本文介绍贷款组合损失的计算方法。
This paper introduces the measure of computing the loan portfolio loss.
并将这种方法用于计算我国上海股票市场的股票组合7天贷款的质押率。
Further more this method was applied to Shanghai stock market in China to calculate the impawn rate of a portfolio in 7 dates duration under a specific confidence level.
然后从计算方法上，将该贷款组合优化问题归结为一类有上下限的非连续、多峰的特殊背包问题。
Then, analyzed from calculation methods, this model is a type of Knapsack Problem with restrictions between lower-limit and upper-limit, which is a discontinuous and multi-maximum complicated problem.
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