考虑同业拆借需求的现金押运入库路线优化模型

同业拆借需要商业银行将营业日终了的现金及时存入中央银行,但目前的现金押运路线规划模型均未考虑同业拆借需求。基于同业拆借需求,建立了以运钞净收益最大化为目标的现金押运入库路线规划新模型,通过数值算例对比了新模型与传统模型路线规划的结果,验证了新模型的有效性;此外,还发现新模型规划的押运路线具备随着银行网点日常经营结果的变化而变化的特性,这在一定程度上能提高现金押运入库过程的安全性。

Model for Cash Escort Inbound Route Optimization with Inter-bank Lending Requirement Considered

Inter-bank lending requires commercial banks to deposit cash at the end of a business day into the central bank in a timely manner,but the current cash escort route planning model does not consider the requirement for inter-bank lending.In light of this,a new cash escort inbound route planning model with the objective of maximizing the net income of cash transport was established.A numerical example was used to compare the newly proposed model and traditional models to verify the effectiveness of the new model.In addition,it was also found that the escort route planned by the model proposed in this paper would change with the daily operating results of the branch banks,which could improve the security of the cash escort and inbound process to a certain extent.