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中文摘要：
企业集团是商业银行重要的贷款客户，商业银行面临企业集团的授信业务风险尤为突出。在结构化模型的框架下，考虑统一授信额度的约束，基于对违约风险控制和贷款收益管理的多目标决策，构建了企业集团成员企业授信额度优化配置模型。示例分析表明，在考虑不同目标重要性的前提下，使用如遗传算法等最优化求解方法，可得到对成员企业授信额度的优化配置方案，从而有助于商业银行积极主动的防范集团客户的信贷风险。
英文摘要：
The enterprise group is the chief loan customer of commerctat DanK, aliU Lilt that the default risk of enterprise group is particularly prominent for commercial bank. According to the structural model and the constraint of unified credit line, and based on multi-objective decision-making on management of default risk and loan revenue, a model of optimized allocating the unified credit line to the group customer of commercial bank under unification principle is put forward. A case analysis shows that it can get the optimized allocating unified credit line for each members of enterprise group by genetic algo- rithm under condition of setting different importance of each target. This method may help commercial banks to actively prevent credit risk of enterprise group.
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