The examples of banking sector problems, which can be solved by simulation modelling, are considered, a brief comparative analysis of contemporary paradigms of simulation modelling (system dynamics, dynamical systems, discrete-event and agent modeling) is conducted. The main attention is paid to the agent-oriented approach – the essence of this approach is described, the expediency of its use in studying and research processes in business activity is substantiated, the examples of implementation tools are given and the classes of problems in banking sphere, which can be solved with the help of agent-based modelling, are presented. 

simulation modelling, system dynamics, dynamic systems, discrete-event modelling, agent, bank, agent-oriented modelling of bank activity