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现金流匹配策略是通过构建最小成本的资产组合,使资产组合的现金流完全匹配计划持有期内的负债的现金流。本文通过财务公司现金流匹配策略的需求和模型分析,提出现金流匹配策略在财务公司中的应用前提,并通过仿真的研究方法演示财务公司如何通过现金流匹配策略构建最优债券组合。结果表明:现金流匹配策略能够在保证安全性和流动性的基础上,提高企业集团的资金管理的盈利性。
Cash flow matching strategy is through the construction of the minimum cost of the asset portfolio, so that the cash flow of the portfolio exactly matches the cash flow of the liabilities of the plan holding period. Based on the demand and model analysis of cash flow matching strategy of financial company, this paper proposes the application precondition of cash flow matching strategy in finance company and demonstrates how finance company can construct the optimal bond portfolio through cash flow matching strategy through the simulation research method. The results show that cash flow matching strategy can improve the profitability of capital management of enterprise groups on the basis of ensuring safety and liquidity.