从资金流量分析我国商业银行最佳备付金持有量——一个基于盈利性目标的数学模型  

作　　者：汤谷良[1] 杨瑾[2] 

机构地区：[1]北京工商大学 [2]中央财经大学

出　　处：《国际金融研究》2005年第3期12-17,共6页Studies of International Finance

摘　　要：对备付金进行管理,是商业银行流动性管理的重要内容。目前,我国商业银行对备付金的管理具有较强的主观性,且忽视了对盈利性的考虑,与西方商业银行的做法之间有一定差距。本文基于对盈利性目标的考虑,从资金流量出发,在对备付金成本进行分析的基础上,提出了一种确定商业银行最佳备付金持有量的数学模型。该模型易于理解,可操作性强,对现阶段我国商业银行而言,具有较强的实践指导意义。Managing surplus reserves is an important job for a commercial bank when managing liquidity Nowadays, commercial banks in our country manage surplus-reserves subjectively, and without considering the profit goal That's far behind western countries' banks Based on the profit-maximum goal, we at first analyze the costs of surplus reserves, and then bring forward one mathematic model from cash-flow point so as to make sure the amount of optimal surplus-reserves This model is easy to be understood, and can be put into use without difficulty So, it is meaningful for our country's commercial banks at present

关 键 词：商业银行 备付金 盈利性 资金流量 中国 目标 流动性管理 持有 标的 实践指导 

分 类 号：F832.33[经济管理—金融学] F830