Analytic statistical models by Ib M. Skovgaard

By Ib M. Skovgaard

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Considering the cash balance problem as a possible use of the general and stationary Markov model in Hinderer and Waldmann (2001), the authors use a model for Markov chain processes in random environments that have a stationary process as, for example, low variation over time. Another technique used to solve this problem is linear programming. In this case, the cash flow can be developed on a specific basis of periodicity from the initial cash balance and supports input cash and a payment schedule based on estimated costs Barbosa and Pimentel (2001).

Any deterioration in the financial status of a bank can cause their clients and creditors to suffer losses, with possible ramifications within the banking system as a whole, due to wider fallout effects. It is for this reason that central banks and other financial system regulating bodies worldwide have sought to act to prevent banks with financial difficulties to participate in the market, in an effort to avoid shock waves affecting the security of the financial system as a whole. R. br © Springer International Publishing Switzerland 2015 P.

Gartner The capital adequacy of a bank ðci Þ can be measured by two indicators, which are as follows: • Indicator of capital adequacy ðcai Þ, that is measured by the ratio of total equity ðEi Þ against the total assets ðAi Þ of the bank analyzed, or cai ¼ Ei =Ai . • Indicator of leverage ðcli Þ, that is measured by the ratio of total debts (Di) against the total equity ðEi Þ of the bank analyzed, or cli ¼ Di =Ei . The asset quality of a bank ðai Þ can be measured by the credit risk indicator ðcri Þ, which is calculated by the ratio of net loan loss provision ðLPi Þ against the total loans ðCCi Þ of the bank analyzed, or cri ¼ jLPi j=CCi .

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