农户小额信贷担保的信用评分与定价研究

发布时间：2018-04-16 19:44

  本文选题：农户小额信贷 + 信用评分　； 参考：《哈尔滨工业大学》2016年硕士论文

【摘要】：近年来,党和国家在各项工作任务布局中一直把“三农”问题摆在了重要的位置。实践证明,对于资金严重不足的农业经济来说,小额信贷可以为“三农”发展提供有效的金融支持。虽然农户是农业经济发展的主力军,但资金不足一直阻碍其发展,为了缓解这一难题,农户小额信贷担保应运而生,随着出台的各大政策的支持,在实践中已迈出了试点步伐,我国多个省市纷纷采取这一新型融资模式。农户信贷担保业务在我国发展还不成熟,而这种农户新型融资模式的关键在于能否有效识别业务风险和制定合理的担保价格。农户本身属于高风险群体,若收取的担保费不能有效覆盖担保成本和风险,则会影响担保机构的可持续发展,进而不利于农户信贷担保融资模式的开展。因此,提高担保机构对农户信用水平的评价能力和担保定价能力,对农户小额信贷担保业务的发展和担保机构的功能发挥至关重要。本文从定性和定量两方面分析影响农户信用水平的因素,并结合农户自身特点,对信用评价的方法进行了梳理和比较,选择了BP神经网络模型作为农户信用评分的基本模型,通过对其算法的研究,阐明了基于BP神经网络的农户信用评分的优势和局限性。针对BP算法的局限性,论文对其进行了改进:在网络训练时通过增加动量项防止陷于局部极小点;为了避免出现因学习速率过大和过小而导致网络不稳定或收敛速度慢,采用自适应调整学习速率的策略。在对担保定价模型总结和比较的基础上,从农户小额信贷担保业务模式特点出发,建立了基于风险调整收益法的农户小额信贷担保定价模型,考虑依据农户不同的信用等级和抵押物价值制定差别化的担保费率,力求建立一种简单、科学、实用的农户小额信贷担保定价方法。
[Abstract]:In recent years, the Party and the country have placed the "three rural issues" in an important position in the layout of various tasks.Practice has proved that microfinance can provide effective financial support for the development of agriculture, rural areas and farmers.Although farmers are the main force in the development of agricultural economy, the lack of funds has been hindering their development. In order to alleviate this problem, the micro-credit guarantee of farmers emerged as the times require. With the support of various policies, the pilot steps have been taken in practice.A number of provinces and cities in China have adopted this new financing model.The development of peasant household credit guarantee business in China is still immature, and the key of this new financing mode lies in whether the business risk can be effectively identified and the reasonable guarantee price can be established.Farmers themselves belong to high risk groups. If the guarantee fee can not cover the guarantee cost and risk effectively, it will affect the sustainable development of the guarantee institution, which is not conducive to the development of the credit guarantee financing model.Therefore, it is very important for the development of micro-credit guarantee business and the function of guarantee institution to improve the evaluation ability and guarantee pricing ability of guarantee institution to farmers' credit level.This paper analyzes the factors influencing farmers' credit level from both qualitative and quantitative aspects, combs and compares the methods of credit evaluation according to the characteristics of farmers, and selects BP neural network model as the basic model of farmers' credit scoring.The advantages and limitations of farmers' credit scoring based on BP neural network are illustrated through the research of its algorithm.In view of the limitation of BP algorithm, the paper improves it: to prevent from falling into local minima by adding momentum item in network training, to avoid network instability or slow convergence caused by too large learning rate and too small learning rate.Adaptive learning rate adjustment strategy is adopted.Based on the summary and comparison of the guarantee pricing model and the characteristics of the micro-credit guarantee business model of farmers, this paper establishes a micro-credit guarantee pricing model based on risk-adjusted income approach.In order to establish a simple, scientific and practical pricing method of micro-credit guarantee for farmers, this paper considers making the differential guarantee rate according to the different credit grade and mortgage value of farmers.
【学位授予单位】：哈尔滨工业大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.43
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本文编号：1760324