Research On Profit Maximization Model Of Commercial Bank Treasury

With performing the acceptance of the entry of WTO and the spreading trend of open financial policy, commercial bank in our country is facing chances as well as challenges. Of commercial bank, the poor quality of assets, the low efficiency, the shortage of worldwide competition experience and so on, make itself faced with great strikes in bank operating, talent competition, high quality customers and venture prevention. Meanwhile, the entry of WTO also provides great chances of accelerating development and attending worldwide competing. From another viewpoint, economy globalization is shaping and financial activities have become an main part of people's social economy activities. Commercial bank is the main component of financial system, the activities of which are permeating social activities. If home commercial bank ,as an profitable entrepreneur, wants to stand up in home and abroad bank market, the competition of which is becoming more and more intense, it is fundamental for commercial bank to survive that it make bank assets allocated best aiming to realize profit maximization.Modern enterprise management takes the opinion that the key of enterprise assets is assets management while the core of assets management is treasury management. The level of treasury management is closely related to how much profit an enterprise can make. In view of the great sense of making profit to a commercial bank, this dissertation applys maths modeling theory and layer analysis, takes modern computer technology, uses advanced maths software and finally constructs a profit maxmization model for commercial bank according to the real situations of commercial bank operation; it also takes the operation of a certain home bank for example, applys the constructed profit model to its operation so as to make assets allocated best and realizes its assets profit maxmiazation.The dissertation summarizes the situation of some research on making profit of commercial bank treasury maximized and analyzes the reason that the profit of commercial bank treasury is so low. With following the three basic principles, namely profitability principle, safety principle and liquidity principle, the dissertation focus on analyzing the basic models of commercial bank management which are income model, safety model and liquidity risk model. Meanwhile, one of the two decision models of commercial bank is taken in good consideration and it designs a model according to thetwo decision models .In the end, a profit maximization model of commercial bank treasury is proposed and the research achieves the aim of maximizing commercial bank profit when assuring the necessary liquidity and safety of commercial bank benefit.