---
title: Multi-Level Optimisation for Loan Portfolios
url: https://www.ml-quant.com/papers/repec/ids-ijicbm-v-32-y-2024-i-2-p-164-186/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:ids:ijicbm:v:32:y:2024:i:2:p:164-186
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D139165%3Bh%3Drepec%3Aids%3Aijicbm%3Av%3A32%3Ay%3A2024%3Ai%3A2%3Ap%3A164-186
featured: 2024-07-10
citations: unknown
topic: Portfolio & Allocation
---


# Multi-Level Optimisation for Loan Portfolios

The paper introduces a model for optimizing loans across four retail asset classes, considering regulatory and capital constraints, and compares the optimized portfolio to the original for potential benefits.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D139165%3Bh%3Drepec%3Aids%3Aijicbm%3Av%3A32%3Ay%3A2024%3Ai%3A2%3Ap%3A164-186
- Identifier: RePEc:ids:ijicbm:v:32:y:2024:i:2:p:164-186
- Released: 2024-07-10
- First featured: Quant Letter No. 56 (2024-07-10): https://www.ml-quant.com/issues/2024-07-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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