商业银行的信贷组合管理——基于我国上市银行信贷投向的分析

发布时间：2018-10-21 11:46

【摘要】：信贷资产构成了我国商业银行的主要的资产,该文以我国上市商业银行信贷投放为主要研究对象,分析了我国信贷资产的投向,研究我国各商业银行的信贷资产质量。分析得出,我国各商业银行都很重视行业信贷政策制定,但是缺乏行业间关系的研究。从贷款对象看,企业贷款是我国商业银行的最主要的投放对象,招商银行和深圳发展银行的个人贷款较为突出。我国的商业银行信贷资产行业投向同质性严重,主要商业银行的信贷行业投向类似,我国商业银行应加强对行业变动的持续关注。从区域特点看,国有商业银行信贷区域分布较为集中。
[Abstract]:Credit assets constitute the main assets of commercial banks in China. This paper takes the credit investment of listed commercial banks in China as the main research object, analyzes the direction of credit assets in China and studies the credit assets quality of all commercial banks in China. The analysis shows that all commercial banks attach great importance to the establishment of industry credit policy, but lack of research on the relationship between industries. From the point of view of the loan object, the enterprise loan is the most important investment object of our country's commercial bank, and the personal loan of China Merchants Bank and Shenzhen Development Bank is more prominent. The credit assets industry of commercial banks in China has a serious homogeneity, and the credit industry of major commercial banks is similar. The commercial banks in China should pay more attention to the changes of the industry. From the regional characteristics, the regional distribution of state-owned commercial banks credit is relatively concentrated.
【作者单位】：北京大学光华管理学院;中国农业银行博士后工作站;中国农业银行信贷管理部;
【基金】：中国博士后科学基金面上资助项目“基于数据挖掘-Copula理论的银行信贷组合管理研究”(项目编号:2012M510280) 国家自然科学基金创新群体项目“数据挖掘与智能知识管理:理论与应用研究”(项目编号:70921061),国家自然科学基金项目“最优化数据挖掘的商业智能方法以及在金融与银行管理中的应用”(项目编号:71110107026),国家自然科学基金项目“领域知识驱动的深层知识发现研究”(项目编号:71071151)的中间研究成果
【分类号】：F832.4

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