头寸管理

在企业现金头寸管理方面，从早期的Baumol模型、Miller-Orr模型到最新的扩散近似模型和脉冲控制模型以及网络模型、不等期模型、运输模型及考虑随机因素的各种规划模型一一作了总结；

In corporate cash management field , from early Baumol model , Miller-Orr model to the latest diffusion approximation model , pulse control model , we also give a brief view to network model , periods vary model , transportation model and all sorts of programming model ;

因而研究和建立一个科学，快捷，准确的资金头寸管理模型着重要的现实意义。

So it is very useful that we research and setup a scientific , promptly and exact model of fund position management .

接着，对模型构建至关重要的企业现金头寸管理、企业金融头寸风险测量技术、企业金融头寸组合配置三方面的研究现状进行了系统归纳和梳理，从而为下文模型的构建作了理论铺垫。

As an important part of model constitution , a systemic depiction and pectination is drawn to corporate cash management , tools of risk measurement to corporate financial positions and portfolio of financial positions .

特别是目前广东发展银行正面临重组的关键时刻，为了配合投资者的进入，顺利完成重组任务，广发总行对下辖机构资金头寸管理的要求越来越高。

Especially for the critical time that it face to its reform , to cooperate with new investor and complete the reform successfully , Guangdong Development Bank got higher requirement of fund position management .

广东发展银行大连人民路支行地处人民路繁华地段，有着存款变化量大，信贷业务数量多，变化频繁等特点，因而资金头寸管理难度较大。

Renmin Road 's subbranch of Guangdong Development Bank is located at downtown of Dalian City . It 's a hard fund position management because its variation of deposit , multi-credit business and frequent changes .

由于受利率市场化影响，我国商业银行信贷经营面临资产重新定价的问题，要加强资金头寸管理和利率缺口管理，进一步规范金融同业竞争秩序。

For the influence of the marketization of interest rates , the credit and operating of Chinese commercial banks are facing the problem of revaluation of the assets . To solve it , we should strengthen the management of the money supply and rationalize the horizontal competition of finance industry .

通过上述系统的设计，可解决证券公司对金融市场风险量化管理问题，使管理者能够清楚认识到投资组合风险暴露，针对性的对投资组合头寸开展风险管理工作。

The design of the system can resolve the financial market risk quantitative management problem of domestic securities firm , and the senior manager can clearly realize the risk exposure of portfolio so that they can pertinently handle with risk management of portfolio .

结合资金头寸需求和供给的相关分析，运用金融学和统计学的相关知识，建立资金头寸管理模型，为提高资金头寸的管理和收益提供了思路。

Thirdly , based on the analysis of demand and supply of fund position , according to finance and statistics ' knowledge , we got a model of fund position management .