Research Of Commercial Bank Financial Forecasting Based On SD

How to forecast commercial bank financial affairs is an important problem in the financial control over commercial bank. A few system engineering researchers, at home and abroad, have brought forward system dynamics research method in recent years.System dynamics in the system engineering is composed as the main body of the paper, which structures commercial bank financial system, and creatively uses system dynamics thought for commerce financial forecasting analysis in the field. Main research results include:1.It has built system dynamics thought used for system commercial bank financial structure, and discussed the various factorial effect including anticipating nothing but the future cash flow, future marketplace uncertainty, deposit and loan interest, deposit and loan increment rate, deposit and loan portion and so on, and formed bank financial forecast in details. The system divides commercial bank financial affairs into marketplace sub-model, cost sub-model, profit sub-model , assets and debt sub-model, deposit and loan money sub-model, cash flow sub-model, financial targets sub-model. Providing one kind of new analyzing way of thought, the paper carries out financial affairs for the commercial bank.2.It makes use of system dynamics method to forecast: The balance sheet, The profit and loss statement, Cash flow statement, and calculates out the part proportion index consonant with reality. The paper has studied a commercial bank thoroughly, and systematically analyzed the impact of loan portion changes, loan increment rate changes, amounts alteration, loan interest alteration over after-tax profits, clear and definite initial loan diversity policy choice to the effect of direction and degree of the target parameter.3.Considering the complexity of the environment of the commercial bank, the main body of the paper adjusts loan interest, the increment of loan rate, the portion of loan, the after-tax profits administration cost, when changes in external condition are easy to affect the system, observes the changing extent of the after-tax profits, and analyzes the synthetically various effect of factors to profit and cash, that is, sensitivity analysis on the model. Besides, to reach the need of continuality, the paper designs a consumer interface to increase the feasibility of the model, in which customers can in progress control both sides glide to control the value of after-tax profits from time to time.The character of the main body of the research attaches importance to combination of the quantify study and qualitative analysis. To make an explanation on the basis of structuring the mathematic model, it carries out qualitative analysis. By simulating to studying calculative result and giving out rational economy, it attaches importance to theory study analysis combined with demonstration of each other, and applies theory to actual case analysis to guarantee the correctness and effectiveness of the theory.The innovation of the paper is mainly lain in:1.The system dynamics thought is applied to commercial bank financial forecast, as one kind of brand-new strategic decision methods to regulate and control the commercial bank by itself;2.It has made use of the entire character of system dynamics development to have studied entire bank financial affairs system , whose development of the extended field studying method can be applied to real financial affairs of financial forecast policy as planned, thereby has opened up a brand-new train of thought to the quantitative research.3.It adopts quantitative research of system dynamics method to ascertain loan increment rate and loan interest increment rate rationally, and guarantees commercial bank financial status stability, whose results can be used to guide the commercial bank concrete practice directly.