序号 | 资产 | (1) 本文优化结果(亿元) | (2) 对比模型的优化结果(亿元) |
1 | A1 | 237.6 | 237.6 |
2 | A2 | 12520.456 | 9516.4988 |
3 | A3 | 1742.4 | 1742.4 |
4 | A4 | 0 | 0 |
5 | A5 | 0 | 0 |
6 | A6 | 17571.557 | 25822.238 |
7 | A7 | 7039.3041 | 967.0884 |
8 | A8 | 10444.341 | 10857.087 |
9 | A9 | 10444.341 | 10857.087 |
10 | 利率在4个维度上升1%时银行净资产损失 | 0 | −0.6682 |
11 | 利率在4个维度上升30%时银行净资产损失 | 0 | −20.0469 |