| 商业银行信贷集中衡量指标体系优化设计研究 |
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| 引用本文： | 颜廷峰.商业银行信贷集中衡量指标体系优化设计研究[J].经济理论与经济管理,2010,0(2):59-65. |
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| 作者姓名： | 颜廷峰 |
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| 作者单位： | 安徽财经大学金融学院, 蚌埠, 233041 |
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| 基金项目： | 安徽省教育厅2008年人文社科研究项目“商业银行信贷集中衡量指标体系优化设计研究”(2008sk213) |
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| 摘 要： | 我国现行的信贷集中衡量指标体系并不完善,本文根据现代投资组合理论与投资风险管理方法对信贷集中衡量指标体系进行优化设计。在宏观层次上按贷款投放的产业类别、行业和地区补充了17个指标,在微观层次上增加了对一二级分行考核的11个指标。优化设计后的指标体系由现行的3个指标完善为31个指标,提高了指标体系的层次性和适用性。
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| 关 键 词： | 商业银行 信贷集中 指标体系 期望收益率 |
| 收稿时间： | 2009-11-12 |
RESEARCH ON THE OPTIMIZATION DESIGN OF THE INDEX SYSTEM OF COMMERCIAL BANK CREDIT CONCENTRATION |
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| YAN Ting-feng.RESEARCH ON THE OPTIMIZATION DESIGN OF THE INDEX SYSTEM OF COMMERCIAL BANK CREDIT CONCENTRATION[J].Economic Theory and Business Management,2010,0(2):59-65. |
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| Authors: | YAN Ting-feng |
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| Institution: | Institute of Finance, Anhui University of Finance and Economics, Bengbu, Anhui 233041, China |
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| Abstract: | The index system used by our bank industry to measure credit concentration at the present time is by no means perfect.This article redesigned the index system measuring the level of commercial bank credit concentration by the contemporary portfolio theory and risk management.Seventeen indexes are added to the system from the macro level according to the industrial category,line of business as well as the areas of loans granted,at the same time 11 indexes are added to the system from the micro level with the... |
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| Keywords: | commercial bank credit concentration index system ratio of expected returns |
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