Comprehensive Dynamics of Banking: A Systemic Approach Incorporating Lending, Investment, and Capital Variables  

作　　者：Gulnaz ABDUKADYROVA Adilia TABYSHOVA Minara NAZEKOVA Jyldyz ALYMBAEVA Cholpon TOKTOSUNOVA 

机构地区：[1]Department of Banking and the Securities Market,Musa Ryskulbekov Kyrgyz Economic University,Bishkek 720033,Kyrgyz Republic [2]Department of Finance and Financial Technologies named after S.A.Sulaymanbekov,Musa Ryskulbekov Kyrgyz Economic University,Bishkek 720033,Kyrgyz Republic

出　　处：《Journal of Systems Science and Information》2024年第3期323-339,共17页系统科学与信息学报（英文）

摘　　要：The research topic related to the analysis of banking activity is relevant since the banking sector is complex and dynamic and requires constant monitoring and analysis to make informed decisions. Using a mathematical model of system dynamics to analyse banking activities can help banks make better decisions, manage risk, ensure the stability and efficiency of operations, and adapt to changing conditions. The purpose of the study is to determine the influence of various factors, in particular economic activity, on the final profit of the bank. Among the methods used, the analytical method, the functional method, the system analysis method, the deduction method, the synthesis method, and the comparison method were applied. In the course of this study, an extensive analytical review of banking activities was carried out using a system dynamics model, taking into account the requirements of the International Financial Reporting Standards(IFRS 9). The study included various scenario analyses to explore the impact of changes in economic conditions on the bank's loan portfolio,risk level, and profitability. Both economic growth scenarios and recession scenarios were considered in order to more fully assess their impact on the financial condition of the bank. A forecast and analysis of the risks associated with lending, investments, and other bank operations was carried out. The practical significance lies in the application of the results obtained to address issues related to banking in order to increase the efficiency of this process and achieve a new level of development.

关 键 词：credit risks recession scenario economic activity management decisions loan portfolio 

分 类 号：F830[经济管理—金融学]