市场约束、政府干预与城市商业银行风险承担
曹廷求 张光利 (3)
Market Discipline, Government Intervention and City Commercial Bank’s Risks
CAO Ting-qiu ZHANG Guang-li (3)
银行信贷、资本监管双重顺周期性与逆周期金融监管
张金城 李 成 (15)
The Dual Pro-Cyclicality of Bank’s Credit and Capital Regulation and the Counter-Cyclical Financial Regulation
ZHANG Jin-cheng LI Cheng (15)
从成本收益角度论金融危机中政府救市的必要性
吕江林 王庆皓 (23)
The Necessity of Government Bailout in Financial Crisis from the Perspective of Cost-Benefit Balance LV Jiang-lin WANG Qing-hao (23)
顾客等待容忍度与银行排队服务系统的优化
李华敏 张 辉 (29)
Customer’s Tolerance for Wait and the Optimization of Bank’s Queuing Service System
LI Hua-min ZHANG Hui (29)
中国碳金融理论研究的最新进展
乔海曙 谭 烨 刘小丽 (35)
The Latest Development of the Study of Carbon Finance Theory
QIAO Hai-shu TAN Ye LIU Xiao-li (35)
中国银行业绿色信贷发展的同业比较
李卢霞 黄 旭 (42)
The Comparison Among the Developments of Chinese Banks’ Green Credits
LI Lu-xia HUANG Xu (42)
商业银行信用评估中的影响因素——基于对信贷经理人的调查
张 宇 (51)
Factors of Credit Evaluation of Commercial Banks——Based on the Investigation of Credit Managers
ZHANG Yu (51)
客户分类与银行理财——关联分类算法在银行理财营销中的应用研究
杨 彬 田 甜 (57)
Customer Segmentation and Banking Wealth Manangement——The Application of CBA in the Marketing of Banking Wealth Management Products
YANG Bin TIAN Tian (57)
境内外人民币信用证结算的现状与发展趋势
原擒龙 王桂杰 (65)
The Present Situation and Development Tendency of Domestic and Cross-Border Settlement by RMB Letter of Credit
YUAN Qin-long WANG Gui-jie (65)
商业银行渠道交叉销售发展策略——以中国工商银行北京市分行为例
张 军 汪飞鹏 (70)
The Development Strategies of Cross-Selling Through Different Service of Commercial Banks —— With the Case of ICBC Beijing Branch
ZHANG Jun WANG Fei-peng (70)
银行员工职场压力的认识与管理
何茂荣 (74)
Understanding and Management of Bank Employee’s Work-Related Stress
HE Mao-rong (74)
市场约束、政府干预与城市商业银行风险承担
曹廷求 张光利
［摘 要］本文利用2001~2009年中国主要城市商业银行的财务数据，从价格机制和数量机制的角度分析市场约束的有效性，发现市场机制没有有效地约束银行风险，相反政府干预机制显著地增加了银行风险，在一定程度上政府干预机制替代了市场约束机制的作用。在制度环境差、政府干预强的地区，市场约束机制完全失效，而在制度环境好、政府干预相对较弱的地区，市场的价格约束机制显著地降低了银行的风险；风险程度和规模大小不同的银行所受的政府干预与市场约束效应不同。因此，为维持银行体系的稳定，在完善银行内部风险控制机制的同时，要不断完善外部公共治理环境。
［关键词］城市商业银行；银行风险；市场约束；政府干预；公共治理环境
［Abstract］ Based on the financial data of China’s leading city commercial banks from 2001 to 2009, this paper, from the perspectives of price mechanism and quantity mechanism, analyses the effectiveness of market discipline. The results show that market mechanism does not effectively restrict the risks of banks, and on the contrary, government intervention mechanism significantly increases the risks. To a certain degree, government intervention mechanism has substituted market discipline mechanism. In the areas where system environment is poor and government intervention is strong, market discipline mechanism is completely invalid, but in the areas where system environment is good and government intervention is relatively weak, price discipline mechanism of the market significantly reduces the risks of banks. For the banks with different sizes and different risk levels, the effects of government intervention and market discipline are different. Therefore, in order to maintain the stability of the banking system, it is necessary to improve the external public governance environment, as well as improveing bank’s internal risk control mechanism.
