| Summary: | 博士 === 國立交通大學 === 管理科學研究所 === 83 === This dissertation proposes a credit granting model based on
safety-first strategy. Our model could reduce bad debt for
granting credit, enhance the quality of the loan, decrease the
defect of the loan officer''s subjective, and protect the asset
of banks. After a brief introductory chapter, chapter 2
compares the bank credit granting models by vary discipline,
analyze different approaches for establishing credit granting
models, and induce the prototype of comprehensive decision
support systems for exploring system functions of our research.
The methodology of dynamic programming is studied in chapter 3.
Adopting cost-volume-profit analysis as a tool, that makes the
optimal credit granting decisions by multi-period net cash flow
basis, and provides loan officer step-by-step procedure to
monitor the planning process by Markovian dynamic programming.
Chapter 4 uses net cash flow concept to derive the customer''s
revenue exceeding adjusted break-even point, which is an effec-
tive indicator of risk measure. The portion of total revenue
curve beyond the break-even point which the bank will make the
safety- first oriented decisions for credit granting procedure
is defined as feasible curve. The feasible curve could be
referred to acceptive area. It is an important function as a
safety-first oriented decision for bank credit granting that
measures whether customers are likely to improve their business
performance after granting the loan. Chapter 5 proposes the
generalized procedure for our approach. We also propose a case
study in the last section of this chapter. Finally, concluding
remarks summarize our approach that provides the strategic
decisions of bank credit granting and up- grade the quality of
loans, and adopt some suggestions to enhance our further
researches.
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