Bank Deposit And Lending Structure Optimization Problem

Modern commercial banks often have to face one question that is how to ensure the adequate liquidity of capital, and the most important is how to optimize the structure of the Deposit and Loans. So how to solve the problem, by using scientific and mathematical principles, is particularly important.As far as now, the way used in the management of commercial bank's fund is control the fit proportion of assets and liabilities. And the basic idea is: the total amount of assets is intrinsically linked on the liabilities and structure, and this relationship is reflected by a series of proportions. Therefore, in practice, control the proportion about a series of assets and liabilities, when there is a change in liabilities, for some reasons, the assets need to be adjusted, and also the adjustment must be controlled strictly by the amount of a pro-rata basis in accordance with a variety of limits, and the limit is according to the interest rates, from high to low, in order to meet the business with high interest rates. Based on the basic idea, in the second chapter of the paper general linear programming model to optimize savings and loan structure was established on the background of modern bank's fund management. In the third chapter, the analysis about the parameter in this model is given, and the paper also change the model into the multi-objective model by using the concept of interval numbers, then, discussed the changes in the structure of bank deposit and lending as the parameter changed; and the paper analysis actual data by SPSS to get the map of relationship between the parameter and the solution of the model. In Chapter IV, the paper establishes the general linear programming model about the ZhengCunLingQu and LingCunZhengQu businesses, and analyzes the model.