I 摘要 通过对县级农村商业银行信贷资源配置现状的分析，并以广丰农商银行的具体实践 为例，找出广丰农商银行信贷资源配置的合理性及业务转型的方向和实施路径，对于广 丰农商银行推动高质量发展、适应愈发激烈的市场竞争、实现可持续发展具有十分重要 的意义。本文试图通过研究贷款博弈理论、信息不对称理论，建立模型分析贷款期限结 构、担保结构、行业集中度对其经营效益的影响，结合近十年来广丰农商银行的信贷资 源配置和经营效益数据，利用 SPSS21.0 对这些数据进行实证分析，找出两者之间的因 果关系，并结合实证分析结论提出广丰农商银行信贷资源配置优化建议和相关保障措 施。 一般来说，可以使用的经营效益指标主要是资产回报率、净资产回报率、不良贷款 率、流动性比率、以及资本充足率等，此外还有一些相对综合性的指标，如经济利润、 每股盈余、托宾的 q 值以及资产增长率值等。本文对具体的考核指标进行选择时，首先 考虑的是数据的可得性和真实性，尽量选择一些有代表性的指标，这样才能更接近银行 真正的经营效益分析。综合考虑，本文主要从盈利能力和风险控制这两个维度来研究广 丰农商银行信贷资源配置对其经营效益的影响。盈利能力选取了净资产回报率来量化， 风险控制用不良贷款率来量化。实证检验中先提出假设，设立模型分析数据，得出结论， 结果显示 “期限结构”对银行效益产生无明确影响，“担保结构” 对银行效益产生正 向影响，“行业贷款集中度” 对银行效益产生负向影响。 结合实证分析结果，分别从信贷期限结构、信贷担保结构、信贷行业集中度三个方 面提出了广丰农商银行信贷资源配置优化建议。其中优化广丰农商银行信贷期限结构方 面提出了优化信贷期限情况，建立贷款退出的风险预警机制；优化广丰农商银行信贷担 保结构方面提出了积极推进小额农贷，紧抓利率市场化契机做好贷款定价工作；优化广 丰农商银行信贷集中度方面提出了优化行业集中情况，差异化制定信贷政策。最后文章 从文化保障、人才保障、内控保障三个方面提出了广丰农商银行信贷资源优化配置的保 障机制。 关键词，县级农商银行；信贷资源配置；银行效益Abstract II Abstract Through the analysis of the status quo of credit resources allocation of county-level rural commercial banks, and taking the specific practice of Guangfeng rural commercial Bank as an example, find out the rationality of Guangfeng rural commercial bank's credit resource allocation and the direction and implementation path of business transformation, and promote high-quality development for Guangfeng rural commercial Bank. Adapting to increasingly fierce market competition and achieving sustainable development is of great significance. This paper attempts to analyze the impact of loan concentration on its operating efficiency by studying loan game theory and information asymmetry theory. Combining the credit resource allocation data and business performance data of Guangfeng rural commercial Bank in the past 10 years, this paper uses SPSS21.0 to empirically test these data. Analyze and find out the causal relationship between the two, and combine the empirical analysis conclusions to propose Guangfeng rural commercial bank credit resource allocation optimization suggestions and related safeguard measures. In this paper, when selecting specific assessment indicators, we strive to select some representative indicators under the premise of achieving data availability, so that we can get closer to the bank's real business performance. Considering comprehensively, we mainly study the impact of various bank loan structures on their business performance from the two categories of profitability and security. The operating performance indicators used mainly include ROA, EVA, liquidity ratio, non-performing loan ratio and capital adequacy ratio. In addition, there are some relatively comprehensive indicators, such as EVA indicators, deposit-to-deposit ratio and Tobin's q. Value, etc. The empirical analysis shows that the “term structure” has a positive impact on the bank's efficiency. The “guarantee structure” has a positive impact on the bank's efficiency, and the “loan concentration” has a negative impact on the bank's efficiency. Combined with the results of empirical analysis, the paper proposes the optimization of credit allocation of Guangfeng rural commercial Bank from three aspects: credit term structure, credit guarantee structure and credit concentration. Among them, the optimization of Guangfeng rural commercial bank credit term structure proposed to optimize the credit industry concentration, establish a risk early warning mechanism for loan exit; optimize the Guangfeng rural commercial bank credit guarantee structure and propose to actively promote syndicated credit, and seize the opportunity of interest rate marketization to do loan pricing work; In optimizing the credit concentration of Guangfeng rural commercial Bank, it is proposed to optimize the concentration of credit areas and differentiate the credit policy. Finally, the article puts forward the guarantee mechanism for the optimal allocation of credit resources of Guangfeng rural commercial Bank from three aspects: cultural security, talent security and internal control guarantee.Abstract III Key Words: rural commercial bank, credit resource allocation, bank efficiency目录 IV 目 录 第 1 章 绪 论............................................................................................................................1 1.1 研究背景及意义........................................................................................................... 1 1.1.1 研究背景............................................................................................................ 1 1.1.2 研究意义............................................................................................................ 1 1.2 国内外研究现状........................................................................................................... 2 1.2.1 国外研究现状..................................................................................................... 2 1.2.2 国内研究现状..................................................................................................... 3 1.2.3 国内外研究评述................................................................................................. 6 1.3 研究的方法及内容....................................................................................................... 6 1.3.1 研究的方法......................................................................................................... 6 1.3.2 研究的内容......................................................................................................... 7 1.4 本文的创新与不足....................................................................................................... 7 第 2 章 研究的理论基础与方法..............................................................................................8 2.1 研究的基本概念........................................................................................................... 8 2.1.1 信贷资源配置..................................................................................................... 8 2.1.2 银行效益............................................................................................................. 8 2.2 理论基础....................................................................................................................... 8 2.2.1 贷款博弈理论..................................................................................................... 8 2.2.2 信息不对称理论................................................................................................. 9 第 3 章 广丰农商银行信贷资源配置现状分析.................................................................... 11 3.1 广丰农商银行贷款业务开展现状............................................................................. 11 3.1.1 广丰农商银行贷款业务类型........................................................................... 11 3.1.2 广丰农商银行贷款业务现状........................................................................... 13 3.2 广丰农商银行信贷资源配置情况 ............................................................................ 15 3.2.1 信贷资源配置的行业集中情况...................................................