银行业运行效率是否存在帕累托改进的空间——商业银行金融同业业务发展模式分析  

Is There Any Room for a Pareto Improvement about Business Operating Efficiency: Development Mode Analysis on Financial Interbank Business of Commercial Bank

作　　者：陈晖阳[1] 李心丹[1] 王宇超[2] 

机构地区：[1]南京大学工程管理学院 [2]中国金融期货交易所研发部

出　　处：《南京社会科学》2015年第6期31-38,共8页Nanjing Journal of Social Sciences

基　　金：国家自然科学基金项目"指数型增长偏差;过度借贷行为与家庭资产配置:基于中国城市居民家庭的实证研究"(71173098);"股价短期大幅震荡下的价格生成\传导与形成机理研究--基于投资者账户数据及微观结构的双重框架"(71203144)的阶段性成果

摘　　要：随着利率市场化的推进,商业银行面临的竞争环境日趋严峻,通过同业资产流动和同业市场交易,能够改善各家商业银行间资产配置的效率,优化风险分摊结构,从而提升整个商业银行业的运行效率。本文以外部环境研究和内部资源诊断为基础,讨论了商业银行发展金融同业业务的目标定位;然后结合对标企业分析以及金融理论前沿,进一步明确推进同业业务发展的运营模式与策略选择;最后从资源和流程角度提出保障策略实施的具体措施。发展同业业务的关键措施包括:梳理境外市场上顶尖商业银行同业业务的成功要素,鉴其先进的经营理念经验;使用金融学的理论模型构建同业产品的定价基准以及同业市场的交易策略;通过多维数据挖掘揭示客户的价值贡献以及客户关系的拓展潜力。Along with the promotion of the Chinese interest rate marketization,commercial bank is facing more severe challenges. However,interbank asset flow and interbank market trading could improve the efficiency of asset allocation and optimize risk sharing structure for individual commercial bank,thereby upgrade the operational efficiency of the entire commercial banking industry.This research is based on external environment research and internal resources diagnosis,discuss the development goal of the financial interbank business for commercial bank; and then further clarify the operating model and strategy selection for interbank business promotion according to the standard enterprise analysis and theory of finance frontier,finally propose the concrete measures to ensure the strategy implementation from the prospective of resource and procedure. The key measures of interbank business development include sorting out the success factors of interbank business from leading commercial banks in foreign market,and lessoning the advanced experience of their management ideas; applying the theoretical model of finance to construct the pricing benchmark for the products of interbank business and also trading strategies in interbank market,and discovering the custom value contribution and potential expansion on custom relationship through the multidimensional data mining.

关 键 词：同业业务 同业资产 管理金融 同业市场 

分 类 号：F832.2[经济管理—金融学]