting formula for the calculation of the internal reference rate for loans may be used for ongoing monitoring of the bank's operations and strategic planning.
- Źródło:
-
Studia Ekonomiczne; 2013, 154; 103-112
2083-8611 - Pojawia się w:
- Studia Ekonomiczne
- Dostawca treści:
- Biblioteka Nauki
Artykuł