为了对金融机构的资产进行有效组合 ,使得资产和负债合理搭配 ,在不完全信息情形下 ,利用随机规划的定界技术 ,研究了资产负债管理模型参数的敏感性 ,分别得到了在随机利率和随机负债情形下极大效用函数的上、下界 ,进而确定了效用函数的活动范围 ,以此作为金融机构资产配置的参考依据 In order to effectively combine the assets of financial institutions so that the assets and liabilities are reasonably collocated with the incomplete information, the sensitivity of asset-liability management model parameters is studied using the stochastic programming delimitation technique. The upper and lower bounds of the maximal utility function in the case of stochastic liabilities and then the scope of the activity function of the utility function as the reference basis for the asset allocation of financial institutions