یک مدل ادغامی جدید برای تخصیص وام به پروژههای سرمایهگذاری بانکی (مطالعه موردی: بانک توسعه تعاون)

In this paper, a new hybrid model has been proposedfor the loans allocation of banking investment projects. In this model, firstlyuncertainty in the cash flows parameters of projects is simulated usingprobability distributions. The statistical analysis about the indexes ofengineering economic is used for the elimination of non-economical projects.Secondly, remained projects are ranked based on financial and non-financialindexes and AHP-TOPSIS approaches. Finally, a 0-1 mathematical programming isused for loans allocation to projects based on ranking of projects (as projectsutilities) and the constraints of banking investment. To consider theperformance of the proposed model, the investment projects of bank ToseeyeTaavon in a specified time interval are evaluated using this model. The resultsof allocations are shown the validity and efficiency of proposed model based onthe opinions of banking experts.