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master's thesis
Utjecaj neizvjesnosti i dinamike na rezultate Monti-Kleinovog modela o ovisnosti tržišta kredita i depozita
Zagreb: University of Zagreb, Faculty of Science, 2017. urn:nbn:hr:217:953532
Kerner, Mislav
University of Zagreb
Faculty of Science
Department of Mathematics

Institutional repository: Repository of the Faculty of Science

Cite this document

Kerner, M. (2017). Utjecaj neizvjesnosti i dinamike na rezultate Monti-Kleinovog modela o ovisnosti tržišta kredita i depozita (Master's thesis). Zagreb: University of Zagreb, Faculty of Science. Retrieved from https://urn.nsk.hr/urn:nbn:hr:217:953532

Kerner, Mislav. "Utjecaj neizvjesnosti i dinamike na rezultate Monti-Kleinovog modela o ovisnosti tržišta kredita i depozita." Master's thesis, University of Zagreb, Faculty of Science, 2017. https://urn.nsk.hr/urn:nbn:hr:217:953532

Kerner, Mislav. "Utjecaj neizvjesnosti i dinamike na rezultate Monti-Kleinovog modela o ovisnosti tržišta kredita i depozita." Master's thesis, University of Zagreb, Faculty of Science, 2017. https://urn.nsk.hr/urn:nbn:hr:217:953532

Kerner, M. (2017). 'Utjecaj neizvjesnosti i dinamike na rezultate Monti-Kleinovog modela o ovisnosti tržišta kredita i depozita', Master's thesis, University of Zagreb, Faculty of Science, accessed 07 July 2024, https://urn.nsk.hr/urn:nbn:hr:217:953532

Kerner M. Utjecaj neizvjesnosti i dinamike na rezultate Monti-Kleinovog modela o ovisnosti tržišta kredita i depozita [Master's thesis]. Zagreb: University of Zagreb, Faculty of Science; 2017 [cited 2024 July 07] Available at: https://urn.nsk.hr/urn:nbn:hr:217:953532

M. Kerner, "Utjecaj neizvjesnosti i dinamike na rezultate Monti-Kleinovog modela o ovisnosti tržišta kredita i depozita", Master's thesis, University of Zagreb, Faculty of Science, Zagreb, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:217:953532

Metadata
TitleUtjecaj neizvjesnosti i dinamike na rezultate Monti-Kleinovog modela o ovisnosti tržišta kredita i depozita
AuthorMislav Kerner
MentorIlko Vrankić (mentor)
Committee memberIlko Vrankić (predsjednik povjerenstva)
Committee memberTomislav Pejković (član povjerenstva)
Committee memberSiniša Slijepčević (član povjerenstva)
Committee memberZlatko Drmač (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Science
(Department of Mathematics)
Zagreb
Defense date and country2017-11-29, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Abstract
U ovom diplomskom radu analizirali smo Monti-Kleinov model monopolističke banke. To je jedan od prvih modela zasnovanih na industrijskom pristupu bankarskoj industriji. Model je sam po sebi jednostavan i elegantan i poslužio je kao dobar temelj za kasniji razvoj složenijih modela. Jedan od zaključaka modela koji je doživio najviše kritika je taj da su odluke banke oko optimalne količine kredita i optimalne količine depozita neovisne. Isti zaključak vrijedi i za odluke u oligopolističkoj verziji Monti-Kleinovog modela. Mana ovog modela je što ne uključuje dinamiku i neizvjesnost koje su u stvarnosti itekako prisutne na bankarskom tržištu. Mi smo uveli neizvjesnost u monopolističku verziju modela i kasnije smo u radu uveli dinamiku u oligopolističkoj verziji modela. U oba slučaja pobili smo spomenuti rezultat i pokazali da u realnijim okolnostima odluke banaka oko količine kredita i depozita prestaju biti nezavisne.
Abstract (english)
In this graduate thesis, we analysed Monti-Klein model of monopolistic bank. It’s one of the first models based on the industrial approach to banking industry. Because of it’s elegance and simplicity, this model served as a very good platform for some more complicated models that were developed later. One of the most criticized results of this model was the independence between bank’s optimal loan and deposit amounts. The same conclusion counts for oligopolistic version of the Monti-Klein model. The fact that this model doesn’t account dynamics and uncertainty is a real weakness because banking market is very well known for it’s dynamics and uncertainty. In this thesis, we introduced both of these. First we introduced uncertainty in the monopolistic version and after that we were able to introduce dynamics in the oligopolistic version. In both cases we were able to break the independence between bank’s loans and deposit decisions and prove that those are not separable if we take some more realistic circumstances into account.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:217:953532
Study programmeTitle: Finance and Business Mathematics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2018-05-25 10:46:48