The Study on Commercial Bank Loan Pricing Model based on Inverted DEA.docVIP

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2017-01-23 发布于北京
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The Study on Commercial Bank Loan Pricing Model based on Inverted DEA.doc

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The Study on Commercial Bank Loan Pricing Model based on Inverted DEA 　　Abstract. This paper fixes lending rate by solving the output parameter of DEA inversely with dichotomy and ensures the lending rate optimal efficiency. The corresponding output parameter of DEA， lending rate， is determined when the DEA efficiency index z=1 through solving DEA model with dichotomy and the optimal efficiency of the lending rate is ensured. This model fixes the lending rate under the DEA optimal efficiency and provides a new way of loan pricing. The output parameter of DEA is fixed based on the dichotomy when the DEA efficiency index z=1. This study provides a new way for the inverse solution to DEA. So it changes the condition that the efficiency is estimated only with the known data of input and output and develops the use of DEA. 　　Key words： Lending Rate， Loan Pricing； Data Envelopment Analysis； Dichotomy； Optimal Efficiency 　　Introduction 　　Time Domain Reflectometry， a common method used for PD location system in power cable The key of this method lies in determining the time difference. Furthermore，to find the time difference between them and to calculate the PD location. Currently ，the identification of the reflected wave and original wave mainly used the correlation analysis and wavelet analysis[1，2]. In this paper， by applying the short-time energy-DTW method for identifying the partial discharge pulses ，matching original and reflected wave. Firstly， to improve the signal to noise ratio， add window and calculate the accumulated energy of each finite window Then， use DTW method to identify and match the original wave and reflected wave. 　　Establishment of input and output index system 　　The input indexes 　　1） Deposit interest expenditure rate： It refers to the deposit interest which should be paid for loan. 　　2） Expenditure rate： It refers to all kinds of expenditures in the business and management of banks except the deposit interest expenditure. 　　3） Default