Optimal control of the commercial bank investment including the reinvestment processes

Okhapkin V.P.
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List of references:

  1. Антикризисные рекомендации базельского комитета по банковскому надзору: доклад к самиту G20 [Электронный ресурс]. — Базель: Банк международных расчетов, 2010. — http://www.bis.org/publ/bcbs179.pdf.
  2. В. П. Охапкин. Оптимальное управление вложением средств банка как фактор экономической стабильности. — 2012. — Т. 4, № 4. — С. 959–967.
  3. Demirguc-Kunt Asli, Enrica Detragiache, Poonam Gupta. Inside the Crisis: An Empirical Analysis of Banking Systems in Distress. — Washington: World Bank, 2000. — Policy research working paper.
  4. S. Kumar Manmohan, Paul Masson, Marcus Miller. Global Financial Crises: Institutions and Incentives. — 2000. — IMF Working Paper WP.
  5. Yoichiro Ishihara. Quantitative Analysis of Crisis: Crisis Identification and Causality. — 2005. — 26 p. — World Bank Policy Research Working Paper 3598.

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