Monitoring the volatity of capital circulated in the population deposits market and attracted by credit organizations based on the entropic criterion

The article is devoted to solving the problem of functional diagnostics of identifying signals indicating an increase in the volatility of capital circulating in the market of household deposits and attracted by credit institutions. The authors formulated a diagnostic entropy model, within which the system of credit institutions was presented as a set of four clusters. The authors proposed a diagnostic card to identify possible situations in the deposit market depending on the values of the elements of the entropy criterion. The scientific novelty of the article lies in the fact that for the first time, to form a diagnostic model, the methodology for assessing the entropy of a stochastic system, formulated by Tyrsin and Vorfolomeeva, was applied. The proposed model made it possible to obtain a reliable estimate of the growth in the volatility of the underlying financial funds of credit institutions and, as a consequence, the growth of volatility in the household deposit market from 2014 to 2019.