商业银行信贷集中衡量指标体系优化设计研究

RESEARCH ON THE OPTIMIZATION DESIGN OF THE INDEX SYSTEM OF COMMERCIAL BANK CREDIT CONCENTRATION

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。

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 purpose to evaluate the sub-branches. The perfected index system is increased to include 31 indices from the original 3 indices, with hierarchy and feasibility added to the system.