Optimization Allocation And Application Of Loan Amount Of Industrial Enterprise

Under the condition of market economy, company is a pillar company in China, is the only production of modern means of labor industry. It is deciding national economy modernization speed, scale and level, and it is also plays a dominant role in the contemporary world economy. At present, the industrial enterprises face many problems such as insufficient capital investment, low efficiency and lack of financial instruments, in accordance with normal lending requirements, the conditions of the judgment, making industrial enterprises is difficult to obtain a valid credit support. However, the potential value and expected income, it is necessary for the bank designed for the industrial business loans.This paper based on the features of the industrial enterprise, the quantitative model of domestic and foreign credit risk and loan portfolio optimization model were summarized, and according to the situation of the allocation of loan amount of industrial enterprise for a commercial bank in Dalian, based on Credit Risk+model of industrial enterprise loans configuration optimization model, and by using a commercial bank in Dalian analysis of the data and the model of the sample of the loan portfolios is optimized, so that banks can achieve greater risk unit income maximization and expected return the target of profit maximization, realize from loans allocation help commercial bank measurement, the management and control of industrial enterprise loan risk, for industrial enterprise loan decision provides the selection method.This thesis is composed of four parts:The first part is an introduction. It gives a brief summary of the background and significance of selected topic, reviews relevant researches on industrial enterprise loan characteristics, domestic and foreign credit risk quantitative model and loan portfolio optimization model, and presents its research thinking and possible innovation workThe allocation of loan amount of industrial enterprise for a commercial bank of Dalian is analyzed in the second part, which gives a brief introduction on the development course and structure, makes an analysis of the configuration method and flow.The third part discusses the industrial enterprise loans configuration optimization model, based on the features of the industrial enterprise, the quantitative model of domestic and foreign credit risk and loan portfolio optimization model were summarized, and according to the situation of the allocation of loan amount of industrial enterprise for a commercial bank in Dalian, based on Credit Risk+model of industrial enterprise loans configuration optimization model, and by using a commercial bank in Dalian analysis of the data and the model of the sample of the loan portfolios is optimized, so that banks can achieve greater risk unit income maximization and expected return the target of profit maximization, realize from loans allocation help commercial bank measurement, the management and control of industrial enterprise loan risk, for industrial enterprise loan decision provides the selection method.The forth part is the countermeasures suggestion. According to the optimization research of industrial enterprise loans configuration, this paper put forward the countermeasures and suggestions of our country commercial bank’s risk management from the angle of industrial enterprise loans configuration, and provides the selection method for the decision of industrial enterprise loan.