Establishing the Bank Rates with Using of Statistical Methods

Abstract

In our article we would like to propose some statistical solution to the problem of the changing the rales of bank products (deposits and loans) afler appearing market destabilisation factor such as changing the Central Bank loan rates. Due to the complexity of the problem we will focus on two alternative ways: application of game theory and application of Analytic Hierarchy Process (AHP). We will treat the described problem as a game with nature - with a goal of finding an optimal solution. Showing the application of the AHP method we will propose the use of a procedure based on two semi-dependant AHP models.

W pracy rozważany jest problem ustalania w sposób optymalny bankowych stóp procentowych. Do tego celu wykorzystano metodę optymalizacji wielokryterialnej (Analityczny Proces Hierarchiczny) oraz niektóre procedury teorii gier.