利用有效梯度排序法优化贷款项目组合方法研究

Research on Using “Effective Gradient and Sorting Method” to Optimize Loan Items Combination

本文建构了一个BCG矩阵—排序法模型—风险度检验链模式以期降低银行贷款风险 ,并用有效梯度排序法选择贷款项目组合 ,使双约束条件下的独立项目优化组合算法得以简化。

This thesis establishes a BCG matrix sorting model risk degree examination key type model to reduce bank's loan risk,and use effective gradient and sorting method to select loan items' combination to simplify the algorithm of optimum combination of independent projects under bibinding conditions.