Emptying Current-Account Buffers
作者:
PefferR. A.,
RijvordtJ. D.,
TelgenJ.,
期刊:
Journal of the Operational Research Society
(Taylor Available online 1985)
卷期:
Volume 36,
issue 10
页码: 925-928
ISSN:0160-5682
年代: 1985
DOI:10.1057/jors.1985.162
出版商: Taylor&Francis
关键词: application;banking;integer programming
数据来源: Taylor
摘要:
AbstractRabobank is one of the largest banks in The Netherlands and ranks among the 50 largest banks in the world, with over 4 million current accounts. Normally customers receive statements on their accounts only when a certain buffer of changes, both payments and receipts, is filled up. At the end of the year, fiscal and administrative requirements are such that all buffers should be empty. Because of cost and service considerations as well as capacity limitations, all current-account buffers cannot be emptied at will or at the same time. The problem of when to empty current-account buffers can be modelled as a (surprisingly simple) integer-programming problem. Then the problem can be solved easily for a number of different situations, yielding substantial improvements. In this paper, the application of this model to the Rabobank situation at the end of 1983 is described in detail.
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