商业银行现金库存控制和押运路径优化分析

发布时间：2018-04-12 23:16

  本文选题：现金物流 + 库存控制　； 参考：《西南交通大学》2012年硕士论文

【摘要】：由于中国银行业在现金管理方面沿用了计划经济体制的思想和模式,导致现金物流活动的运营成本高,管理效率低,操作风险大。现金作为特殊货物,其库存控制和配送对于商业银行的经营活动具有重大影响。正是基于此,本文试图运用现代物流理论和方法,研究商业银行的现金物流管理问题,以期提升商业银行的绩效和服务。 本文首先对现金投放和现金回笼的八个渠道作比较研究,以实际数据为例,对比各个年月的波动情况,并分析现金流通量的结构性特征、地区性特征和季节性特征三个特征,以提出商业银行现金资产管理的重要性,以及现金物流管理面临的问题。 其后,对商业银行的现金库存进行了理论研究,分析了商业银行效益性指标和流动性指标与库存现金的关系,然后进行现金库存控制的实证研究。本文提出通过对安全库存、取现点和取现批量的确定来对现金库存进行控制的策略。研究中,针对现金回笼和现金投放的主要渠道建立了ARIMA模型进行预测。 押运车辆的路径规划是现金配送的关键问题。本文在现金配送理论研究和押运模式比较分析的基础上,将押运路径问题界定为动态网络车辆路径规划。通过定义路网的随机性和客户满意度指标建立数学模型,并应用遗传算法求解,最后得出不同交通负荷度和不同路网波动参数情况下的押运路径规划结果。
[Abstract]:The Chinese banking industry follows the planned economy system in cash management, which leads to the high operating cost, low management efficiency and high operational risk of cash logistics activities.Cash as special goods, its inventory control and distribution have a significant impact on the business activities of commercial banks.Based on this, this paper tries to use modern logistics theory and method to study the cash logistics management of commercial banks in order to improve the performance and service of commercial banks.This paper first makes a comparative study on the eight channels of cash delivery and cash return. Taking the actual data as an example, it compares the fluctuation of each year and month, and analyzes the structural characteristics, regional characteristics and seasonal characteristics of cash flow.In order to put forward the importance of commercial bank cash asset management and cash logistics management problems.Then, the paper makes a theoretical study on the cash inventory of commercial banks, analyzes the relationship between the benefit index and liquidity index of commercial banks and cash on hand, and then carries out an empirical study on cash inventory control.This paper proposes a strategy of cash inventory control by determining the safe inventory, cash withdrawal point and withdrawal lot.In the study, ARIMA model is established to predict the main channels of cash return and cash delivery.The route planning of escort vehicle is a key problem in cash distribution.Based on the research of cash distribution theory and the comparative analysis of the transportation mode, this paper defines the escort routing problem as the dynamic network vehicle routing planning.By defining the randomness of the road network and customer satisfaction index, the mathematical model is established, and the genetic algorithm is applied to solve the problem. Finally, the results of the route planning are obtained under different traffic load and fluctuating parameters of the road network.
【学位授予单位】：西南交通大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F253.4;F832.33;F224

【引证文献】

中国硕士学位论文全文数据库 前3条

1 贾剑;商业银行库存现金的限额核定及管理研究[D];对外经济贸易大学;2015年

2 杨华;银行现金与凭证管理系统的设计与实现[D];天津大学;2016年

3 邵梅;城市商业银行库存现金控制研究[D];西南交通大学;2015年

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本文编号：1741871