偏差约束下的区间数银行贷款组合决策研究  

Interval Number of Loan Portfolio Selection Model with Deviation Restriction

作　　者：史本山[1] 张赟[1] 周圣[1] 

机构地区：[1]西南交通大学经济管理学院,四川成都610031

出　　处：《西南交通大学学报（社会科学版）》2014年第4期117-120,共4页Journal of Southwest Jiaotong University(Social Sciences)

基　　金：国家社会科学基金资助项目(12CGL020);教育部人文社会科学基金资助项目(12YJA790110)

摘　　要：随着中国利率市场化进程加快,银行贷款利率呈现出越来越多的不确定性,因此,商业银行在配置贷款资源时需要充分考虑收益这一新特点。将区间数引入到贷款组合优化模型中,并采用偏差、距离等概念将模型变成简单的线性规划,优化结果显示模型的配置情况符合风险收益同步变化的趋势。According to the process of China＇s interest rate marketability, loan interest rate becomes more uncertain. Therefore, commercial banks need to consider fully allocating the loan resources based on this new characteristic. The loan portfolio selection model will be proposed with interval number. Based on the deviation function and distance, the optimal decision for the model can be obtained. The result shows that the risk and benefit have the synchronous change tendency, and commercial banks can adjust the coefficient under the actual business situation.

关 键 词：银行贷款 贷款组合 贷款利率 资本收益率 商业银行 区间数 金融管理 

分 类 号：F224[经济管理—国民经济] F832.4