Optimisation of the structure of the dealing service of the bank with a limited base of counteragents

Novak Sergey N. ()
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Novak Sergey N.: Sevastopol Institute of Banking of the Ukrainian Academy of Banking of National Bank of Ukraine

The Problems of Economy, 2013, issue 2, 201_205

Abstract: The article considers methods of assessment of optimal parameters of the dealing service of the bank with a limited base of counteragents. The methods are based on a mathematical model of microstructure of the interbank currency market [5]. The methods allow identification of optimal parameters of the infrastructure of the dealing service of the bank based on indicators of dynamics of currency rates and market environment of the bank.

Keywords: theory of market microstructure; currency market; exchange rate; dealing service (search for similar items in EconPapers)
Date: 2013
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