地方银行资源优化的目标规划模型及实证研究

The Goal Program Model of Resources Optimization in Local Commercial Banks and It's Empirical Research

以光大银行资金配置为基础,按流动性、安全性和盈利性三性平衡的原则建立目标规划模型.依据2004年的预测数据在模型中的运行结果,对2003年的安全性和盈利性进行比较.根据客观经济环境,2003年的模型系数应与2004年的80%基本一致,2003年资金配置未达到最优,影响盈利性.因此应在保证安全的情况下使存贷比达到最大,实现资源的优化.

To achieve the goals of liquidity, safety and profitability, commercial banks use some strategies to deploy their capitals, The Aim programming Method is an effective way. The modeling and research was basedon the predicted data of 2004 in the EverBright Bank, Changsha Branch. The result showed that the deployment of money in 2003 was not optimized. So it is neoessary to increase its loans to attain the optimization of resources.