我国农村银行业金融机构信用风险研究

发布时间：2018-08-18 08:23

【摘要】：随着我国农村金融的不断完善和持续发展，农村银行业金融机构对我国“三农”问题的有效解决提供了重要的金融支持。与此同时，越来越多的金融风险问题也凸显出来，特别是信用风险已经成为社会各界关注的焦点。信用风险的有效监管和防范，将对我国农村银行业金融机构的稳定和健康发展起到举足轻重的作用。因此，对我国农村银行业金融机构信用风险的研究有着重要的理论和现实意义。另外，通过主要运用定性和定量相结合的方法分析我国农村银行业金融机构的信用风险将有助于进一步深入研究。我国农村银行业金融机构的信用风险从侧重信贷的层面，可分为信贷资产集中度风险、信贷资产质量风险、信贷资产保证度风险以及信贷资产迁徙风险。结合我国农村金融机构信贷的特点，四个信用风险又分别包含不同的子风险。在全面分析我国农村银行业金融机构信用风险成因的基础上，运用层次分析法和模糊综合评价法对农村银行业金融机构的信用风险进行了内外部评价分析。通过层次分析法对信用风险的评价，，得出了信用风险内部层次结构中各个风险指标的权重，评价结果显示信贷资产质量风险对信用风险影响最大；通过模糊综合评价法对信用风险整体状况的评价表明:虽然农村银行业金融机构信用风险状况整体良好，但仍需要加强防范。针对信用风险评价结果，并结合信用风险的成因，我国农村银行业金融机构的信用风险的防范应采取长短期相结合的治理措施，短期的重点主要是持续提升信贷资产质量、健全农村抵押担保体制和完善可行的信用风险管理问责制；长期对策主要是保持稳定并持续的宏观经济政策、加快完善统一的信用体系网络、建立完善的农村信用风险防范体制、积极推动农村的金融创新等。这些对策的有效实施将对我国农村银行业金融机构防范和化解信用风险、保持其稳健经营和持续发展起到重要的推进作用。
[Abstract]:With the continuous improvement and sustainable development of rural finance, rural banking financial institutions provide important financial support for the effective solution of the "three rural" problems in China. At the same time, more and more financial risk problems are also highlighted, especially credit risk has become the focus of attention. Effective supervision and prevention of credit risk will play an important role in the stability and healthy development of rural banking financial institutions. Therefore, the study of credit risk of rural banking financial institutions in China has important theoretical and practical significance. In addition, it will be helpful to further study the credit risk of rural banking financial institutions in China through the combination of qualitative and quantitative methods. The credit risk of rural banking financial institutions in China can be divided into credit asset concentration risk, credit asset quality risk, credit asset guarantee risk and credit asset migration risk. According to the credit characteristics of rural financial institutions in China, the four credit risks contain different sub-risks. Based on the comprehensive analysis of the causes of credit risk of rural banking financial institutions in China, the internal and external evaluation of credit risk of rural banking financial institutions is analyzed by using the analytic hierarchy process and fuzzy comprehensive evaluation method. Through the evaluation of credit risk by AHP, the weight of each risk index in the internal hierarchy structure of credit risk is obtained. The evaluation result shows that the risk of credit asset quality has the greatest influence on credit risk. The evaluation of the overall situation of credit risk by fuzzy comprehensive evaluation method shows that although the credit risk of rural banking financial institutions is in good condition, it is still necessary to strengthen prevention. According to the results of credit risk evaluation and the causes of credit risk, the prevention of credit risk of rural banking financial institutions in our country should take long-term and short-term management measures, the focus of which is to continuously improve the quality of credit assets. Improve the rural mortgage guarantee system and perfect the feasible credit risk management accountability system; the long-term countermeasures are mainly to maintain a stable and sustained macroeconomic policy, accelerate the improvement of a unified credit system network, Establish a sound rural credit risk prevention system, actively promote rural financial innovation. The effective implementation of these countermeasures will play an important role in preventing and defusing the credit risk and maintaining the steady operation and sustainable development of our country's rural banking financial institutions.
【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】：2012
【分类号】：F832.35

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