CAJ | 학술논문

随着中国利率市场化的进程，贷款利率呈现出更大的不确定性，商业银行间的竞争也越来越激烈，在新的行业特点和经营形势下，商业银行需要结合研究贷款资源的配置方式，为商业银行管理层的决策提供有力的支撑。引入三角模糊数来刻画商业银行的收益率，并利用其可能性均值来构建三类贷款组合优化模型进行分析，结果显示模型的有效边界都符合均值方差模型有效边界的变化趋势，且得到的贷款权重配置可以更好地体现贷款利用效率。
수착중국리솔시장화적진정，대관리솔정현출경대적불학정성，상업은행간적경쟁야월래월격렬，재신적행업특점화경영형세하，상업은행수요결합연구대관자원적배치방식，위상업은행관리층적결책제공유력적지탱。인입삼각모호수래각화상업은행적수익솔，병이용기가능성균치래구건삼류대관조합우화모형진행분석，결과현시모형적유효변계도부합균치방차모형유효변계적변화추세，차득도적대관권중배치가이경호지체현대관이용효솔。
The loan return of commercial bank becomes more uncertainty under the progress of market -based reform of interest rates.With the new industry characteristics and business situation , the commercial bank needs to study the loan allocations to face the increasing competition .And it can provide support for commercial bank man-agement to the make decision.Therefore, three optimization models of loan portfolio are established with triangular fuzzy number return .The result shows that these models are in line with the efficient frontier of mean -variance model, and can allocate the loan resource effectively .