Logistic models of deposit and loan between two banks with saving and debt transfer factors

Abstract

In this paper, we propose mathematical models to describe the behavior of deposit and loan volumes between two banks via logistic model. There are four models that represent the combination of saving and debt transfer between two banks. The parameters values of each model are estimated using the spiral optimization algorithm based on monthly data on deposit and loan volumes of two groups of commercial banks in Indonesia. The results give the solution of the models that can fit the data well. In the long run, the amount of deposit and loan will go to their equilibrium values but each model has different behaviors due to the impact of the transfer factors.In this paper, we propose mathematical models to describe the behavior of deposit and loan volumes between two banks via logistic model. There are four models that represent the combination of saving and debt transfer between two banks. The parameters values of each model are estimated using the spiral optimization algorithm based on monthly data on deposit and loan volumes of two groups of commercial banks in Indonesia. The results give the solution of the models that can fit the data well. In the long run, the amount of deposit and loan will go to their equilibrium values but each model has different behaviors due to the impact of the transfer factors.