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首页> 外文期刊>American journal of applied sciences >Retail Banking Loan Portfolio Equilibrium Mix : A Markov Chain Model Analysis | Science Publications
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Retail Banking Loan Portfolio Equilibrium Mix : A Markov Chain Model Analysis | Science Publications

机译：零售银行贷款组合的均衡组合：马尔可夫链模型分析科学出版物

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> The variance analysis of actual loan sanctions with the non-documented method of loan allocation of the selected retail bank, over a period of 24 months, revealed that there is a scope to improve their income earnings. Realizing its importance Markov Chain Market Share model was applied to inter temporal data of loan disbursements of the selected bank. By applying Estimate Transition Matrix, scope for probability of loan switching among its types was calculated to suggest the probable mix of loan portfolio. From the results it was suggested that the loan proportions among various types were as follows: Housing (32.0 %), Others (28.1 %), Business (20.0 %) and Education (19.7 %). These proportions can be taken as guideline percentage within the government norms for the priority sector. Simulation studies were also done to calculate the expected income of interest using Markov proportions and compared with the actual interest earnings to prove the superiority of the model.
机译： >使用选定零售银行的无记录贷款分配方法对实际贷款制裁进行的方差分析在24个月内显示，存在改善其收入的空间。意识到其重要性，将马尔可夫链市场份额模型应用于选定银行的贷款支付的时间数据。通过应用估计过渡矩阵，计算了贷款类型之间转换可能性的范围，以表明贷款组合的可能组合。结果表明，各类贷款比例如下：住房（32.0％），其他（28.1％），商业（20.0％）和教育（19.7％）。这些比例可以作为优先领域的政府规范内的指导百分比。还进行了仿真研究，以使用马尔可夫比例计算预期的利息收入，并将其与实际的利息收入进行比较，以证明该模型的优越性。

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