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ИД «Финансы и кредит»






Finance and Credit

An approach to building a financial model for the purposes of planning resource products of the corporate segment in commercial banks

Vol. 28, Iss. 5, MAY 2022

PDF  Article PDF Version

Received: 10 March 2022

Received in revised form: 21 April 2022

Accepted: 5 May 2022

Available online: 30 May 2022

Subject Heading: Banking

JEL Classification: В41, G21, G32

Pages: 1078–1106


Subject. The paper considers planning of resource products in the corporate business segment of a commercial bank.
Objectives. The aim is to develop a model for planning financial results generated by attracted time deposit accounts and demand accounts of the corporate business segment in a commercial bank.
Methods. I employ mathematical, statistical, and econometric methods and applied programming methods (SARIMA model for planning the profile of resource products of corporate clients, taking into account seasonality; the Ward's method for clustering corporate clients to create a pattern of financial behavior; SQL language for building uniquely designed models of resource product planning).
Results. I identified the main drivers, algorithms and pricing principles of resource products. On their basis, I developed my own models for planning financial results from attracting time deposit accounts and demand accounts of the corporate business segment in a commercial bank. The uniquely designed planning models were tested on the basis of the medium-sized corporate business segment of one of the largest Russian commercial banks.
Conclusions. The use of proprietary models enables to increase the accuracy of financial planning. The definition of a corporate client as the main driver contributes to the construction of a customer-oriented corporate customer service system, develops an incentive system, and allows to create additional incentives to increase cross-sales of banking products.

Keywords: current account, urgent attraction, resource product, financial planning, commercial bank


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