Solution for one control problem of efficiency for commercial bank and its tariff policy

Article is devoted to optimal management strategies of credit and deposit rates to maximize the bank capital. For the description of work of a Bank it's used a dynamic system with discrete time and a number of regulatory restrictions. There are the hypotheses of the experts on the market behavior in the model that allows to use it in the conditions of lack of sufficient statistics, including also major changes in the economy of the country. Here you can find the main stages of model building, there were investigated behavior of bank rates in two periods: in usual time and in crisis.