国有商业银行不良贷款处置回收的最优化选择

The Optimization Approach for the disposal of Non-performance Loan of the State Commercial Bank

不良贷款处置回收已成为我国加入WTO后国有商业银行化解经营风险、增加市场竞争能力和全面迎接外资银行挑战最紧迫的任务.本文从随机性动态规划原理出发,对在实际操作中如何就不良贷款在五年内处置完成,同时使回收的价值最大化进行了最优化选择,并提出了相应措施与建议.

After China entered the WTO, the disposal and calling in of the problem loans has become the most urgent task of the Chinese state-own commercial banks to hedge business risks, enhance market competition and meet the challenges posed by foreign banks. Based on the Random Dynamic Programming Theory, this thesis deals with the optimization of the disposal of the problem loans within five years and the call-in value maximization, and raises the related proposals and measures.