{"title":"The Effect of Coalition Compositions on Mortgage Lending Parameters","authors":"A. Chursin, I. Promakhina","doi":"10.1109/MLSD49919.2020.9247709","DOIUrl":null,"url":null,"abstract":"The work continues researches on self-financing of the coalition of borrowers. The main stages of work are stated: problem definition, examples of possible strategy, and computing experiments. A coalition of borrowers is being considered, which in its organizational structure looks like a traditional bank. We formulate a discrete-time model, and the corresponding control problem boils down to solving a bilevel optimization problem. The choice of optimal deposit and loan rates is proposed using the parameter space investigation method. The result of a computational experiment is given.","PeriodicalId":103344,"journal":{"name":"2020 13th International Conference \"Management of large-scale system development\" (MLSD)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2020 13th International Conference \"Management of large-scale system development\" (MLSD)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/MLSD49919.2020.9247709","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
The work continues researches on self-financing of the coalition of borrowers. The main stages of work are stated: problem definition, examples of possible strategy, and computing experiments. A coalition of borrowers is being considered, which in its organizational structure looks like a traditional bank. We formulate a discrete-time model, and the corresponding control problem boils down to solving a bilevel optimization problem. The choice of optimal deposit and loan rates is proposed using the parameter space investigation method. The result of a computational experiment is given.
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