DYNAMICS MODEL OF TWO BANKS WITH DEPOSITS INTERACTION BETWEEN BANKS AND STABILITY ANALAYSIS ON THE EQUILIBRIUM POINTS

• Main Author: Aurellia, Talitha
• Format: Final Project
• Language: Indonesia
• Online Access: https://digilib.itb.ac.id/gdl/view/65386
• Institution: Institut Teknologi Bandung

Banks are financial intermediary institutions whom in the charge of collecting funds from public in the form of deposits and distribute it in the form of loans. As a business institution Banks also have Equity, ownership of assets that measured from subtracting liabilities from the value of assets. The proportionality of Deposits, Loans, and Equity are very important aspects in maintaining the stability of banking condition. In this thesis, dynamic system of Deposits, Loans, and Equity will be constructed by following the Predator-and-Prey Model with logistic model adaptation. Interaction model between two banks will be constructed with the addition of equity equations element which is developed from one bank model. The models will be implemented on the commercial bank data which divided based on their business group (BUKU). Parameters of the model will be estimated using the Spiral Optimization Algorithm (SOA). The best model will be chosen based on the objection function of the MAPE. Based on the conducted estimation, analysis of stability will be conducted on the equilibrium points of the deposits, loans, and equity by making a change in the parameters value on one of the banks. Based on the parameter change, the effects are classified into affecting the equilibrium points of the deposits, loans, and equity of the model and does not affect theequilibrium points of the model.