论文部分内容阅读
信贷风险是银行经营中的主要风险 ,贷款风险组合优化是信贷管理中最常见的决策 .分析了国内外同类研究的缺陷 ,提出了反映贷款风险组合优化规律的决策原则 ,并以 0 1型整数规划为工具 ,以综合贷款风险度为约束条件 ,建立了贷款风险组合的优化决策模型 .在进一步实例分析和对比分析基础上 ,探讨了这种模型的特点 ,为信贷风险的组合配给提供了科学的决策方法
Credit risk is the main risk in bank operation, and portfolio optimization of loan risk is the most common decision in credit management.This paper analyzes the defects of similar researches both at home and abroad, puts forward the decision principle which reflects the optimization rule of loan risk, Planning as a tool and taking comprehensive loan risk as the constraint conditions, an optimization decision model of loan risk portfolio is established.On the basis of further example analysis and comparative analysis, the characteristics of this model are explored, which provides science for the combination rationing of credit risk Decision-making method