Linear fractional differential equations in bank resource allocation and financial risk management model
Publié en ligne: 30 déc. 2021
Pages: 729 - 738
Reçu: 17 juin 2021
Accepté: 24 sept. 2021
© 2021 Yanjun Yang, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Fig. 1
The loan approval flow chart of nine rural commercial banks in the western regionFig. 2
Distribution of default loss of loan portfolio under α = 0.05 confidence levelFig. 3
Loss distribution of Sichuan KK Rural Commercial Bank's agricultural loan sampleFrequency band distribution of 1,117 loans of Sichuan KK Rural Commercial Bank
Frequency band |
Loan balance (ten thousand yuan) |
Risk exposure |
Number of loans |
Average default rate |
Expected number of defaults |
Expected default loss (ten thousand yuan) |
|
V1 |
0–50 |
20 |
510 |
4.00% |
20.40 |
408.0 |
V2 |
51–100 |
60 |
200 |
3.00% |
6.00 |
360.0 |
V3 |
101–150 |
120 |
300 |
2.75% |
8.24 |
989.1 |
V4 |
151–200 |
160 |
32 |
2.07% |
0.66 |
106.2 |
V5 |
201–250 |
220 |
65 |
2.93% |
1.90 |
418.5 |
V6 |
251 |
310 |
10 |
2.53% |
0.25 |
78.6 |
Frequency band distribution of agricultural loans sampled by Sichuan KK Rural Commercial Bank
Frequency band |
Loan balance (ten thousand yuan) |
Risk exposure |
Number of loans |
Average default rate |
Expected number of defaults |
Expected default loss (ten thousand yuan) |
|
V1 |
0–30 |
20 |
156 |
2.72% |
4.24 |
84.80 |
V2 |
31–60 |
40 |
73 |
3.07% |
2.24 |
89.60 |
V3 |
61–90 |
70 |
40 |
3.50% |
1.40 |
97.90 |
V4 |
91–120 |
100 |
30 |
2.82% |
0.85 |
84.60 |
V5 |
121–150 |
130 |
23 |
3.03% |
0.70 |
90.60 |
V6 |
151 |
180 |
6 |
2.93% |
0.18 |
31.70 |