چکیده:
One of the most important banking services is the granting of loans and facilities. Since the process of securing funds for granting facilities involves financing costs for the bank, under these conditions, granting loans must be economically viable for both the bank and the depositors. This article refers to a bank facility portfolio model that has been designed as a software system using data mining technology and mathematical models. In addition to finding optimal combination points for bank loans, this model can be provided to bank credit managers as a decision support system.
خلاصه ماشینی:
Designing a Bank Loan Portfolio Management System Using Data Mining Technology Ali Divandari* Reza Shabahnag** Mohammad Ebrahim Mohammad Porzandi*** Seyed Reza Mousavi**** One of the most important banking services is the granting of loans and facilities.
Keywords: design, loan portfolio, credit risk, database system, data mining, knowledge discovery, bank credits Introduction In our country, due to the lack of proper expansion of the monetary and financial system, banks and the banking network have practically taken on the responsibility of collecting and allocating the economic financial resources as the most important financial institution.
The various types of financial assets in which banks invest are divided into two general categories, money market instruments and capital market instruments, according to the specific characteristics of each financial instrument in terms of cash flow models, sensitivity to interest rate fluctuations, and risk arising from economic conditions.
Since customers may not fulfill their commitments, many of these loans are not saleable or convertible into cash until their final maturity date and are considered high-risk assets among the bank's assets; therefore, it becomes necessary to have a mechanism that can, while identifying and accurately analyzing the return and risk of each lending opportunity, provide the necessary evaluation and timely warnings to the bank's credit decision-makers—especially when the massive volume of financial and credit "transactions"1 in commercial banks and the interactions between transactions make traditional analysis impossible.
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