Home  Journals  Finance and Credit  33(369) - 2009 September

Deposits portfolio risk effect on the stability of commercial bank

Available online: 6 November 2009

Subject Heading: Banking

JEL Classification: 

Nowadays the current difficult situation in the banking system raises questions about the use of additional methods and tools for a more detailed analysis of the bank.
     The article raises the point of rational assets and liabilities portfolio organiztion, using the N.M. Markovitz method based on an analysis of the current state of the bank deposit portfolio and an example of the calculation under this methodology. The proposed idea can be used to optimize the existing structure of the deposit portfolio of the bank, and to determine the stability rate of the bank.

Keywords: deposits, stability, liquidity, Markovitz

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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