［Key words］ city commercial bank; banking risk; market discipline; government intervention; public governance environment
银行信贷、资本监管双重顺周期性与逆周期金融监管
张金城 李 成
［摘 要］ 商业银行信贷和资本监管具有顺周期性。银行信贷顺周期性导致经济繁荣时期的贷款扩张和经济衰退时的贷款紧缩。《巴塞尔资本协议Ⅱ》下的资本监管约束，在经济衰退时会促使银行形成信贷萎缩效应，影响和制约货币政策有效性的发挥，次贷危机为《巴塞尔资本协议Ⅱ》下的银行风险管理和监管的创新带来了新的要求和挑战。要减轻顺周期的影响，增强金融体系的稳定性，需要建立逆周期动态调整的资本监管制度，构建逆周期的宏观审慎监管框架，并协调运用与宏观经济运行相逆的货币政策，协调各宏微观监管部门，完善风险预警体系和银行的激励约束机制。
［关键词］ 银行信贷；资本监管；顺周期性；逆周期；宏观审慎监管
［Abstract］ Commercial bank’s credit and capital regulation have pro-cyclical characteristics. The pro-cyclicality of the bank’s credit leads to the loan expansion in economic boom and the credit squeeze in economic recession. The discipline of capital regulation in“Basel Ⅱ” causes effects of credit squeeze, which will reduce the effectiveness of monetary policy. The subprime crisis brings new requirements and challenges to the innovations of bank’s risk management and regulation based on“Basel Ⅱ”. To reduce the impact of pro-cyclicality and enhance the stability of financial system, it is necessary for relevant authorities to build a counter-cyclically and dynamically adjusted regulatory system of capital, build a counter-cyclical and macro-prudential regulatory framework and meanwhile, use monetary policy opposite to the trend of macro-economy, coordinate all macro-and micro-regulatory institutions and improve bank’s early risk warning system and incentive and discipline mechanisms.
［Key words］ bank’s credit; capital regulation; pro-cyclicality; counter-cyclical; macro-prudential regulation
从成本收益角度论金融危机中政府救市的必要性
吕江林 王庆皓
［摘 要］ 本文通过构建一个成本收益理论模型来研究政府救市对经济产生的积极效应和消极效应，论证金融危机中政府是否应当救市。研究表明，金融危机中政府在进行是否救市的抉择时，应当综合考虑救市对一国的经济增长、金融机构破产损失、金融中介功能、财政成本、通货膨胀成本和道德风险等因素的影响，比较积极效应和消极效应这两者的强弱。如果经济可持续地恢复良好状况、金融机构破产成本较高且金融中介的有效性比较重要，那么政府就应当救市；相反如果救市难以恢复经济增长、救市的财政成本过大、通货膨胀压力较大且道德风险成本较高，政府就不应救市。
［关键词］ 金融危机；政府救市；成本收益；经济增长
［Abstract］ By establishing a cost-benefit model, the paper analyses both positive and negative effects of government bailout to argue whether a government should provide bailout in financial crisis. When making decision on whether to provid bailout, the government should comprehensively consider the impacts of bailout on economic growth, the loss of financial institutions’bankruptcy, the functions of financial intermediaries, the fiscal cost, the inflation cost and the moral hazard, and compare the positive and negative effects. If economic growth can achieve sustainable recovery, the bankruptcy cost of financial institutions is high and the effectiveness of financial intermediaries is important, the government should provide bailout. On the contrary, if the bailout may result in stagnation of economic growth, huge fiscal cost, serious inflation pressure and high moral hazard, it should be abandoned.
