Programme: Industrial Mathematics

Permanent URI for this collectionhttp://itsupport.cu.edu.ng:4000/handle/123456789/28784

Here you will find works strictly related to Industrial Mathematics.

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Author: search.filters.author.Khalique, Chaudry Masood

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    MATHEMATICAL MODELING AND ANALYSIS OF BANK CAPITAL ADEQUACY DYNAMICS
    (Jomard Publishing, 2024) Akinlabi, Grace O.; Edeki, S. O.; Adedotun, A. F.; Khalique, Chaudry Masood
    Maintaining adequate capitalization is paramount for banks to ensure financial stability and regulatory compliance. This paper employs the Differential Transform Method (DTM) to solve a proposed dynamic model of bank capital adequacy, focusing on the relationship between a bank’s capital and its risk-weighted assets (RWAs). Three settings of RWAs growth, namely constant, linearly increasing, and exponentially increasing, are explored, with their respective parameter setups embedded. The effectiveness of the DTM is validated through comparisons of the obtained solutions with their corresponding exact solutions, demonstrating its ability to accurately simulate capital adequacy dynamics under varying RWAs growth patterns. The equilibrium analysis reveals that the steady-state level of capital adequacy is directly proportional to the bank’s assets, emphasizing the importance of asset growth for financial stability. Stability analysis indicates that a positive decay rate is crucial for resilience against perturbations. These findings underscore the application of mathematical modeling using DTM in aiding banks’ capital management strategies amidst evolving financial landscapes, ensuring they maintain adequate capital levels and respond effectively to economic shocks.
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    Solution analysis of Solow Growth Model for financial practices and applications
    (ScienceDirect Social Sciences & Humanities Open, Elsevier Ltd, 2024) Edeki, Sunday O.; Arowosegbe, Dideolu O.; Akinlabi, Grace O.; Khalique, Chaudry Masood
    Solow Growth Model (SGM) is an economic model that is exogenous in nature and examines the relationship between the output and input levels in an economy over a period of time. It projects long-term economic growth in relation to labour (population growth), savings rate, and technological development. However, traditional approaches to solving the Solow growth model may rely on complex mathematical techniques that might not give an accurate representation of real-world economic dynamics. Thus, this paper applies the Natural Decomposition Method (NDM) to the Solow growth financial model. The NDM is a numerical technique that combines the Natural Transform (NT) and the ADM-Adomian decomposition method. The NDM simplifies problem-solving by converting the original differential equations into algebraic equations as regards limitations associated with nonlinear models. From the results obtained by applying the NDM to the Solow growth financial model, researchers and policymakers can better understand the interplay between financial variables, such as savings rates, investment, and capital allocation, and their impact on economic growth dynamics, as a systematic approach to capturing the complex relationship between finance and economic development within the Solow framework is ensured. Further research and application of the NDM can contribute to advancing the knowledge of economic dynamics and support evidence-based decision-making in economic policy.