Research And Demonstration Of Mathematical Model For Analysis Of Deposit And Loan Stability Ratio Of Commercial Banks

With the development of the era of big data,the competition among commercial banks is becoming more and more fierce.Ensuring the stability of the basic business of commercial banks and preventing and controlling liquidity risks have become an important part of bank management and supervision.To ensure the stability of deposits and loans in commercial banks is an important issue for banks to manage funds reasonably and prevent and control risks.Traditional solutions lack the support of mathematical theory,so how to establish a reliable mathematical model to improve the deposit and loan stability of commercial banks has become one of the key problems to be solved in the field of bank supervision.For commercial bank deposit and lending stability factor analysis,and the bank management practice needs,in this paper,from the perspective of survival analysis,build on the basis of the theory of survival analysis precipitation rate of current deposit,time deposit in advance rate and loan to algorithm perfect loan repayment rate during early and limited empirical analysis,aimed at the bank deposit and lending analysis algorithm into the survival analysis based mathematical framework,And verify its correctness and feasibility,provide banks with a risk management model,reduce the problems or risks caused by the model itself to the bank's operation and management,improve its reliability and stability.Thesis will precipitation rate of current deposit,time deposit in advance rate and the loan ahead of a problem as a whole under the account balance stability factor concept,perfect loan repayment rate during survival table to generate the account of the basic technology,the rate of sedimentation,survival analysis method for current deposit deposit in advance rate and loan to perfect loan repayment rate during early modeling and feature analysis.In the calculation of precipitation rate of current deposit,the algorithm of full time term structure analysis is put forward,and the precipitation rate is predicted by using stable precipitation rate estimation.In the analysis of time deposit withdrawal rate in advance,the concept of conditional loss rate is put forward,and the conditional loss rate is used to predict the trend of the full account loss rate.At the same time,Cox proportional risk model is used to fit time deposit accounts,and the influence of different covariables on the risk rate is analyzed.General loan and installment loan early repayment rate analysis by sliding window technology to determine the monthly early repayment rate,so that the algorithm needs less original data,enhance the adaptability,so that online automatic analysis and update.Combined with limited empirical analysis,the results show that the precipitation rate of current deposit,time deposit in advance rate and loan in advance according to the theory of survival analysis unified perfect loan repayment rate during the basic ideas of mathematical modeling to construct the corresponding index of on-line automatic analysis algorithm is feasible and the conclusion with professional analysis of the bank management accounting,And the bank deposit and loan project prevention and control risk,reasonable use of funds is of great significance.