The Relationship between Loan Portfolio Size and Risk Diversification for Commercial Bank

被引：0

作者：

Zhang, Y. ^{[1
]}

Zhou, S. ^{[1
]}

Shi, B. S. ^{[1
]}

机构：

[1] Southwest Jiaotong Univ, Sch Econ & Management, Chengdu, Peoples R China

来源：

PROCEEDINGS OF THE 2015 INTERNATIONAL CONFERENCE ON SOCIAL SCIENCE, EDUCATION MANAGEMENT AND SPORTS EDUCATION | 2015年 / 39卷

关键词：

Loan portfolio; Risk diversification; Comprehensive profit; Internal management;

D O I：

暂无

中图分类号：

G40 [教育学];

学科分类号：

040101 ; 120403 ;

摘要：

The risk-adjusted return on capital (RAROC) which is one of the most important indicators in commercial bank is used to study the risk diversification effectiveness of loan portfolio size under the economic capital constraints. About 68.09% s' average risk of loan portfolio can eliminated by 10 sub-branches and 74.79% s' average risk of loan portfolio can eliminated by 19 sub-branches which can consider as the proper size of portfolio. Furthermore, the similarities and differences between loan portfolio and stock investment are analyzed.

引用

页码：1522 / 1525

页数：4

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