初探现代商业银行资产负债管理的目标替代原理  

Research on the Objective-substitute Principle for Asset-liabilities Management in Modern Commercial Banks

作　　者：史新和[1] 

机构地区：[1]金陵科技学院商学系,江苏南京210038

出　　处：《南京农专学报》2003年第3期97-99,共3页Journal of Nanjing Agricultural Technology College

摘　　要：我国商业银行在入世后面临着日益激烈的竞争环境,这要求他们在经营管理模式上不断摸索。本文试图对资产负债综合管理模式的理论基础———目标替代原理中的三个目标进行量化,并建立一个分析模型,在三个目标相互约束的条件下,寻求一个最佳的目标组合,以期进行更有效的资产负债综合管理。After entering WTO, China's commercial banks are confronted with severely competitive environment, which makes researching about management methods necessary This paper is aimed to provide a quantitative research about the three objectives, and to construct analytical models for the objectivesubstitute principle, which is the theoretical basis of assetsliabilities management model These analytical models are expected to search for the best objectives combination under the constraints of three objectives, so as to make more efficient assetliabilities management

关 键 词：商业银行 经营管理模式 资产负债管理 目标替代原理 目标效用函数 效用最优化 

分 类 号：F830.33[经济管理—金融学]