Simulation Analysis of the Investment Activity Effectiveness of the Development Bank

Yekaterina Kim, Dulat N. Shukayev, and Zhanar Bimurat

Keywords

Development Bank of Kazakhstan, investment portfolio, business project, integral indicators of the project, uncertainty

Abstract

The paper examines the investment activity of the Development Bank of Kazakhstan. On the basis of the study, we propose an imitation system for analyzing the efficiency of the bank's investment activity and an algorithm of its functioning. The stages of the preliminary examination of the investment projects are considered. The criteria for selecting investment projects are proposed which apply even under the conditions of uncertainty caused by incomplete or inaccurate information on parameters and conditions of project implementation. The extension method is applied to optimize the investment parameters.

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