基于综合风险收益的贷款组合优化决策

Decision-Making of Loans Portfolio Optimization Based on Principle of Maximum Risk Return

商业银行货款组合决策的过程,是遵循“效益性、安全性、流动性”的原则,在综合考虑贷款收益和风险的前提下,从众多的贷款对象中选择一组合适的贷款对象的过程。建立综合考虑贷款收益和风险的贷款决策模型,有利于银行通过量化计算进行科学决策,以提高信贷质量,达到商业银行的经营目标。

Decision-making procession of loans portfolio optimization in commercial bank is to choose a set of objects to allow credit and maximize the return in certain risk level, which follows the principle of “profitability, security and mobility”. The paper builds a decision-making model of loans portfolio optimization based on synthesizing risk and return, which is beneficial for commercial banks to make decisions by quantifying methods, improve the quality of credit loans and achieve operation objective.