Finances, accounting and taxation

Abstract

Methods. Economic and mathematical modeling was used in the process of revealing the specifics of the portfolio of banking products in Ukraine and its optimization in the conditions of Fintech development. Methods of economic and statistical analysis, nonlinear multiparameter optimization, and methods of dynamic stochastic programming were used to solve the tasks. Results. Based on the results of modeling the optimal structure of the investment portfolio, it was established that the use of a dynamic model is a fairly effective tool and allows to increase the profitability of the optimal portfolio of banking products in Ukraine. With the help of this tool, in the course of the research, a new, more optimal distribution of securities in the investment portfolio of banking products was obtained and recommendations were made to optimize its structure. Novelty. The scientific novelty of this work lies in the simplification of the dynamic model of investment portfolio formation with long planning horizons. Practical value of the research is that the innovation, namely, the simplification of the dynamic model of investment portfolio formation with long planning horizons, makes the model more accessible for use in practice. The practical significance of this work also lies in the possibility of wider use of this effective model, which will increase the profitability of the portfolio of banking products and reduce the level of portfolio risk.