Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis

[1] K. Alligood, T. Sauer, and J. Yorke, Chaos: An introduction to dynamical systems, SpringerVerlag, New York, 1996.
[2] M. F. Ansori and S. Hariyanto, Analysis of banking deposit cost in the dynamics of loan: Bifurcation and chaos perspectives, BAREKENG: Journal of Mathematics and Its Application
16 (2022), no. 4, 1283–1292.
[3] M. F. Ansori and S. Khabibah, The role of cost of loan in banking loan dynamics: Bifurcation
and chaos analysis, BAREKENG: Journal of Mathematics and Its Application 16 (2022),
no. 3, 1031–1038.
[4] M. F. Ansori, G. Theotista, and Winson, Difference equation-based banking loan dynamics
with reserve requirement policy, International Journal of Difference Equations 18 (2023), no. 1,
35–48.
[5] M.F. Ansori, K.A. Sidarto, and N. Sumarti, Logistic models of deposit and loan between
two banks with saving and debt transfer factors, AIP Conference Proceedings 2192 (2019),
060002–1–060002–10.
[6] , Model of deposit and loan of a bank using spiral optimization algorithm, Journal of the
Indonesian Mathematical Society 25 (2019), no. 3, 292–301.
[7] M.F. Ansori, K.A. Sidarto, N. Sumarti, and I. Gunadi, Dynamics of bank’s balance sheet: A
system of deterministic and stochastic differential equations approach, International Journal
of Mathematics and Computer Science 16 (2021), no. 3, 871–884.
[8] M.F. Ansori, N. Sumarti, K.A. Sidarto, and I. Gunadi, An algorithm for simulating the
banking network system and its application for analyzing macroprudential policy, Computer
Research and Modeling 13 (2021), no. 6, 1275–1289.
[9] , Analyzing a macroprudential instrument during the covid-19 pandemic using border collision bifurcation, Revista Electronica de Comunicaciones y Trabajos de ASEPUMA: Rect@
22 (2021), no. 2, 113–125.
[10] M.F. Ansori, G. Theotista, and M. Febe, The influence of the amount of premium and membership of idic on banking loan procyclicality: A mathematical model, Advances in Dynamical
Systems and Applications 18 (2023), no. 2, 111–123.
[11] M. Aquilina, G. Ibikunle, V. Mollica, and T. Steffen, The visible hand: benchmarks, regulation, and liquidity, Journal of Financial Markets (2022), 100734.
[12] N.Y. Ashar, M.F. Ansori, and H.K. Fata, The effects of capital policy on banking loan
dynamics: A difference equation approach, International Journal of Difference Equations
(2023), Accepted.
[13] P. Augustin, M. Chernov, L. Schmid, and D. Song, Benchmark interest rates when the
government is risky, Journal of Financial Economics 140 (2021), no. 1, 74–100.
[14] G.I. Bischi, C. Chiarella, M. Kopel, and F. Szidarovszky, Nonlinear oligopolies: Stability and
bifurcations, Springer-Verlag, 2010.
[15] S. Brianzoni and G. Campisi, Dynamical analysis of a banking duopoly model with capital
regulation and asymmetric costs, Discrete and Continuous Dynamical Systems - B 26 (2021),
no. 11, 5807–5825.
[16] S. Brianzoni, G. Campisi, and A. Colasante, Nonlinear banking duopoly model with capital
regulation: The case of italy, Chaos, Solitons and Fractals 160 (2022), 112209.
[17] Q. Duan, Y. Wei, and Z. Chen, Relationship between the benchmark interest rate and a
macroeconomic indicator, Economic Modelling 38 (2014), 220–226.
[18] L. Fanti, The dynamics of a banking duopoly with capital regulations, Economic Modelling
37 (2014), 340–349.
[19] H.K. Fata, N.Y. Ashar, and M.F. Ansori, Banking loan dynamics with dividend payments,
Advances in Dynamical Systems and Applications 18 (2023), no. 2, 97–99.
[20] G. Gandolfo, Economic dynamics: Methods and models, 2 ed., Elsevier Science Publisher
BV, Amsterdam, 1985.
[21] I. Gunadi and C.A. Harun, Revitalising reserve requirement in banking model: An industrial
organisation approach, SEACEN Occasional Papers (2011), no. 51.
[22] H. Kim and W. Shi, The determinants of the benchmark interest rates in china, Journal of
Policy Modeling 40 (2018), no. 2, 395–417.
[23] M.A. Klein, A theory of the banking firm, Journal of Money, Credit, and Banking 3 (1971),
205–218.
[24] M. Monti, Deposit, credit and interest rates determination under alternative objective functions, Mathematical methods in investment and finance (Amsterdam) (G.P. Szego and
K. Shell, eds.), Elsevier Science Publisher BV, 1972.