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.
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.
出处
《上海大学学报（自然科学版）》
CAS
CSCD
北大核心
2007年第3期294-298,共5页
Journal of Shanghai University:Natural Science Edition
基金
国家自然科学基金资助项目(60502007)
关键词
资产负债比例管理
期限结构
贷款决策
asset/liability ratio management
term structure
loan decision
