银行贷款余额收益最大优化模型探讨  

To Investigate the Optimal Maximum Loan Balance of Bank Profit Model

作　　者：门铎 

机构地区：[1]中国建设银行宁夏区分行住房金融部

出　　处：《现代工业经济和信息化》2015年第7期11-13,共3页Modern Industrial Economy and Informationization

摘　　要：文章建立了一种考虑有贷款余额损失的单位风险收益最大贷款组合优化模型。在该模型中考虑了预贷款头寸的余额不会增值而带来的损失,并考虑了贷款企业的信用分级等情况,与实际操作更加吻合。This paper established a consider loans loss of maximum earnings per-risk of loan portfolio optimization model. In the model considered the pre-loan balance not value position and the loss of the credit rating and consider the loan enterprises and so on. more consistent with the actual operation.

关 键 词：贷款组合优化 单位风险收益最大 差分进化算法 

分 类 号：F823.4[经济管理—财政学]