Decision analysis on upper and lower bounds of optimal loan qualities for financial institution

Autor:	Chia-Jung Tu, Tyrone T. Lin
Rok vydání:	2007
Předmět:	Finance Forgivable loan Term loan business.industry Bridge loan Economics Amortizing loan Loan sale Non-conforming loan Non-performing loan business Participation loan
Zdroj:	Journal of Information and Optimization Sciences. 28:111-128
ISSN:	2169-0103 0252-2667
DOI:	10.1080/02522667.2007.10699732
Popis:	This study designs optimal loan quality models for a two-period loan market. Specifically, this work explores whether enterprise and individual provide the guarantees for loan credit and whether financial institution repackages the rights of the loan creditor to issue financial asset securitization products to assess the upper (maximum net loan profit) and lower (specific net loan profit) bounds of optimal loan quality. This proposed model can facilitate optimal decision making regarding loan qualities based on financial institution operating performance.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::806788e6f5e63bf2168b14d951737687 https://doi.org/10.1080/02522667.2007.10699732 Zobrazit plný text záznamu