Monitoring Indicators And Evaluation Indicators Of Commercial Banks To The Correlation Analysis And Allocation Of Funds,

Under the background of asset-liabilities management of commercial bank, in this thesis concentrating on the branch of commercial bank, in view of the status which the branch of commercial bank performs the index, we systematically research the correlation analysis of supervision index and evaluation index, and the allocation for fund of commercial bank.This thesis firstly presents qualitative analysis and correlation analysis of supervision index and evaluation index which the commercial bank required its branch to perform. According to safety, liquidity and profit of fund of the branch of commercial bank, it provides method for commercial bank how to supervise index. Then this thesis builds mathematical model of our problem, and gives numerical solution by simulating bank case. Finally this thesis presents sensitivity analysis for parameter in the model and discusses numerical solution. It is of referential value for the branch of commercial bank to obtain requirement of the commercial bank, and to make most use of fund, and to balance safety, liquidity and profit.