The Research Of Commercial Banks' Credit Industry Portfolio Model

In order to avoid the economy heat, China has presently increased macroeconomic regulation and control of the key industries, sped up the adjustments of the economic structure, and implemented the tight monetary policies. Under the current economical financial situation, it is an urgent problem for commercial banks that how to prevent the loan growth from excessively growing, how to assign the limited credit resources reasonably to each industry so that the economy can develop healthily and sustainable. Along this master line and combining the domestic and foreign research results, the author has constructed the credit industry portfolio model, and proposed the measures of industry risk management. The author takes the quantitative analysis as the main method and the qualitative analysis as the auxiliary method in the article. The author selects commercial bank's credit industry portfolio management as the research object and uses the computer software EXCEL to establish credit total quantity growth forecast model, the industry rating model and the credit industry portfolio model, by which the commercial banks can reasonably assign the limited credit resources to each industry. Finally the bank may achieve the goal of the credit portfolio management that the credit growth level in the high risk industry is lower than the market natural level, and the credit growth level in the low risk industry is higher than the market natural level. The banks may better manage the credit portfolio and prevent the industry loan risk by using the model.