［Key words］ financial crisis; government bailout; cost-benefit; economic growth
顾客等待容忍度与银行排队服务系统的优化
李华敏 张 辉
［摘 要］ 本文通过实地调查发现，顾客最佳等待时间为8分钟，分析顾客等待心理可以提高银行顾客等待容忍度。利用相关数据进行统计检验，验证了客户到达率服从泊松分布，服务时间服从负指数分布，据此建立M/M/C单队多服务台模型。银行柜台费用优化模型需要权衡顾客成本与银行自身的运营成本，在不超过顾客能容忍的最长等待时间的前提下，银行应以最少的窗口设置实现银行动态的最优运营管理，提高银行的服务水平、效率和顾客满意度。银行应进行客户分流管理，大力发展电子分销渠道，实行弹性工作制，以缓解营业厅高峰时的工作压力。
［关键词］ 等待容忍度；动态控制；服务管理；优化窗口
［Abstract］ Results of site investigation reveal that the longest time for which the customer can wait is 8 minutes and the analysis of customer’s wait psychology can improve customer’s tolerance for wait. With the relevant data, the statistical test of the paper verifies that the rate of customer’s arrival follows Poisson distribution and the service time follows negative exponential distribution. According to the distributions, the paper establishes an M/M/C model of a single queue with multiple counters. It is necessary for the optimization model of the counter cost to balance the cost of servicing customers with bank’s operating cost. Under the premise that customers wait for no more than the maximum time they can tolerate, the bank should open the minimum windows to achieve the optimal dynamic operation management and improve service, efficiency and customer’s satisfaction. Banks should also implement apportion management of customers, adopt the policy of flexible working, and develop electronic distribution to ease the work pressure of operating offices during peak hours.
［Key words］ tolerance for wait; dynamic control; service management; optimization of windows
中国碳金融理论研究的最新进展
乔海曙 谭 烨 刘小丽
［摘 要］ 碳金融是环境金融在低碳领域的创新，是推动低碳经济发展的关键。气候经济学、环境金融学、企业社会责任和外部性理论等都为碳金融的产生提供了理论依据。现阶段学者们对碳金融的研究主要集中在碳金融的源起研究、碳金融的特殊属性研究、碳金融的动力机制研究、碳金融的国际博弈研究和碳金融的适应性研究五大方面，并已取得一些重大进展，但是仍存在若干亟待解决的问题，如碳金融内涵及属性界定、碳交易定价问题、碳金融产品创新、碳金融和产业的联动效应和国内碳金融实现机制等，这些问题的解决将有助于中国碳金融理论研究取得新的突破。
［关键词］ 碳金融；低碳经济；碳交易；碳货币
［Abstract］ Carbon finance is an innovation of environmental finance in low-carbon field and it is the key to pushing low-carbon economy. Climatic economy, environmental finance, corporate social responsibility theory and externality theory provide academic references for the birth of carbon finance. Nowadays, the study of carbon finance mainly focuses on carbon finance’s headstream, special attributes, dynamics mechanism, international game and adaptability and has made significant progress. However, there are also some problems waiting for solutions, such as carbon finance’s connotation and attribute definition, pricing of carbon exchange, products innovation, linkage effect of carbon finance and industry, and realization mechanism of domestic carbon finance. The solution of above-mentioned problems will contribute to the new breakthrough of Chinese carbon finance research.
［Key words］ carbon finance; low-carbon economy; carbon exchange; carbon currency
中国银行业绿色信贷发展的同业比较
李卢霞 黄 旭
［摘 要］ 自2007年7月标志着中国银行业开始建立绿色信贷理念的《关于落实环境保护政策法规防范信贷风险的意见》出台以来，中国银行业在推进绿色信贷方面取得了不少成就，但也存在诸多不足。中国银行业推行绿色信贷，短期内受多种因素影响不可能一蹴而就，更需要的是观念的转变、科学的部署和长期的坚持：将社会责任和可持续发展纳入银行发展战略，成立相关决策机构，负责绿色信贷战略的制定与工作指导，从战略层次布局绿色信贷相关工作；有计划推动内部机构设置、流程调整和人才储备等工作，为推进绿色信贷奠定基础；重视即期实践，循序渐进，相机推进绿色信贷战略。
［关键词］ 商业银行；绿色信贷；绿色信贷战略；同业比较；可持续发展
［Abstract］ Since The Recommendations on the Implementation of the Policies and Regulations of Environmental Protection to Prevent Credit Risks, which marks the beginning of the banking to establish the concept of green credit, was issued in July 2007, Chinese banking has made many achievements in promoting green credit. However, many deficiencies still exist. Impacted by many factors in a short-term, Chinese banking cannot make an overnight success in the promotion of green credit. The more important is the change of the concept, the scientific deployment and the long-term adherence. In detail, commercial banks should integrate social responsibility and sustainable development into bank’s development strategy, establish relevant decision-making institution responsible for the strategy development and the work guidance of green credit, lay out credit-related work at a strategy level, promote corresponding work step by step, such as the establishment of internal institutions, process adjustment and personnel reservation, to lay the foundation for promoting green credit, and give attention to current practice, and grasp the opportunity to promote green credit strategy.
