商业银行贷款规模分配及盈利的计量分析
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摘要
针对商业银行的贷款规模分配及盈利,首先利用中国商业银行历史数据,选择利差收入为主要来源.然后运用最小二乘法及线性规划法,分别建立回归预测及线性规划等模型,运用STATA及EXCEL等软件求解,得到预测的2018存、贷款增量、在保证全行增量存贷款利息净收入最大的情况下,商业银行A各分行贷款规模的分配方案、贷款总额增加的情况下商业银行A各分行贷款规模的分配方案、各行的最低备付金额以及结果的不足这一系列的结论.
The allocation of loan scale and profit for commercial banks. Firstly,China Commercial Bank historical data,the choice of interest rate income as the main source. Then,using the methods of least squares and linear programming,regression prediction and linear programming models are established,and STATA and EXCEL are used to solve the problem. Predicted 2018 deposits,loan increments,distribution plans for each branch of commercial bank A with the largest net income of interest on incremental deposit and loan,allocation plans for each branch of commercial bank A with the increase in the total amount of loans,minimum provision for each branch of commercial bank,and results The inadequacy of this series of conclusions.
The allocation of loan scale and profit for commercial banks. Firstly,China Commercial Bank historical data,the choice of interest rate income as the main source. Then,using the methods of least squares and linear programming,regression prediction and linear programming models are established,and STATA and EXCEL are used to solve the problem. Predicted 2018 deposits,loan increments,distribution plans for each branch of commercial bank A with the largest net income of interest on incremental deposit and loan,allocation plans for each branch of commercial bank A with the increase in the total amount of loans,minimum provision for each branch of commercial bank,and results The inadequacy of this series of conclusions.
引文
[1]汤谷良,杨瑾.从资金流量分析我国商业银行最佳备付金持有量——一个基于盈利性目标的数学模型[J].国际金融研究,2005(03):12-17.
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[5]朱家明,刘明婷.上海对长三角地区经济影响度的计量分析[J].菏泽学院学报,2016,38(02):31-36.
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[9]肖正,朱家明,夏明明,等.小区开放对周边道路通行能力影响的定量分析[J].佳木斯大学学报(自然科学版),2017,35(02):336-339.
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[11]杨桂元,朱家明.数学建模竞赛优秀论文评析[M],合肥:中国科学技术大学出版社,2013.
[2]唐庆春,庞继英.我国商业银行的利润空间分析[J].南开经济研究,2001(06):49-55.
[3]邱勋.余额宝对商业银行的影响和启示[J].新金融,2013(09):50-54.
[4]王晴,朱家明.基于EVIEWS的我国房地产价格影响因素计量分析[J].洛阳师范学院学报,2017,36(05):64-68.
[5]朱家明,刘明婷.上海对长三角地区经济影响度的计量分析[J].菏泽学院学报,2016,38(02):31-36.
[6]司守奎.孙玺菁.数学建模算法与应用[M].北京:国防工业出版社,2015.
[7]朱家明,邵笑,施展,等.我国区域能源消耗及可持续发展的研究[J].宝鸡文理学院学报(社会科学版),2015,35(05):55-60.
[8]朱家明,胡红飒,王强,等.公路运输投资资金的分配比例[J].佳木斯大学学报,2013,31(06):874-879.
[9]肖正,朱家明,夏明明,等.小区开放对周边道路通行能力影响的定量分析[J].佳木斯大学学报(自然科学版),2017,35(02):336-339.
[10]吕耀明.中国商业银行创新与发展[D].厦门大学,2002.
[11]杨桂元,朱家明.数学建模竞赛优秀论文评析[M],合肥:中国科学技术大学出版社,2013.