摘要
文章建立了一种考虑有贷款余额损失的单位风险收益最大贷款组合优化模型。在该模型中考虑了预贷款头寸的余额不会增值而带来的损失,并考虑了贷款企业的信用分级等情况,与实际操作更加吻合。
This paper established a consider loans loss of maximum earnings per-risk of loan portfolio optimization model. In the model considered the pre-loan balance not value position and the loss of the credit rating and consider the loan enterprises and so on. more consistent with the actual operation.
出处
《现代工业经济和信息化》
2015年第7期11-13,共3页
Modern Industrial Economy and Informationization
关键词
贷款组合优化
单位风险收益最大
差分进化算法
loan portfolio optimization
maximum earning per-risk
differential evolution algorithm
