商业银行集团授信客户行业分散风险研究

Multi-industry Decentralization Risk Faced by Group Customers of Commercial Banks

集团授信客户对一个国家的国民经济和银行经营具有双重重要意义,它们面临的行业分散风险已经成为其出现经营危机的主要诱因。本文以《国民经济行业分类与代码(GB/T 4754-2002)2002》为基础,建立了包括集团行业集中度、行业分散相对风险度和综合行业分散风险度在内的集团授信客户行业风险指标体系,并据此构建集团授信客户定性评级分类矩阵,对集团授信客户的行业分散风险进行全方位、多维度的有效识别、计量、监测和控制。银行可以充分利用灵活的贷款定价策略和拨备政策控制和缓释集团授信客户的行业分散风险,对不同评级的客户采取不同的经营策略。

Group customers of commercial banks are playing a more and more important role in macro-economy and the operation of commercial banks. Group customers gradually show a trend of multi-industrious operation, which has become a main cause that triggers operational crisis of group customers. With reference of Classifcation and Code Standard of National Economy Industry （GB/T 4754-2002 ）2002, the paper establishes a indicator system to measure muhi-industry decentraliza- tion risk faced by group customers, which includes industry concentration, relative multi-industry decentralization risk and comprehensive muhi-industry decentralization risk. According to the system, the paper constructs a qualitative rating matrix, which can comprehensively identify, assess, monitor and control group customers＇ multi-industry decentralization risk. Com- mercial banks can flexibly use different pricing policies on loans and provision policies to contrul and mitigate group customers＇ muhi-industry decentralization risk and carry out different operating strategies towards customers with different ratings.