银行信贷资源动态优化管理模型

Dynamic management model of bank credit resources optimization

建立了银行信贷资源动态分配优化模型。采用最大值原理求解模型,并对模型中企业违约率、利差、存款准备金率等影响银行最优放贷量的重要参数进行分析。为保障行业健康发展,银行应通过专业化管理降低贷款违约率,通过政府支持提升单位收益。小微企业扶持政策下,将影响银行放贷偏好,银行放贷会向小微企业倾斜。

A credit resource allocation model for commercial banks was established.The model was solved by the optimization method,and the main factors affecting the optimal lending volumes of banks were studied,including the corporate default rate,margins,and deposit-reserve ratio.The corporate default rate and margins were identified to be the key influence factors on bank lending volumes.To ensure the healthy development of the bank industry,banks should adopt specialized management to reduce lending default rate and should improve returns through governmental supports.The innovation and entrepreneurship policy will affect the preferences of bank lending volumes,since the lending will preferentially go to small and micro enterprises.