Designing an optimization model for allocating bank resources based on portfolio distribution

In modern monetary economies, the real and financial sectors are contiguous. In particular, the activities of the financial sector, which equip savings and direct them to investment schemes, link the real level of activity and development of the two real and financial sectors through two basic variables of the real sector of the economy, namely investment and capital formation. A healthy and active economic system must have a financial system to deliver the money that people have saved to those who have the opportunity to invest. Therefore, coordination and moving along with the financial sectors is a necessity to achieve economic growth and development. If banks and financial institutions manage liquidity and resource allocation properly with liquidity and cost management, the benefits and costs of lending will certainly be lower. The present study was formed with the aim of "Designing an optimal model for allocating bank resources and expenses with a portfolio distribution approach". In order to achieve this, first a two-objective mathematical model is designed based on the scenario that the objective functions of this model are risk minimization and wealth maximization. The SPP-CVAR approach was used to estimate the risk and the historical simulation method was used to estimate its values. Finally, the robust optimization model is designed and solved using two particle mass algorithms and genetics with improvement procedure based on variable neighborhood search (VNS) and the research results are obtained.