In our article we would like to propose some statistical solution to the problem of the changing the rales of bank products (deposits and loans) afler appearing market destabilisation factor such as changing the Central Bank loan rates. Due to the complexity of the problem we will focus on two alternative ways: application of game theory and application of Analytic Hierarchy Process (AHP). We will treat the described problem as a game with nature - with a goal of finding an optimal solution. Showing the application of the AHP method we will propose the use of a procedure based on two semi-dependant AHP models.
PL
W pracy rozważany jest problem ustalania w sposób optymalny bankowych stóp procentowych. Do tego celu wykorzystano metodę optymalizacji wielokryterialnej (Analityczny Proces Hierarchiczny) oraz niektóre procedury teorii gier.
The Analytic Hierarchy Process (AHP) is a multicriteria decision support method created by Thomas L. Saaty. It provides both individual and group decision makers an objective way for reaching an optimal decision. The AHP is designed to select the best from a number of alternatives evaluated with respect to several criteria. It is taken by carrying out pairwise comparison judgements which are used to develop overall priorities for ranking the alternatives. This method allows for some level of inconsistency in judgements (that is unavoidable in practice) and provides some measures for limiting that. Our article describes classical Saaty solution to the AHP problem and shows the application of the AHP in establishing the price of the bank deposits.
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