商业银行贷款规模与期限结构决策方法

上海大学学报(自然科学版)

商业银行贷款规模与期限结构决策方法

范涛，任京男，魏永伟

上海海事大学数学教研室，上海 200135

收稿日期:2006-07-10 修回日期:1900-01-01 出版日期:2007-06-30 发布日期:2007-06-30
通讯作者: 范涛

Volume and Term Structure of Commercial Bank Loan

FAN Tao, REN Jing-nan, WEI Yong-wei

Division of Basic Courses, Shanghai Maritime University, Shanghai 200135,
China

Received:2006-07-10 Revised:1900-01-01 Online:2007-06-30 Published:2007-06-30
Contact: FAN Tao

摘要/Abstract

摘要： 该文讨论商业银行贷款决策问题.在目前商业银行资产负债比例管理的状况下，商业银行如何根据自身的资产负债的变化来决定某个时期的贷款规模和贷款的期限，使得银行的盈利性、流动性和安全性互相平衡.该文综合考虑资产负债动态变化、比例管理和贷款质量的评价3方面，给出决策方法.

关键词: 贷款决策 , 期限结构, 资产负债比例管理

Abstract: Focusing on the decision of commercial bank's loan, we study how a bank set the volume and term structure of its loan to achieve the balance among profit, liquility and security under the current asset/liability ratio management and the dynamic change of asset/liability. A solution is provided on the basis of the dynamic change, ratio management and loan quality evaluation.

Key words: loan decision, term structure, asset/liability ratio management

中图分类号:

F830

范涛;任京男;魏永伟. 商业银行贷款规模与期限结构决策方法[J]. 上海大学学报(自然科学版).

FAN Tao;REN Jing-nan;WEI Yong-wei. Volume and Term Structure of Commercial Bank Loan[J]. Journal of Shanghai University（Natural Science Edition）.