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