商业银行信贷额度分配模型分析

Analysis of Commercial Bank Loan Resource Allocation Model

本文站在商业银行内部的角度,在贷款总额及各类贷款额度比例上限均已知的前提下,建立了以商业银行总体收益最大化为目标的信贷额度分配优化模型。该模型综合考虑了贷款产生的收入、成本以及“关联存贷”等方面对于信贷额度分配的影响。文章中算例的结果验证了模型的有效性。

From the perspective of commercial bank, supposing that the total amount of credit and loan limit ratios are known, we set up an optimization model for allocating the resource of loan to achieve the maximum profit of commercial bank. The model considers the income generated from loan, loan cost and relationship between deposit and loan. Finally we use an example to demonstrate the effectiveness of the model.