SISTEM DINAMIKA VOLUME DEPOSITO DAN VOLUME PINJAMAN BERDASARKAN MODEL MODIFIKASI MONTI-KLEIN PADA DUA BANK

• Main Author: NURWENDA, WIDA
• Format: Final Project
• Language: Indonesia
• Online Access: https://digilib.itb.ac.id/gdl/view/19659
• Institution: Institut Teknologi Bandung

Banks are entities that raise funds from public in the form of saving and allocate <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> them back to public in the form of loan and / or other forms in order to improve the <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> living standards of the people. Various products and services produced by commercial <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> banks charged a rate that will generate profits. Public response to changes in <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> interest rates will affect bank profit. In this final project author develop a dynamical <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> system of the form: <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dD1 <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dt <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> = f1(D1;D2;L1;L2) <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dL1 <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dt <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> = g1(D1;D2;L1;L2) <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dD2 <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dt <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> = f2(D1;D2;L1;L2) <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dL2 <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> dt <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> = g2(D1;D2;L1;L2) <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> where Di;Li are respectively the volumes of deposit and loans for bank-i, i = 1; 2. <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> The most popular model in banking industry, which is Monti-Klein profit equation, <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> is modified and analyzed the stability of the dynamical system of deposit and <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> loan. From these observations the behaviour of the solutions to this dynamical system <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> is following situation which has 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 <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> to the deposit rate. It concludes the interdependence of deposit and loan decision <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> makings of two banks.