Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk management (Total Criteria Approach and Sequential Unconstrained Optimization Technique)

Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk management (Total Criteria Approach and Sequential Unconstrained Optimization Technique) Most important activities of banking system is capital and storage attract and then its distribution in form of loans and facilities at micro and macro- economic level. If this activity done on the base of correct plan and macroeconomic object framework, could cause different economic activity improvement and economic development. Between these issues mustn’t forget the role of risk in facilities and loans. So in this research we try to providing multi objective resource allocation model that emphasize on risk management. We present mathematical model with minimizing two objects: minimizing cost of deposits and maximizing facilities profit. For solving this model we use total criteria method by degree 2 that minimized sum squared variance. Finally we use from Sequential Unconstrained optimization Technique because of nonlinear characteristic that exist in degree 2 of total criteria method.