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Information × Registration Number 0213U004102, 0107U006883 , R & D reports Title Risks in economic systems and models of their estimation popup.stage_title Head Gonchar Mykola Semenovych, Registration Date 11-02-2013 Organization Bogolyubov Institute for Theoretical Physics of National Academy of Sciences of Ukraine popup.description2 The report contains results of the theme done based on the new author's economy description concept in which consumer choice and firm's decisions are determined by economic agents' informations and are interdependent. New method to evaluate default risk and real options is founded. The first-line factor is an investor as financial source that estimates firm's default possibility under some information on the firm stability and its ability to have added capacities in future. New comparative technique is created to compare various economy efficiency on the ground of the theory of economic transformations and its realization for Ukraine and Germany. Result is system propositions to reform Ukrainian economy. New bank operating model is proposed and the method is elaborated to evaluate its bankruptcy probability depending on deposite income, payments, and capital loss by ineradicable risk. Bank capitalization value is determinad under which the bank can operate without bankruptcy for fixed time interval. Previously proposed bank operating model whose capital evolution is described by homogeneous Markov chain is generalized on the case of random deposites income and capital reservation to pay external obligations and investments into risk and non-risk assets. Integral equations for bankruptcy probability have been studied. Strategies of promoting investment into risk and non-risk assets are described under which a bank having model-determined starting capital can operate through a long time interval with small bankruptcy probability. Basing on stochastic model description of economic systems, open economic system equilibrium was investigated under monopolists presence and various consumer behavior strategies. Conditions are found that give possibility to determine optimum equilibrium states. Staying in the optimum equilibrium state guarantees effective operating of the whole economic system and each its subject. Tax strategy is determined that give possible realization of just optimum equilibrium states. Conditions are found out under which economic system stays in equilibrium state with minimal unused capital that promotes to bound inflation processes. Product Description popup.authors Гончар Микола Семенович Довженко Галина Володимирівна Жохин Анатолій Сергійович Заліська Людмила Костянтинівна Ковтун Світлана Анатоліївна Козирський Володимир Глібович Махорт Андрій Пилипович Терентьєва Людмила Сергійовна Цепелєв Олександр Феоктистович popup.nrat_date 2020-04-02 Close