系统管理学报2013，Vol.22Issue(2)：212-216,5.
银行日常风险管理中备付金问题研究
On Reserve Problem in Bank's Daily Risk Management
摘要
Abstract
Commercial banks have a certain amount of excess reserve holdings every day to meet the demand of the deposit or withdraw in business outlets. It has a significant impact on bank's reputation and earning performance to optimize the amount of excess reserves in risk management. After analyzing the basic situation of excess reserves, this paper establishes an optimization model with random characters and solves this model by a theoretical method and a numerical approach under some assumptions. Through empirical analysis it shows the method brings tremendous economic benefit. The main contribution is that it establishes an optimization model of excess reserves, presents a solution method from a theoretical and quantitative way, and offers a way for dealing with such problems.关键词
银行/备付金/风险管理Key words
bank/ reserve/ risk management分类
管理科学引用本文复制引用
黄平,周晋..银行日常风险管理中备付金问题研究[J].系统管理学报,2013,22(2):212-216,5.基金项目
国家教育部人文社会科学研究青年项目(12YJC840065) （12YJC840065）
上海工程技术大学校基金项目(2011Q09) （2011Q09）
