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Microlesson · 5-min read

Determining the Optimum Cash Balance — Baumol and Miller-Orr Models

# Determining the Optimum Cash Balance

A firm should hold an optimum cash balance — enough for day-to-day operations plus a safety buffer, but neither too much (opportunity cost) nor too little (risk of being unable to pay). The right level depends on the risk–return trade-off.

Mathematical models help find this optimum so that cash neither lies idle nor runs short. They fall into two categories:

1. Inventory-type models — used when cash flows are predictable / certain → e.g. Baumol's EOQ model.

2. Stochastic models — used when demand for cash is random / not known in advance → e.g. Miller-Orr model.

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## A. William J. Baumol's EOQ Model (1952)

Applies Wilson's economic-order-quantity logic to cash, under conditions of certainty / predictable cash flows.

Idea: Optimum cash is the level where total cost is minimum, i.e. where carrying cost = transaction cost.

  • Carrying cost = cost of holding cash = opportunity cost / interest foregone on marketable securities.
  • Transaction cost = cost of converting marketable securities into cash.

Formula:

$$C = \sqrt{\dfrac{2U \times P}{S}}$$

Where:

  • C = Optimum cash balance (amount converted from securities to cash each time)
  • U = Annual (or monthly) cash disbursement
  • P = Fixed cost per transaction
  • S = Opportunity cost of one rupee p.a. (or p.m.)

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## B. Miller-Orr Cash Management Model (1966)

Used when net cash flow is completely stochastic (random). It is a control-limit model that decides the timing and size of transfers between the cash account and an investment (marketable securities) account.

Three control limits:

  • h = Upper limit
  • z = Return point
  • 0 = Lower limit

How it works:

  • When cash hits the upper limit (h) → invest cash equal to (h − z) into marketable securities, bringing balance back down to z.
  • When cash hits the lower limit (0) → sell securities to bring balance back up to z.
  • While cash stays between the limits (anywhere in (0, h)) → do nothing; no transfers are made.

Setting the limits depends on:

  • The fixed (transaction) cost of securities transactions,
  • The opportunity cost of holding cash, and
  • The degree of fluctuation (variance) in cash balances.

Why it's more realistic than Baumol: it allows the cash balance to fluctuate freely within a lower and upper band, rather than assuming a smooth, predictable drawdown. The finance manager sets the band according to the firm's liquidity needs (minimum and maximum cash).

Worked example

### Example 1

Baumol EOQ — worked example:

Annual cash disbursement U = ₹12,00,000; fixed cost per transaction P = ₹150; opportunity cost S = 12% p.a. = 0.12.

$$C = \sqrt{\frac{2 \times 12{,}00{,}000 \times 150}{0.12}} = \sqrt{\frac{36{,}00{,}00{,}000}{0.12}} = \sqrt{3{,}00{,}00{,}00{,}000} \approx ₹54{,}772$$

So the firm should convert roughly ₹54,772 of securities into cash each time it replenishes, and it will do this U/C ≈ 12,00,000 / 54,772 ≈ 22 times in the year.

### Example 2

Miller-Orr — applying the rule:

Suppose the model gives lower limit = ₹10,000, return point z = ₹40,000, upper limit h = ₹1,00,000.

  • If cash rises to ₹1,00,000 → invest (h − z) = ₹1,00,000 − ₹40,000 = ₹60,000 in securities, leaving ₹40,000.
  • If cash falls to ₹10,000 → sell securities worth (z − lower) = ₹40,000 − ₹10,000 = ₹30,000, restoring balance to ₹40,000.
  • If cash is anywhere between ₹10,000 and ₹1,00,000 → no action.

⚠️ Common exam mistakes

  • Using the Baumol (EOQ) model when cash flows are uncertain — Baumol assumes certainty/predictable flows; for random flows use Miller-Orr.
  • In the Baumol formula, misidentifying P and S — P is the FIXED cost per transaction, S is the opportunity cost per rupee; swapping them inverts the answer.
  • Thinking the Miller-Orr model brings cash back to the upper or lower limit — transfers always bring the balance back to the RETURN POINT (z), not to h or 0.
  • Forgetting that under Miller-Orr no transaction occurs while cash stays within the band; transfers happen only when a limit is touched.
  • Stating that more variable cash flows require a narrower band — higher variance actually widens the spread between the limits.
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