摘要翻译：
一些国家的商业银行和其他存款机构被要求对客户在其中央银行或联邦储备系统的存款持有准备金。虽然一些国家已经取消了这一要求，但这一要求作为许多中央银行为控制通货膨胀率和银行流动性过剩可能影响货币稳定而制定的监管措施之一，是有用的。这一准备金的数额受商业银行贷存量的影响，也受银行贷存比(LDR)值的影响。本文从Monti-Klein的银行利润方程出发，构造了一个银行存款（dd/dt）和贷款（dl/dt）的动态系统。利用印度尼西亚银行的规定对模型进行了实现，并从解的性质方面进行了分析。基于该模型中的一些简化假设，结果表明，即使两个解的初始点处的LDR值相同，但由于L和D体积的大小不同，解的行为也会有显著的不同。
---
英文标题：
《Reserve Requirement Analysis using a Dynamical System of a Bank based on
  Monti-Klein model of Bank's Profit Function》
---
作者：
Novriana Sumarti, Iman Gunadi
---
最新提交年份：
2013
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--
一级分类：Mathematics        数学
二级分类：Dynamical Systems        动力系统
分类描述：Dynamics of differential equations and flows, mechanics, classical few-body problems, iterations, complex dynamics, delayed differential equations
微分方程和流动的动力学，力学，经典的少体问题，迭代，复杂动力学，延迟微分方程
--

---
英文摘要：
  Commercial banks and other depository institutions in some countries are required to hold in reserve against deposits made by their customers at their Central Bank or Federal Reserve. Although some countries have been eliminated it, this requirement is useful as one of many Central Bank's regulation made to control rate of inflation and conditions of excess liquidity in banks which could affect the monetary stability. The amount of this reserve is affected by the volumes of the commercial bank's loan and deposit, and also by the bank's Loan to Deposit Ratio (LDR) value. In this research, a dynamical system of the volume of deposits (dD/dt) and loans (dL/dt) of a bank is constructed from the bank profit equation by Monti-Klein. The model is implemented using the regulation of Bank of Indonesia, and analysed in terms of the behaviour of the solution. Based on some simplifying assumptions in this model, the results show that eventhough the LDR values at the initial points of two solutions are the same, the behavior of solutions will be significantly different due to different magnitude of L and D volumes.
---
PDF链接：
https://arxiv.org/pdf/1306.0468