商业银行多项资产的合理分布

Rational Distribution of Assets in Commercial Bank

随着我国金融市场的进一步改革和完善 ,商业银行必须加强风险意识、优化资产结构、进行科学的资产管理、追求最大的利润 ,这已经成为日益增长的社会需求。本文运用科布一道格拉斯型的效用函数 ,对商业银行资产的合理分配建立了一个理论模型 ,并分别讨论了在确定情形下和不确定情形下国有商业银行应该如何进行资产的合理分布 ,以达到规避风险和利润最大 ,即达到效用最大的目的。

As the development of finanial market in our country, all commercial banks must strengthen the risk consciousness, optimize the assets structure, carry out the scientific management for assets, and seek , the maximum profts. it has already become an increasing social demand. In this article, a theoretical model is developed for the rational disribution of commercial bank asserts by using a Cobb-Douglas utility function. it is shown how a commercial bank bank should make a rational distribution of asserts respectively for the case with certain and uncertain risk in order to avoid possible risk and to reach maximum utlity.