OPTIMIZATION OF THE RATIO "LIQUIDITY - RETURN"OF BANK CREDIT PORTFOLIO BY MEANS OF IMITATION MODELLING
To represent commercial bank credit portfolio modeling most adequately is to use imitating models which in dynamics co-ordinate financial streams of a credit portfolio with a portfolio of bank obligations. The choice of the best decision takes place due to Pareto set in such a manner that improvement of one indicator - either liquidity or return - is carried out without degradation of the other. The article proves in calculations the necessity to attract interbank loans or to place free funds in loans of overnight type.