Optimisation of short term commercial bank loans to corporates in terms of financing operating activities in Slovenia |
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Authors: | Sre?ko Devjak Ludvik Bogataj |
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Institution: | (1) Banking Supervision Department, Bank of Slovenia, Slovenska 35, 1505 Ljubljana, Slovenia;(2) Faculty of Economics, University in Ljubljana, Kardeljeva ploščad 17, 1000 Ljubljana, Slovenia |
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Abstract: | This paper presents the mathematical model for determination of the optimal amount of short term commercial bank loans to
corporate sector in Slovenia which is based on probabilistic inventory models. The goal of this paper is complete optimisation
of cash inventories of corporate sector in the national economy. The results of optimisation are important for the corporate
sector and for commercial banks. The optimal order quantity is an amount of short term commercial bank loan to corporates
and defines a lending potential of commercial banks in a national economy. As such is important for the central bank when
conducting monetary policy. Special emphasis has been given to determinants of optimal order quantity, which reflect market
conditions in national economy. |
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Keywords: | Corporates Demand for cash Bank loans Probabilistic inventory models Cash inventories Central bank Lending potential of commercial banks Monetary policy |
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