基于模糊回归分析模型的银行不良贷款问题研究

利用模糊回归分析模型得出一种降低银行不良贷款余额的方法。首先在对银行不良贷款影响因素进行分析的基础上,选取各项贷款余额、本年累计应收贷款额、贷款项个数、本年固定资产投资额4个主要影响因素,以不良贷款余额最小化为目标函数,并找出4个影响因素之间的自相关函数作为约束条件,建立不良贷款余额与4个影响因素之间的模糊回归方程。最后,根据不良贷款余额最小化线性规划模型,求出银行不良贷款余额的最小值及取得最小值时4个影响因素的取值。实例的计算结果表明该方法具有较好的适用性。

Research on Non-Performing Loan of Bank Based on Fuzzy Linear Regression Model

Using fuzzy regression model, a new method is given to solve the bank non-performing loan problem. First, based on the analysis on the factors affecting non-performing loans of bank, regarding the loan balances, the accumulative total receivables loan balances, loan project number, the loan fixed assets investment as four main factors, a fuzzy regression equation between non-performing loans and the four factors affecting the balance is established with minimizing the non-performing loan of bank as the objective function and four factors＇autocorrelation function as constraint conditions. Last, according to the linear programming model of the balance minimum value of bank non-performing loan and the value of non-performing loans to minimize, the of four factors are given. The results indicate that the method mentioned in this paper has good suitability.