［Key words］ commercial bank; green credit; green credit strategy; comparison between the enterprises; sustainable development
商业银行信用评估中的影响因素——基于对信贷经理人的调查
张 宇
［摘 要］ 本文基于对信贷经理人进行调研，从信贷经理人信用评估中实际考虑因素角度分析借款人信用评估的影响因素。宏观经济环境、宏观经济政策、国家产业政策和行业发展状况都是信贷经理人在信用评估时重点考虑的因素，行业地位、市场竞争能力、资本规模、领导者管理能力和管理层个体人格等借款人特征对信用评估结果将产生显著影响。信贷经理人在信用评估时所考虑的因素并不具有同等重要性，宏观经济环境、宏观经济政策、产业政策、行业周期和企业现状对借款人信用的影响存在从低到高的次序。借款人外部环境的变化将导致信贷经理人的信贷决策偏好产生改变。
［关键词］ 商业银行；信用评估；信贷经理人；风险感知
［Abstract］ Based on the investigation of credit managers and credit managers’ considerations in the evaluation of borrower’s credit, this paper analyses the factors of the evaluation. The author argues that macroeconomic environment and policy, national industrial policies and industry development are credit managers’ important considerations in credit evaluation.A borrower’s characteristics, such as industry status, market competitiveness, capital size, leaders’ management and management staff’s personality, have significant impacts on the results of credit evaluation. Each factor is not of equal importance in credit managers’ evaluation. The impacts of the factors, macroeconomic environment, macroeconomic policy, industrial policy, business cycle and the status of enterprise, change from small to big. The change in borrower’s external environment will cause the change in the preference of credit manager’s decision.
［Key words］ commercial bank; credit evaluation; credit manager; risk perception
客户分类与银行理财——关联分类算法在银行理财营销中的应用研究
杨 彬 田 甜
［摘 要］ 关联分类是数据挖掘中一种新的分类方法，集成了关联规则挖掘和分类的特点，具有较高的分类精度和较强的扩展性。本文针对银行理财产品营销，通过改进CBA算法，引入加权支持度以及加权置信度进行关联规则的挖掘，然后综合考虑这些规则与测试数据之间的最小差异度，并以此作为依据对客户的理财能力进行分类，为银行有效营销理财产品，提高收益，实现客户财富增长提供了参考。与原有算法相比，改进CBA算法虽然对于普通客户来说，分类精度略有下降，但是黄金客户和成长客户的分类准确性都有了较大的提高，对于开展针对性强的理财营销有一定现实意义。
［关键词］ 关联规则；分类算法；银行理财；理财营销
［Abstract］ Classification Based on Association（CBA） is a new classification method of data mining, which integrates the characteristics of mining and classification of the Association Rules and possesses high classification accuracy and strong expansibility. In view of the marketing of personal wealth management products and by improving CBA, the paper introduces weighted support and weighted degree of confidence to the mining of the Association Rules and comprehensively considers the minimum diversity between the rules and the test data. On the basis of the minimum diversity, the paper assorts the customers’ abilities of wealth management, which provides reference for effectively marketing wealth management products, improving earnings and increasing customers’ wealth. In contrast to the original method, the accuracy of the improved CBA relatively decreases in identifying general customers but significantly increases in identifying the golden customers and the growing customers, which is consistent with the purpose of data mining, i.e. more exactly identifying the customers with high contribution, and is conductive to launching wealth management marketing with clear aim.
