ﺑﻬﯿﻨﻪ ﺳﺎزي ﺳﺒﺪ ﺳﭙﺮده ﻫﺎي ﯾﮏ ﺑﺎﻧﮏ ﺧﺼﻮﺻﯽ

Optimizing the deposit portfolio of a private bank

ﭼﮑﯿﺪه اﯾﻦ ﭘﮋوﻫﺶ ﺑﺮاﺳﺎس آﻣﺎر ﺗﺎرﯾﺨﯽ ﺳﭙﺮدهﻫﺎي ﯾﮏ ﺑﺎﻧﮏ ﺧﺼﻮﺻﯽ در ﭼﻬﺎر دﺳﺘﻪﺑﻨﺪي)وﺟﻪ( ﻣﺨﺘﻠﻒ، ﻫﺪف آن اﺳﺖ ﮐﻪ ﺳﻬﻢ ﺑﻬﯿﻨﻪ ﺳﭙﺮدهﻫﺎي ﭼﻬﺎروﺟﻬﯽ ﺑﺎﻧﮏ ﻣﺰﺑﻮر ﺑﺎ ﻫﺪف ﻣﯿﻨﯿﻤﻢﮐﺮدن ﺳﻮد ﭘﺮداﺧﺘﯽ ﺑﻪ اﯾﻦ ﺳﭙﺮدهﻫﺎ و رﻋﺎﯾﺖ ﻣﺤﺪودﯾﺖ ﻣﺎﺗﺮﯾﺲ ﺳﭙﺮدهﻫﺎي ﺑﺎﻧﮏ در ﭼﺎرﭼﻮب اﺳﻨﺎد ﺑﺎﻻدﺳﺘﯽ ﺑﺎﻧﮏ ﺗﺨﻤﯿﻦ ﮔﺮدد. ﺑﺮاي ﺣﻞ ﺑﻬﯿﻨﻪﺳﺎزي ﻣﺬﮐﻮر، از اﻟﮕﻮرﯾﺘﻢﻫﺎي ﺑﻬﯿﻨﻪﺳﺎزي روش ﻧﻘﻄﻪ دروﻧﯽ و اﺳﺘﻔﺎده از ﺗﺎﺑﻊ f min com در ﻧﺮماﻓﺰار ﻣﺘﻠﺐ( ﺑﺪﻟﯿﻞ ﺗﺎﺑﻊ ﻫﺪف ﻏﯿﺮﺧﻄﯽ اﺳﺘﻔﺎده ﺷﺪه اﺳﺖ. در اﺑﺘﺪا ﻧﺘﺎﯾﺞ و ﭘﯿﺶﺑﯿﻨﯽ دادهﻫﺎ ﺑﺮاي ﻫﺮﯾﮏ از ﺳﭙﺮدهﻫﺎي ﺑﺎﻧﮏ ﺑﺮ ﻣﺒﺎﻧﯽ دادهﻫﺎي ﭘﯿﺸﯿﻦ و ﺑﺎ اﺳﺘﻔﺎده از روﺷﻬﺎي ﯾﺎدﮔﯿﺮي ﻣﺎﺷﯿﻦ و رﮔﺮﺳﯿﻮﻧﯽ در ﺑﺨﺶ ﻣﺮﺑﻮﻃﻪ اﻧﺠﺎم ﮔﺮﻓﺘﻪ اﺳﺖ. ﺳﭙﺲ ﺑﺎ ﺳﺎﺧﺘﻦ ﺗﺎﺑﻊ ﻫﺪف و ﻣﺤﺪودﯾﺖﻫﺎ و ﻗﺮاردادن دادهﻫﺎي ﺳﭙﺮده و ﺑﻮدﺟﻪ ﺑﺎﻧﮏ، ﺑﺎ اﺳﺘﻔﺎده از روش ﻧﻘﻄﻪ دروﻧﯽ، ﺳﻬﻢ ﺳﭙﺮدهﻫﺎي ﺑﻬﯿﻨﻪ اﺳﺘﺨﺮاج ﺷﺪه اﺳﺖ. ﻧﺘﺎﯾﺞ ﻧﺸﺎن دﻫﻨﺪه آن اﺳﺖ ﮐﻪ ﺳﭙﺮده ﺣﺴﺎس ﺑﻪ ﺳﻮد ﺑﻠﻨﺪﻣﺪت ﺑﺎ ﺛﺒﺎت ﮔﺮان ﻗﯿﻤﺖ و ﺑﻌﺪ از آن ﺳﭙﺮده ﺟﺎري ﺑﯽﺛﺒﺎت ﺣﺴﺎس ﺑﻪ ﮐﺴﺐ و ﮐﺎر ارزان ﻗﯿﻤﺖ ﺑﯿﺸﺘﺮﯾﻦ ﺳﻬﻢ را در ﮐﻞ ﺳﭙﺮده ﻫﺎي ﺑﺎﻧﮏ ﺑﻪ ﺧﻮد اﺧﺘﺼﺎص داده ﮐﻪ در ﺑﺮﻧﺎﻣﻪرﯾﺰي ﺳﭙﺮدهﻫﺎي ﺑﺎﻧﮑﯽ ﺑﺎﯾﺪ ﺑﻪ اﯾﻦ ﻣﺴﺎﻟﻪ ﺗﻮﺟﻪ ﮐﺮد.

In this study based on the historical statistics of deposits of a private bank in four different categories , the purpose is to estimate the optimal share of the bank's quadrilateral deposits with the aim of minimizing the interest paid on these deposits and observing the limit of the bank's deposit matrix within the framework of the bank's upstream documents. To solve this optimization, optimization algorithms in Matlab Package have been used due to the nonlinear objective function. Initially, the results and data prediction for each of the bank deposits are based on previous data and using machine learning and regression methods in the relevant section. Then, by constructing the objective function and constraints and inserting the bank deposit and deposit data, the optimal deposit share is extracted using the internal point method. The results show that long-term stable sensitive deposit with expensive and then unstable current deposit sensitive to cheap business have the largest share in total bank deposits, which should be considered in the planning of bank deposits.