I 摘要 经历了近十年的高速增长，我国的经济增长速度有序放缓，开始步入―新常 态‖，当前这一时期可以说是自上个世纪90年代的改革开放以来，我国经济发展道 路上最为关键的一个历史转折期，从整体的大环境来说，经济的不断调整和改革势 必影响中国未来的走势与历史。在此环境下，我国的银行业面临着巨大的挑战，主 要表现为银行信贷风险日益严峻。企业融资的渠道虽说拓宽了许多，但来自银行的 信贷资金支持这样的间接融资方式仍然占有很大的比例，因而商业银行如何面对经 济环境优化借贷资金的行业配给成为一个重要课题。 近年来，作为后起之秀的PSBC陕西省分行的信贷业务得到了迅速发展，但是 面对经济下行的压力，行业信贷业务所带来的信贷风险不容忽视，目前由于信贷资 金行业配给的集中度过高、整体行业收益率降低、资金流动性减弱，潜在的行业风险 逐步显现。在这样的现实背景下，如何优化PSBC陕西省分行的信贷资金在各行业 之间的配给，引导资金流向关乎国计民生、符合我国现阶段供给侧改革、符合产业政 策和经济效益的行业，以防范和降低信贷风险，具有很重要的现实意义及政策意 义。 本文以PSBC陕西省分行作为研究对象，通过对期刊、论文、报告等相关文献的 阅读和梳理，以银行信贷风险管理相关理论为基础，对PSBC陕西省分行及其他金 融机构信贷资金的发展与现状进行对比研究，选取公路及公路运输行业、城市轨道 交通行业、石油与天然气开采、煤炭及煤化工、有色金属行业、合成材料行业、城 市基础设施建设行业、军工行业、火电行业和电力供应行业等十个行业，通过对信 贷资金风险和收益的分析，利用模糊层次分析法量化评价分析信贷资金投放在不同 行业间的优劣程度以及评价排名，以优化信贷资金的行业配给，并结合其他金融机 构的经验，提出PSBC陕西省分行的信贷资金行业配给政策建议。 本文的分析表明，PSBC陕西省分行在进行信贷资金投放时，要优化信贷结构， 就要分散整体行业风险信贷客户的行业集中度，对公路及公路运输行业、城市轨道交 通行业、石油与天然气开采、煤炭及煤化工、火电行业、有色金属行业、合成材料行 业、军工行业、、城市基础设施建设行业和电力供应行业等十个行业分别按照25%、 2%、25%、10%、5%、5%、5%、10%、3%、10%，同时，也要及时掌握国家的有关 政策，优先选择符合陕西省产业规划、绿色环保、科技创新、农业现代化等要求的 行业企业，并且提高信贷行业知识，提升风险认识水平，防范行业系统性风险。这对 提高银行信贷资金使用效率、提升PSBC陕西省分行的竞争力，充分利用有限社会 资源有重要意义。 西安电子科技大学硕士学位论文 II 关键词：商业银行，信贷风险，行业配给，模糊层次分析法 ABSTRACT III ABSTRACT After nearly a decade of rapid growth, China's economic growth has slowed in an orderly manner and has begun to enter a "new normal". This period can be said to be the most crucial turning point in China's economic development since the reform and opening up in the 1990s. In terms of the overall environment, the continuous adjustment and reform of the economy will inevitably affect the future trend and history of China. In this environment, China's banking industry is facing great challenges, mainly manifested in the increasingly severe bank credit risk. Although the channel of enterprise financing has widened a lot, the indirect financing method of credit fund support from banks still occupies a large proportion, so how commercial banks face the economic environment to optimize the industry allocation of loan funds has become an important topic. In recent years, the credit business of the upstart PSBC Shaanxi Branch has developed rapidly, but in the face of downward economic pressure, the credit risk brought by the industry credit business can not be ignored. At present, due to the high concentration of credit capital industry rationing, the overall industry yield is reduced, and the liquidity of funds is weakened, potential industry risks are gradually emerging. Under such a realistic background, how to optimize the allocation of credit funds between various industries in PSBC Shaanxi Branch, guide the flow of funds to industries that are related to the national economy and people's livelihood, meet China's current supply-side reforms, meet industrial policies and economic benefits, in order to prevent and reduce credit risk. It has very important practical significance and policy significance. In this paper, PSBC Shaanxi Branch is used as the research object. Through reading and combing the relevant documents such as periodicals, papers, and reports, based on the related theories of bank credit risk management, the development and status of credit funds of PSBC Shaanxi Branch and other financial institutions are compared. Research, We will select ten industries, including highways