基于行业组合与区域差异的交通投资规划模型研究

Study on transportation investment planning models from industrial and regional aspects

针对金融机构交通投资规划中的资源配置优化问题,基于某大型商业银行交通金融实际业务数据,从考虑行业风险集中度和区域差异两个维度构建量化模型,测算环境指标变化对交通投资绩效的影响,预测交通行业各子系统的存款贡献率,建立交通投资的综合规划模型,提出基于行业集中度的新增资源分配策略和交通金融区域差异化发展策略.结论表明,外部中观环境与某银行交通金融子系统绩效存在相关关系,不同时期各子行业的贡献率存在差异,交通投资资源应向环境良好的地区集聚.统筹规划改善了银行交通金融业务的流动性风险防控和资源供给,实现了对交通金融资产负债表的主动管理.研究结论可以为金融机构交通投资决策提供参考.

This paper addressed the issues of optimizing resource allocation in transportation investment planning for financial agencies.Based on the actual business data of a large commercial bank,the paper builds a quantitative model from industry mix and regional difference to measure the effects of environmental index on performance,predict the performance contribution of each subsystem in the transportation industry,and establish a comprehensive planning model for transportation investment,which proposes the new resource allocation strategy based on industry concentration and the regional differentiated development strategy of transportation finance.The conclusion shows that there is a correlation between the external environment and the performance of bank’s transportation finance,and the contribution rate of each sub-industry is different.Financial resource should agglomerate in developed areas.Overall planning can improve the traffic bank financial liquidity risk and control the resource supply,which can optimize financial balance sheet.The findings of this paper can provide a decision-making reference for financial agencies.