村镇银行发展过程中信用风险分析与实证研究

发布时间：2018-01-04 12:32

本文关键词：村镇银行发展过程中信用风险分析与实证研究　出处：《中国农业科学院》2012年硕士论文　论文类型：学位论文

【摘要】：中国农村金融市场的供需缺口极大，为了增加农村金融供给能力，中国银监会出台了系列鼓励发展以村镇银行为主的农村新型金融机构的政策措施。村镇银行采用现代企业管理模式，主要定位于服务“三农”建设，但由于营业规模小，营业成本高，贷款用途难以控制等原因，村镇银行与城市大型商业银行相比，信用风险的问题更为突出。本文研究目的是村镇银行如何防范和控制风险，实现可持续发展，希望能够为村镇银行的信用风险防范提供可行建议。本文以村镇银行的发展和村镇银行的信用风险为主题开展研究，研究内容包括：1、村镇银行的特征、现状及存在问题；2、村镇银行的信用风险及成因分析；3、村镇银行信用风险的度量；4、利用样本银行2010-2011年小微企业的贷款数据，对村镇银行的风险计量测度进行实证研究。围绕研究内容，本文得到以下结论：1、我国农村金融市场供需结构的不平衡是村镇银行产生的直接原因，发展村镇银行是应对农村金融供需矛盾的可行手段，，村镇银行是商业银行在农村金融市场的有效延伸；2、信用风险问题为目前村镇银行可持续发展过程中最主要问题，缺乏抵押物、特质性风险高、信息不对称、道德风险等问题是村镇银行的信用风险成因；3、基于农业贷款数据的可获得性和满足模型假设的能力，CreditRisk+是最适宜村镇银行的信用风险计量模型；4、实证研究显示，村镇银行总体发展趋势良好，非农及部分涉农贷款风险控制手段十分有效，只有部分涉农贷款，特别是支农惠农贷款风险控制方面有待提高。基于以上的研究结论，本文得到相关政策建议是：1、继续推进农村金融改革，改良我国农村金融现状；2、要在农村及时建立完善的科学化的信用记录和评估体系；3、使村镇银行真正以企业的姿态去经营，政府不要干涉过多；4、在支农惠农项目上，进一步加大政府补贴力度，降低银行风险。
[Abstract]:Chinese rural financial market supply and demand gap is great, in order to increase the ability of rural financial supply, China CBRC issued a series of encouraging the development of new rural financial institutions in rural bank based policy measures. Rural banks to adopt modern enterprise management mode, focus on the construction of "three agriculture", but because the business scale is small, the high cost of operating. The reason is difficult to control the use of the loans, compared to rural banks and city large commercial banks, credit risk is more prominent. The purpose of this study is the village banks how to prevent and control risk, achieve sustainable development, to the rural bank credit risk prevention and provide feasible suggestions.
In this paper, the development of rural banks and rural bank credit risk as the research subject, research contents include: 1, the characteristics of village banks, the current situation and existing problems; 2, credit risks and cause analysis of village banks; 3, measure of rural bank credit risk; 4, the use of 2010-2011 in small sample bank loan data micro enterprises, empirical research on risk measurement of village banks.
On the research content, this paper gets the following conclusions: 1, China's rural financial market supply and demand imbalance is the direct cause of rural banks caused the development of village bank is a viable means to deal with the contradiction between supply and demand of rural finance, rural bank is a commercial bank in the effective extension of rural financial market; 2, the credit risk is the most important problem the problem of sustainable development of village banks in the process, the lack of collateral, the characteristics of high risk, information asymmetry, moral hazard is the causes of credit risks of village banks; 3, agricultural loans data availability and capacity to meet the model based on the assumption that CreditRisk+ is the most suitable credit risk measurement model of village banks; 4. The empirical research shows that the overall development trend of rural banks is good, and some non agriculture related loans is very effective means of risk control, only part of the agricultural loan, especially the branch In terms of agricultural loan risk control should be improved.
Conclusion based on the above research, this paper obtained the relevant policy recommendations are: 1, continue to promote the reform of rural finance, improve rural financial status quo; 2, to establish a sound scientific credit record and evaluation system in the rural areas; 3, the rural banks to operate in real state enterprises, not government interference more than 4 projects in agriculture; and, further increase government subsidies, reduce the risk of the bank.

【学位授予单位】：中国农业科学院
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.35;F224

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