小额贷款公司信贷风险评价指标研究

发布时间：2018-03-10 21:44

本文选题：小额贷款公司　切入点：信贷风险　出处：《西南财经大学》2013年硕士论文　论文类型：学位论文

【摘要】：小额贷款公司是中小微企业融资的重要途径,一方面在金额改革信号明显的背景下和资本市场上巨额的利益追逐驱动下,小额贷款公司的数量仍在激增,而一方面有些民营经济特别活跃的地方出现了小额贷款公司成批倒闭的现象。归根究底是由于小额贷款公司信贷风险识别、控制能力较弱。近年来金融界对信用风险的监测、评价与管理越来越重视,一方面对传统的信用风险评价方法不断改进翻新,一方面推出了一系列崭新的信用风险评价方法和模型。尽管如此,在商业银行信用风险管理上运用成熟的模型和方法在小额贷款公司身上直接套用并不完全适合。本人认为,在我国当前小额贷款公司和从业者角度来看,研究适合小额贷款公司业务特性和客户群体的风险评价指标和模型是有很重要的意义的。本文的研究思路分为三条：第一,简要介绍现有商业银行信贷风险评价模方法及其基本原理；第二,介绍我国现有小额贷款公司的特点,并对现有信贷风险评价模型是否适用于小额贷款公司作出分析说明；第三,指出如何在现有信贷风险评价模型的基础上,找到适合小额贷款公司的方式方法。并根据现在小额信贷业务的新特征,与时俱进地创新小额贷款公司信贷风险评价方法。沿着这条思路,本文由以下部分组成：第一部分：导论。该部分内容主要是对本人的研究意义、目的、思路、预期贡献等作出说明。简要概括了本文的研究重点、研究方法。第二部分：文献综述部分,对信贷风险的基本原理和现有信贷风险评价模型进行简述。这部分内容,总结了国内外学者关于信贷风险和风险预警的文献综述,包括信贷风险的概念、成因、影响因素。接着概括了近些年学术界、金融界对于信贷风险评价方法和模型的研究,这部分的理论介绍为下文探索适用于小额贷款公司的信贷风险评价指标打下基础。第三部分：介绍本文案例分析的对象JH小额贷款公司的基本情况和主要业务特点,并从小额贷款公司与商业银行的差异特点上去分析前述信贷风险评价模型是否可被小额贷款公司所适用。选择JH小额贷款有限公司作为本文的案例,出于以下三个原因：第一,本文作者曾在近期在该公司进行了长达数月的实习实践,在实践过程中对于小额贷款公司缺乏信贷风险评价能力有所感触,希望通过自己的研究抛砖引玉,探讨适于小额贷款公司的信贷风险评价方法；第二,JH小额贷款有限公司治理规范,对小额贷款公司的信贷风险研究也比较重视,该小额贷款公司处于行业领先地位,是全国小额贷款公司百强,所以比较具有代表性；第三,JH小额贷款公司业务涵盖范围较广,既有传统小额贷款公司面向的农业农户小额贷款、商业商户小额贷款,也有新兴发展的科技初创企业信用贷款等等,能够从更多方面、不同模块来研究信贷风险评价指标,比较具有参考价值。尤其是该公司的新兴科技信贷领域,比较具有研究价值。本文从科技信贷着手,分析该领域客户特点和小额贷款公司对于该类型客户较为看重的关注点,据此来构建设计下文中的适用于小额贷款公司科技信贷业务的信贷风险评价模型。第四部分,是本文的核心部分,JH小额贷款公司信贷风险评价模型构建实例。借鉴现有信贷风险评价模型的理论和方法,汲取适用于小额贷款公司采纳应用的有用部分,在构建该套科技初创型企业客户信贷风险评价体系的时候,综合运用了前面文献综述中介绍的专家经验判别法、比例分析法、信用评分法等。在评价指标选择上,采取了定性指标和定量指标相结合的方法,并解决了JH公司以往定性指标无衡量标准的问题。第五部分：结论。该章主要是对本文的总结,指出本文研究的结论、不足以及研究展望。
[Abstract]:Small loan company is an important way of financing of small and micro enterprises, on the one hand, the amount of reform under the background and clear signal to the capital market huge interest driven, the number of small loan companies are still in the surge, and hand some of the private economy are particularly active in local small loan companies in the batch collapse phenomenon. The bottom is due to the small loan company credit risk identification and control ability is weak.
In recent years, the financial sector to the credit risk monitoring, assessment and management of more and more attention to the traditional credit risk evaluation method of continuous improvement renovation, hand launched a series of new credit risk assessment methods and models. However, in the commercial bank credit risk management on the use of models and methods are not fully mature suitable for small loan companies who directly apply.
I think that in our current microfinance companies and practitioners perspective, research on evaluation index and model risk for small loan companies, business performance and customer groups is very important. This paper is divided into three parts: first, introduce the credit risk evaluation of existing commercial bank mode method and the basic principle; second, introduce the characteristics of China's existing small loan companies, and the existing credit risk evaluation model is applicable to analysis on small loan company; third, pointed out that based on the credit risk evaluation model, to find a suitable method of small loan companies. According to the new features now microcredit, microfinance the company with innovative credit risk evaluation methods. Along this line, this paper consists of the following parts:
The first part is introduction. This part is mainly about my research significance, purpose, train of thought, expected contribution and so on. The key points and research methods of this paper are briefly summarized.
The second part: the literature review, the basic principle of credit risk and the existing credit risk evaluation model is briefly reviewed. This part summarizes the literature review of domestic and foreign scholars on the credit risk and risk early warning, including credit risk concept, causes, influence factors. And then summarized the academic circle in recent years, the financial sector for research credit risk evaluation model and method, introduces the foundation of credit risk evaluation index for small loan companies for the following exploration of this part of the theory.
The third part introduces the basic situation and main business case analysis in this paper the object of the JH small loan company, and differences in the characteristics of small loan companies and commercial banks to analyze the credit risk evaluation model could be small loan companies to apply. JH small loan company as the case, for the following three the reasons: first, the author worked in the company in recent months of practice, in the process of practice for small loan companies lack of credit risk evaluation ability has feelings, hope that through their research, to explore suitable for credit risk evaluation of small loan companies; second, JH microfinance limited corporate governance norms also, more emphasis on the study of the credit risk of small loan companies, the microfinance company in the leading position in the industry, the whole country is small The amount of the loan company 100, so representative; third, JH microfinance company's business covers a wide range of both traditional agricultural farmers microfinance microfinance company oriented, commercial business loan, but also a new development of technology start-ups credit and so on, can be in more ways, different modules to study credit risk the evaluation index, compared with the reference value. Especially the company's emerging technology field of credit, compared with research value. This paper from the analysis of the characteristics of customer credit technology to the field and small loan company for this type of customer is more valued concerns, credit risk evaluation according to the construction design for the below in small loan companies science and technology credit business model.
The fourth part is the core part of this paper, examples of construction of JH small loan companies, credit risk evaluation model. Using the existing credit risk evaluation theory and method of model, applicable to learn useful part of the small loan company adopted, when constructing the technology start-up enterprise customer credit risk evaluation system, the integrated use of expert experience the previous literature review method, ratio analysis, credit scoring method. In the selection of evaluation index, adopts the method of combining qualitative index and quantitative index, and solve the JH company to measure the qualitative index no problem.
The fifth part: the conclusion. This chapter is mainly the summary of this article, pointing out the conclusions of this study, the deficiency and the prospect of the research.

【学位授予单位】：西南财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.39

【参考文献】