AGENT-BASED MODEL OF FUNCTIONING OF CLUSTERS OF SMALL AND MEDIUM-SIZED ENTERPRISES IN INTERACTING WITH THE BANK SECTOR
The article deals with the development of an agent-based model (AOM) of interaction between the banking sector of the economy and small and medium-sized enterprises (SME) in the framework of the lending process. The construction of the model involves the preparation of initial data; the formation of clusters of SME enterprises taking into account the results of the assessment of the creditworthiness of the enterprise; the development of agent behavior models for selected clusters of enterprises, banks and the Central Bank using state diagrams, as well as the development of a software implementation of the model in the AnyLogic environment. The data sources are: the balance sheet of the enterprise; the report on the financial results of the enterprises; the financial indicators of the banks. The data is imported into a database that is connected to the developed AOM and determines the initial values of the AOM parameters during the simulation. Experimental studies of various scenarios for the implementation of monetary policy that determine the effectiveness of interaction between clusters of SME enterprises and the banking sector were conducted. It is shown that the reduction of the key rate makes it possible to compensate for the existing negative trends and to stabilize the functioning of the SME sector. It is advisable to use the developed AOM for scenario studies of the dynamics of the behavior of clusters of SME under various options for implementing monetary policy and to evaluate the effectiveness of management decisions.