建行 is the short form of 中国建设银行 (China Construction Bank). Chinese banks are routinely abbreviated by taking the first character + 行 (háng): 工行 (ICBC), 建行 (CCB), 农行 (ABC), 中行 (BOC), 交行 (BoCom).
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Colloquial shorthand — use in speech and informal writing. In contracts and formal documents you'll see the full 中国建设银行.
