摘要
首先用银行多个收益和风险指标构建了综合收益率和综合风险系数,然后将其作为被解释变量,利用商业银行分类资产建立了资产效率模型。又在此基础上构建了一个资产规模、资产结构和资产效率的三维效应指数,利用该指数建立了商业银行资产结构优化模型。最后利用该模型对我国16家上市商业银行的资产结构进行了优化,并根据优化结果对我国商业银行的资产结构进行了评价。
In this paper, we measure comprehensive profit ratio and comprehensive risk coefficient of China commercial banks by use Factor Analysis Method. Then we build up the asset efficiency model. On the basis of this, a three dimensional effect index of asset size, asset structure and asset efficiency is constructed, and the opti- mal model of asset structure of commercial banks is established by using the index. Finally, the model is used to optimize the assets structure of the 16 listed banks in China, and the assets structure of China＇ s commercial banks is evaluated according to the optimization results.
出处
《经济问题》
CSSCI
北大核心
2016年第2期56-61,共6页
On Economic Problems
基金
国家社科基金项目"中国国家资产负债表编制理论与方法研究"(14BTJ007)的阶段性成果
关键词
银行资产结构
结构优化
三维指数
综合收益率
综合风险系数
bank assets structure
structure optimization
3 D index
comprehensive profit ratio
comprehensive risk coefficient
