#TITLE_ALTERNATIVE#

• Main Author: NURFITRIYANA, RATIH
• Format: Final Project
• Language: Indonesia
• Online Access: https://digilib.itb.ac.id/gdl/view/19235
• Institution: Institut Teknologi Bandung

The need of reliable techniques to forecast the profit of commercial banks in <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> the future is inevitable nowadays. A dynamical model, which is one of sophisticated <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> techniques using mathematical equations, can determine the observed state, <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> for example bank profits, for all future times based on the current state. It will also <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> show small changes in the state of the system create either small or big changes <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> in the future depending on the model. In this research, the writer uses a modified <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> Monti-Klein profit equation and develop a dynamical system of the form: <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dD <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dt <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> = f (D;L; rD; rL; r) <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dL <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dt <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> = g(D;L; rD; rL; r) <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> Here D and rD are the volume of deposit and its rate, L and rL are the volume <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> of loan and its rate, r and is the interbank market rate. In this research, the bank’s <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> profit model of Monti-Klein will be modified to look at the dynamics of the volumes <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> of loan and deposit in a bank. Note that range of products and services produced <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> by the commercial banks charged rates that will generate profits for the bank. One <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> system of determining the interest rate is a floating system that is to follow the state <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> of the market. The writer analyses the behaviour of the solutions when the rates of <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> loan and deposit follow sinus and cosinus functions in various combinations. The <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> equilibrium points and their phase portraits are analysed for each case of combinations. <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> It concludes that the rates of deposit and interbank market are supposed to be <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> the similar functions in order to have a downward-sloping demand for loans with <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> respect to the loan rate and an upward-sloping demand for deposits with respect to <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> the deposit rate. It also can be concluded that the Jacobian matrix of each case affect <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> the comparison of bank’s loan volume to its deposit volume.