摘要
中国经济发展的环境正发生着深刻变化，不同实体经济行业的差异化
发展，影响着中国经济的综合实力。国家倡导高能耗行业去产能的改革，
尤其是煤炭和钢铁这种高能耗行业，提高能源利用效率和生产效率刻不容
缓。同时居民消费领域也发生中明显的变化。因此，产业格局、企业格局、
居民消费格局的变化，给中国商业银行业的发展带来新的挑战和机遇。各
家商业银行在资产负债配置管理方面和制定合理的策略上，适时调整和应
对是在庞大的中国银行体系中生存的基本需求。因此，本文以重视轻型化
发展的 Z 银行为例，研究 Z 银行轻型化发展目标下的资产负债配置策略变
化和评价问题

论文对国内外有关银行资产负债管理、资产负债配置策略及其评价的
相关研究进行综述和相关理论依据进行阐述。在此基础上。首先，论述了
Z 银行轻型化发展的背景和面临的结构性机会，明确了 Z 银行轻型化发展
的主要特征和目标及其本质；在考虑商业银行资产负债配置一般要求的条
件下，阐述了 Z 银行轻型发展目标对资产负债配置的主要影响更加注重轻
资产配置，进而具体归纳分析了 Z 银行资产负债配置策略的两种分类和进
行纵向变化的比较。其次，提出了 Z 银行资产负债配置评价的目的，在对II
Z 银行资产负债配置策略情况进行定性评价后，对 2013 年-2015 年 Z 银行
资产负债配置策略现状下的资产总额及质量的变化和负债变化进行了比较
分析，同时还采用传统的净息差法对 Z 银行资产负债配置策略进行了评价

然后，论文采用数据包络分析法，以 Z 银行 2013 年—2015 年间 6 个中期
报告的相关数据为依据，进一步对 Z 银行轻型化发展中资产负债配置策略
的效率进行了综合评价，数据结论具有说服力。最后，针对论文的相关研
究和效率评价的结果，提出了一些对策和建议，包括：资产负债配置策略
应用中需要不断适应轻型化业务流程调整管理的级次、重视资产负债配置
数据支持和后台资源整合、根据配置策略变化优化物理网点和业务的网络
渠道

关键词：轻型化；资产负债配置策略；净利差分析；效率评价；
数据包络法III
The evaluation of asset liability allocation
strategy with the light development of Z bank
Abstract
The environment of China&39;s economic development is undergoing
profound changes, and the differential development of different real economy
industries affects the overall strength of China&39;s economy. The State wishes the
reform of high energy consumption industries, especially the high energy
consuming industries such as coal and steel, to improve energy efficiency and
production efficiency. At the same time the field of consumer spending has also
undergone significant changes. Therefore, the change of industrial structure,
enterprise structure and consumption pattern will bring new challenges and
opportunities to the development of China&39;s commercial banks. Timely
adjustment and response about asset liability management and the establishment
of a reasonable strategy is the basic needsof the survival inthe huge bank system
in China for commercial banks. Therefore, this paper takes the Z bank as an
example, to study the change and evaluation of the asset liability allocation
strategy under the light development purpose of Z bank.
In this paper, the domestic and foreign relevant research on asset liability
management, asset liability allocation strategy and its evaluation are reviewed.
Based on that, Firstly, discuss the development of Z bank structural
opportunities and background, clear the Z bank light development main
characteristic and goal and essence; in considering the allocation of assets and
liabilities of commercial banks in general conditions, expounds the main effect
of Z bank light development targets of the allocation of assets and liabilities toIV
pay more attention to light asset allocation, and then specifically analyzes two
kinds of classification of liabilities Z bank asset allocation strategy and vertical
change. Secondly, the paper puts forward the purpose of Z bank asset liability
allocation evaluation. After the qualitative evaluation of the assets and liabilities
allocation strategy Z bank assets, this paper not only analyzed total assets and
liabilities on the quality of bank assets allocation strategy for Z -2015 in 2013
under the situation changes and changes in liabilities , but also use the
traditional net interest difference method to evaluate the liabilities of bank
assets allocation strategy Z. Then, this paper uses data envelopment analysis
method, according to Z data bank from 2013 to 2015 6 interim report as the
basis, further the efficiency of the allocation of assets and liabilities in the light
development strategy of Z bank ,made a convincing conclusion. Finally,
according to the relevant research and efficiency evaluation results, put forward
some countermeasures and suggestions, including the need to constantly adapt
to the light of the business process management level, pay attention to adjust the
allocation of assets and liabilities and the backstage data support the integration
of resources, according to strategy changes the physical network and business
internet channel.
Key words: light; asset liability allocation strategy; net interest margin analysis;
efficiency evaluation; data envelopment analysisV
目录
1 绪论..1
1.1 选题依据和立论背景...........1
1.2 研究目的和研究意义...........3
1.2.1 研究目的.........3
1.2.2 研究意义.........3
1.3 国内外相关研究综述...........4
1.3.1 轻型银行资产负债管理的相关研究综述.....4
1.3.2 资产负债配置策略评价的相关研究综述.....6
1.3.3 对国内外相关研究的评价...10
1.4 研究内容和研究方法..........10
1.4.1 研究的主要内容......10
1.4.2 研究的主要方法......12
1.4.3 研究的主要技术路线...........14
2 相关基本理论.........15
2.1 资产负债组合管理理论.....15
2.2 双重结构对称理论.15
2.3 商业银行效率理论.16
2.4 绩效评价理论.........16
2.5 相关理论的启示.....17
3 Z 银行轻型化发展目标及资产负债配置策略的现状......19
3.1Z 银行轻型化发展的背景和机会....19
3.1.1 Z 银行轻型化发展的背景分析........19
3.1.2 经济新常态下 Z 银行的结构性机会...........19
3.1.3 Z 银行轻型化发展的业务条线和板块........21
3.2 Z 银行轻型化发展的主要特征和发展目标...........22VI
3.2.1Z 银行轻型化发展的主要特征.........22
3.2.2 商业银行轻型化发展的目标变化及本质..23
3.2.3 Z 银行轻型化发展目标对资产负债配置的影响....24
3.3 Z 银行现有的资产负债配置策略类型.......25
3.3.1 资产负债配置策略按业务条线分类..........25
3.3.2 资产负债配置策略按管理内容分类..........26
3.4 Z 银行资产负债配置策略的比较时段及现状分析...........26
3.4.1 Z 银行资产负债配置策略的比较时段........26
3.4.2 Z 银行资产负债配置策略的现状分析........26
4 Z 银行资产负债配置策略的传统评价......31
4.1 Z
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