تعیین پرتفوی بهینه تسهیلات اعطایی بانک کشاورزی با استفاده از منطق فازی

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشیار گروه اقتصاد کشاورزی، دانشگاه علوم کشاورزی و منابع طبیعی ساری، ساری، ایران.

2 دانش‌آموختة دکتری اقتصاد کشاورزی، دانشگاه علوم کشاورزی و منابع طبیعی ساری، ساری، ایران.

چکیده

با توجه به محدودیت اعتبارات و تسهیلات اعطایی در بخش کشاورزی و فراوانی متقاضیان به ‏ویژه در زیربخش‏ های کشاورزی، مطالعه حاضر به کمک منطق فازی، به تعیین پرتفوی بهینه تسهیلات اعطایی بانک کشاورزی به متقاضیان در بخش­ های مختلف کشاورزی استان مازندران پرداخت. بدین منظور، از یک الگوی برنامه ­ریزی خطی فازی مبتنی بر حداکثرسازی سود تسهیلات اعطایی در دوره زمانی 1394-1390 استفاده شد. همچنین، برای حداکثرسازی تابع هدف، دو سناریوی «حداکثرسازی سود تسهیلات اعطایی» و «حداکثرسازی دریافتی خالص سود تسهیلات» و نیز در هر دو سناریو، شرایط عدم قطعیت در نظر گرفته شد. نتایج مطالعه نشان داد که با توجه به محدودیت ­ها و قوانین موجود، الگوی فعلی تخصیص اعتبارات و تسهیلات بانک کشاورزی نیاز به تعدیل و بازنگری در درصدها و مقادیر تسهیلات دارد؛ همچنین، الگوی تخصیص اعتبارات مبتنی بر عدم قطعیت به واقعیت نزدیک‏تر بوده و لازم است بانک ‏های کشاورزی در ارائه تسهیلات بانکی، زیربخش­های صنایع وابسته به کشاورزی، خدمات کشاورزی، طیور و فعالیت ­های غیرمرتبط با کشاورزی را در اولویت قرار دهند و برای جلوگیری از مشکلات معوقه شدن تسهیلات اعطایی، نرخ مطالبات معوق را در اعطای تسهیلات به زیربخش­ های مختلف مورد توجه قرار دهند.

کلیدواژه‌ها

عنوان مقاله [English]

Determine the optimal portfolio of agricultural credits by using of Fuzzy logic

نویسندگان [English]

  • Seyed-Ali Hosseini-Yekani 1
  • Reza Heydari Kamalabadi 2
1 Associate Professor, Department of Agricultural Economics, Sari University of Agricultural Sciences and Natural Resources, Sari, Iran
2 PhD Graduate in Agricultural Economics, Sari University of Agricultural Sciences and Natural Resources, Sari, Iran
چکیده [English]

The granted credits of agriculture sector are limited and the number of applicants and sub-sectors for these credits are much, therefore, this study tried to determine optimal portfolios for agricultural bank credits by using of fuzzy logic. For performance of this study, a fuzzy linear programming model based on profit maximization was used in the period of 2011-2015. In this study, two scenarios were considered for maximizing the objective function. The first scenario involves maximizing profits facilities and the second scenario involves maximizing the net intake facility (the profit rate that deducted from that the pending rate). In both scenarios, the absence of risk and existence of risk (fuzzy) is considered. The results of this study showed that due to limitations and existing laws, the current model of credits allocation of agricultural bank was not optimal and it is necessary to review in presents and amounts of credits. Also, the credits allocation model based on risks and uncertainties is closer to reality. Agricultural bank should be made part of agro-based industries, agriculture services, poultry and non-related activities with agricultural sector in the higher priorities. Also, agricultural bank considered the rate of arrears credits to avoid them.

کلیدواژه‌ها [English]

  • The optimal portfolio
  • Credits
  • Fuzzy Linear Programming
  • The Agricultural Bank of Mazandaran

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