Decision-making bank policies under uncertainty

Abstract

In the literature on the banking sector, reference is often made to the problems related to the construction of banking policies appropriate to those situations in which the commercial bank, as an economic player, carries out its activities, aiming to improve financial potential, in conditions of maximum attention to the reaction of the 2 basic environments they face: creditors and debtors. In turn, each economic agent, the depositor, or the loan applicant tends to obtain an interest rate as high as possible and vice versa. This paper proposes an analysis of the optimization of the banking model, in view of the approach from the perspective of Wald and Savage criteria, considering that the volume of the money supply from depositors represents a linear function, increasing in relation to interest rates on deposits, while the volume of supply of funds for lending is a part of the volume of demand for this amount. JEL: C02, C61.