Geodesic
Forecasting the bank resources dynamics by Monte Carlo method
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 9 (2006) no. 4, pp. 369-378

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Bank liquidity is predicted on the basis of mathematical model of bank account by Monte Carlo method. Various statistical characteristics of bank profit and risk are calculated. 
@article{SJVM_2006_9_4_a4,
     author = {A. V. Fedotov},
     title = {Forecasting the bank resources dynamics by {Monte} {Carlo} method},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {369--378},
     publisher = {mathdoc},
     volume = {9},
     number = {4},
     year = {2006},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2006_9_4_a4/}
}
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A. V. Fedotov. Forecasting the bank resources dynamics by Monte Carlo method. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 9 (2006) no. 4, pp. 369-378. http://geodesic.mathdoc.fr/item/SJVM_2006_9_4_a4/