本研究是採取一連續遊戲(Sequential Game)的模式，探討關於借款人的資金需求與存款人提前解約的決定會如何影響到銀行的資產管理問題。銀行是借款者與存款者之間中介的橋樑，因此銀行須對資金做有效的控管，才能同時因應存款者提前解約的可能與借款者的資金需求。另一方面，銀行也要對存款利率與借款利率做有效的控制，才能使其利潤極大化。故本研究利用動態規劃，擬在銀行與借款者兩角色的互動模式下，探討銀行應如何利用利息與提前解約的罰金收入來創造其最適的投資組合，同時也能滿足借款者的資金需求與存款者提前解約的可能。

This paper describes properties of a sequential game model which the borrower's cash needs and prepayment decisions affect the bank's liquidity and the bank meets its cash needs via demand deposits. This results in sequential game with a Stackelberg structure in which the borrower decides each period how much to prepay and how much to borrow, and the bank decides on the amount of demand deposits which it should seek. Two models are built-static and dynamic. It is shown that there is an equilibrium point of the game. In addition, banks should have more cash reserve in order to maximize net profit and also banks use their residual cash to make good investment.