and road transport, urban rail transit, oil and natural gas extraction, coal and coal chemicals, non-ferrous metals, synthetic materials, urban infrastructure construction, military, thermal and power supply industries. Through the analysis of the risks and benefits of credit funds, the fuzzy analytic hierarchy process is used to quantitatively analyze the merits and demerits of credit funds invested in different 西安电子科技大学硕士学位论文 IV industries and evaluate the rankings, in order to optimize the industry distribution of credit funds, and combine the experience of other financial institutions. Put forward the recommendation of credit fund industry distribution policy of PSBC Shaanxi Branch. The analysis of this article shows that when PSBC Shaanxi Branch makes credit capital investment, it is necessary to optimize the credit structure and disperse the industry concentration of the risk credit customers in the whole industry. For the road and road transport industry, urban rail transit industry, oil and natural gas mining, coal and coal chemical industry, thermal power industry, non-ferrous metals industry, synthetic materials industry, military industry, urban infrastructure construction industry and power supply industry, the ten industries shall be set at 25 % respectively. 2 %, 25 %, 10 %, 5 %, 5 %, 5 %, 10 %, 3 %, 10 %, and 10 %. At the same time, we must also grasp the relevant policies of the state in a timely manner, giving priority to industry enterprises that meet the requirements of Shaanxi Province's industrial planning, green environment protection, scientific and technological innovation, and agricultural modernization. And improve the knowledge of the credit industry, raise the level of risk awareness, and prevent systemic risks in the industry. This is important for improving the efficiency of bank credit funds, improving the competitiveness of PSBC Shaanxi Branch, and making full use of limited social resources. Keywords: Commercial Bank, Credit Funds, Industry Rationing, Fuzzy Analytic Hierarchy Process 插图索引 V 插图索引 图1. 1 技术路线图 .................. 9 图3. 1 PSBC陕西省分行资产结构 ..................... 21 图4. 1 银行信贷资金行业配给评价指标体系层次结构图 .............. 36 表格索引 VII 表格索引 表3. 1 中国邮政储蓄银行陕西分行企业贷款十大行业分布情况表 ............................. 22 表4. 1 2013-2017年行业平均收益情况表 ......... 31 表4. 2 银行信贷资金行业配给评价指标体系 ... 31 表4. 3 判断矩阵的标度 ........ 33 表4. 4 评分标准 .................... 35 表4. 5 判断矩阵P-AI ............ 36 表4. 6 判断矩阵A1-B1I......... 37 表4. 7 判断矩阵A2-B2I......... 37 表4. 8 项目指标权重分配 .... 38 表4. 9 1iB指标的评判矩阵 .. 38 表4. 10 2iB指标的评判矩阵 39 表4. 11 所选取的十个行业评价得分 ................. 40 表5. 1 信贷资金分配比例 .... 43 表5. 2 根据产业信贷政策的分类 ....................... 44 符号对照表 IX 符号对照表 符号 符号名称 iW 评价指标的权重 ijr 评价目标在第i个指标对第j个等级的隶属度 缩略语对照表 XI 缩略语对照表 缩略语 英文全称 中文对照 FCE Fuzzy Comprehensive Evaluation 模糊综合评价法 PSBC Postal Savings Bank of China 中国邮政储蓄银行 目 录 XIII 目 录 摘要 ............ I ABSTRACT ........................... III 插图索引 .. V 表格索引 VII 符号对照表 ............................ IX 缩略语对照表 ........................ XI 目 录 .... XIII 第一章 绪论 ............................ 1 1.1 选题背景及意义 ............ 1 1.1.1 研究背景 ................. 1 1.1.2 研究意义 ................. 2 1.2 文献综述 ........................ 2 1.2.1 信贷资金配给研究 . 2 1.2.2 信贷业务风险管理 . 4 1.2.3 行业评价分析方法 . 5 1.3 研究思路与方法 ............ 7 1.3.1 研究思路 ....