Optimal allocation of bank resources and risk reduction through portfolio decentralization

The main concern of all economic companies is the resources equipping and allocating them in different sectors with aim maximizing profit minimizing risk. Decentralization one important factors that reduce investment investors plan to create by carefully planning collecting sufficient information on situation analyzing various industries. As an enterprise, banks are looking for short- long-term investments a types loans ,such as bailment capital , civil participation, reward, etc, which guarantees return their capital. In this paper, considering condition bank model presented not only increases but also reduces Two objective functions have been defined first minimize risk second function maximize profit, used robust programming Malvi Sim model. we investigated Risky non-Risky Partfolio optimal portfolio assets from scenario based solution using PSO Genetic Optimization Algorithm. At levels confidence values estimation SPP-CVAR method Particle Swarm Algorithm (PSA) less than genetic algorithm, indicates better performance (GA). Also, optimum wealth obtained PSA higher at corresponding value (GA), another reason confirm algorithm compared goal function, lower those algorithm. 0.9 level, LR kupiec statistics was Chi-square (Critical value) assumed be acceptable.