［Key words］ Association Rules; classification method; banking wealth management; wealth management marketing
境内外人民币信用证结算的现状与发展趋势
原擒龙 王桂杰
［摘 要］ 长期来看，国内信用证和跨境人民币信用证在法律环境和处理模式上都将走向统一，因此，应统一人民币信用证运行规则，完善法律环境，以法律形式来认可国际惯例在国内信用证业务中的法律效力。目前人民币两种信用证采用完全不同的信息传递方式，限制了国内信用证的跨行业务，对中小商业银行国内信用证的开展尤其不利。商业银行应对两种信用证统一管理，做好两种信用证的有效对接；做大国内信用证业务规模，弥补当前跨行信用证存在的不足；抓住人民币国际化的历史机遇，把人民币结算的境内优势延伸到境外；商业银行间加强同业合作，做大人民币信用证市场规模。
［关键词］ 人民币信用证；国内信用证；跨境人民币信用证；人民币国际化
［Abstract］ In the long term, domestic letter of credit （L/C） and cross-border RMB L/C will gradually face the same legal environment and processing mode. Therefore, the operation rules of RMB L/C require to be united, and the legal environment demands prompt improvement to confirm the legal validity of international practices in domestic L/C business. Currently, two kinds of RMB L/Cs use different information transmission approaches, which limits cross-bank business of domestic L/C and is disadvantageous to domestic L/C business of small-and-medium commercial banks. Commercial banks should adopt a series of measures to promote L/C settlement business as follows: taking a united management on two kinds of L/Cs and reaching an effective link of the two L/Cs; expanding the scale of domestic L/C business to make up the deficiency of cross-bank L/Cs; grasping the opportunity of RMB internationalization to extend the domestic advantage of RMB settlement to overseas market; strengthening cooperation with other banks to expand the scale of RMB L/C market.
［Key words］ RMB letter of credit; domestic L/C; cross-border RMB L/C; RMB internationalization
商业银行渠道交叉销售发展策略——以中国工商银行北京市分行为例
张 军 汪飞鹏
［摘 要］ 目前，商业银行服务渠道呈现多元化发展趋势，逐步建立起“银行柜台+电子银行+自助设备+客户经理”立体化、分层次的多渠道分销体系，四类渠道各有特点、互为补充，但仍存在协同配合不足的问题，一定程度上影响了渠道营销合力的发挥。本文从商业银行各类渠道的基本特征入手，分析了银行渠道应用与业务协同发展的关系及存在的主要问题，进而提出了以下提高渠道交叉销售能力的具体思路：打造功能齐全、虚实结合的交叉销售渠道体系；构建运转高效、内外兼顾的交叉销售运营体系；培养分工协作、素质过硬的交叉销售人才队伍等。
［关键词］ 商业银行；北京市分行；交叉销售；渠道建设
［Abstract］ Nowadays, commercial banks are developing more diversified service and gradually establish a tiered, multi-channel marketing system which is typically a combination of bank counter, E-banking, self-service machines and customer manager. Although each of the four major possesses its own characteristics and can mutually complement each other, the deficiencies in their coordination impair commercial bank’s multi-channel marketing performance. Beginning with the basic characteristics of various of commercial banks, the paper analyses the relationship between channel application and business development and the main problems in Chinese banking. Then the paper puts forward the following suggestions to improve cross-selling performance through different service of banks: building a cross-selling channel system with comprehensive functions and virtual and substantial ; establishing a cross-selling operation system with high efficiency that can satisfy both internal and external demands; fostering a cross-selling talent team that is skillful at dividing the jobs and cooperation.
［Key words］ commercial bank; cross-selling; channel construction
银行员工职场压力的认识与管理
何茂荣
［摘 要］ 职业对成年人的意义和价值包括物质、精神两个方面。职业生活中的心理感受在很大程度上直接或间接地成为影响员工的重要因素，或者说是重要的情绪源。员工在职场上面临的压力源主要包括工作、家庭和社会、生活压力及个性心理等。作为管理者或员工自身，要认识和评估职业压力产生的原因和表现形式，建立科学有效的压力管理机制，营造温馨和谐的工作环境，提高应对压力的技能，从而正确地疏导情绪、化解压力，构建起“心理防疫”的有效屏障，增强抗压能力和心理弹性，激发正向情绪资本，达成更高层次上的心理和谐，促进企业与个人职业生涯的良性发展。
［关键词］ 银行员工；职场压力；压力源；压力管理
［Abstract］ Work implys both matter and spirit values for an adult. The mental feeling in work directly and indirectly influences employees to a great extent, which is an important spirit source. Typical work-related stress sources include work itself, family and society, life pressure, individuality and psychology. It is necessary for both administrators and employees themselves to know and assess the triggers and symptoms of work-related stress, establish scientific and effective stress management mechanism, create pleasant and harmonious work environment and enhance their skills to face stress. Above-mentioned measures can contribute to correctly dispelling gloom and relieving stress. Then an effective mental defence will be established, which can strengthen employee’s anti-stress ability and psychological elasticity, trigger positive spirit capital, achieve mental harmony and promote favorable development of enterprises and employee’s work career.
［Key words］ bank employee; work-related stress; stress source; stress management