期刊文献+

基于行业视角的贷款风险度量指标体系设计 被引量:1

Research on the Index System for Measurement of Industry’s Credit Risk
下载PDF
导出
摘要 后金融危机时代,不能忽视贷款过度集中引发的风险集中,因此有必要限制授信集中度,文章通过对现有国内外贷款集中度相关规定的局限性分析,认为行业集中度有必要在风险测度基础上进行动态确定的必要。为合理的测度行业贷款风险,文章结合行业特征,构建了一套适合行业信贷风险测度的指标体系,并对指标的量化进行了详细的说明,以期实践中为银行的行业贷款风险的测度与防范提供借鉴。 At the post financial crisis era, credit concentration will cause risk concentration, so it is necessary to limit the concentration ratio. Through analyzing the limit of credit concentration policy, this paper finds it is necessary to confirm industry concentration dynamically on the basis of measurement of credit risk. In order to measure the industry credit risk, based on the character of industries, the paper builds a set of index systems for industry' s credit risk measurement, and explains the quantity of the index, in order to offering references in practice.
出处 《华东经济管理》 CSSCI 2012年第4期157-160,共4页 East China Economic Management
基金 国家自然科学基金项目(71173103/G0310) 教育部人文社科基金项目(10YJA790183)
关键词 行业集中度 行业风险测度 指标体系设计 industry's concentration ratio measurement of industry' s crcdil risk index system
  • 相关文献

参考文献7

二级参考文献12

  • 1于立勇,詹捷辉.基于Logistic回归分析的违约概率预测研究[J].财经研究,2004,30(9):15-23. 被引量:96
  • 2章忠志,符林,唐焕文.基于人工神经网络的商业银行信用风险模型[J].经济数学,2003,20(3):42-47. 被引量:16
  • 3Coats, P., and Fant, L., 1993. Recognizing Financial Distress Patterns Using A Neural Network Tool[J ]. Financial Management, (3):142-155.
  • 4Lin, L., and Piesse,J., 2004. Identification of Corporate Distress in UK Industrials:A Conditional Probability Analysis Approach[J]. Applied Financial Economics, 14(2) : 336-348.
  • 5Murphy,A.,2003. An Empirical Analysis of the Structure of Credit Risk Premiums in the EuRobond Market[J]. Journal of International Money and Finance,22(6) :865-885.
  • 6《国民经济行业分类》(GBT4754-2002),资料来源:http://business.sohu.com.
  • 7金德环主编.《2001年中国金融发展报告》,上海财经大学出版社,2001年版.
  • 8张忠军著.《金融监管法论-以银行法为中心的研究》,法律出版社,1999年版.
  • 9陆泽蜂著.《金融创新与法律变革》,法律出版社,2000年版.
  • 10Proposal for a DIRECTIVE OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL on the supplementary, supervision of credit institutions, insurance undertaking and investment firms in a financial conglomerate and amending Council Directives 73/239/EEC, 79/267/EEC, 92/96/EEC, 93/6/EEC and 93/22/EEC, and Directives 98/78/EC and 2000/12/EC of the European Parliament and the Council.

共引文献35

同被引文献10

引证文献1

二级引证文献7

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部