农民专业合作社信贷风险评价研究
发布时间：2018-08-24 19:16
【摘要】：近年来，随着我国建设社会主义新农村步伐的日益加快，作为农业现代化组织的农民专业合作社也得以迅速发展。与此同时，农民专业合作社法律不完善、运作不规范、相关数据较难获得、融资市场风险高、交易成本高等严重制约了合作社的融资，因此探究农民专业合作社信贷风险尤为必要。本文基于新古典合作社理论与预期收入理论，以合作社系统为研究对象，构建了商业银行对农民专业合作社的信贷风险评价体系，运用冲量模型对合作社的信贷风险进行了评价，力图为商业银行给予合作社融资提供一条有效评价途径，也为政策制定者客观认识合作社的信贷风险问题，以便制定政策提高合作社融资水平降低信贷风险提供参考。 论文首先对国内外有关农民专业合作社和信贷风险评价的研究动态进行了简要回顾和评析，然后对新古典合作社理论、预期收入理论与系统论进行了介绍。并且在分析农民专业合作社的信贷状况与信贷风险特点的基础上，基于现有研究文献对影响农民专业合作社信贷风险的因素进行了梳理。接着对现有信贷风险评价的主要方法——专家分析法、Logistic回归模型、模糊综合评价法和人工神经网络分析法进行了述评，发现现有研究方法在研究农民专业合作社方面各自都有不足。通过对冲量模型的介绍与分析发现，此方法在研究合作社信贷风险方面克服了上述方法主观性强、数据难以获得的问题。并且分析发现由于农民专业合作社的特殊性，现有商业银行信贷风险评价的指标并不适用于农民专业合作社，所以我们寻求传统信贷风险评价指标的替代变量。于是本文选取生产面积、生产资料利用量、生产成本、农产品价格、农产品产量、合作社收益、户均纯收入和社员数量8个主要影响因素，运用实际调研的合作社案例与数据，应用冲量模型对合作社系统的信贷风险问题进行验证，并运用农产品价格对合作社系统进行冲击，得出实证结果。 通过实证研究发现，合作社系统的稳定性与合作社信贷风险具有反向的关系，即合作社系统越稳定，合作社信贷风险越小，并且不同特点的合作社信贷风险大小不同，同时农产品价格变化对合作社系统内部其它因素都有不同程度的影响，对合作社系统的信贷风险也具有重要影响。然后针对研究结论提出合理的建议：商业银行对合作社信贷风险评价应该在关注财务指标的基础上，重点关注农产品价格等因素；商业银行应该对不同特点的合作社提供差别的信贷支持；政府应该进一步完善农产品价格支持保护机制，以降低农民专业合作社的信贷风险，从而促进农民专业合作社顺利地从商业银行中获得融资。 本文的主要创新之处是运用冲量模型，，实际验证发现，不同特点合作社信贷风险不同。这是因为对于受自然灾害影响小、产品生命周期较短、产品市场价格波动小的食用菌合作社，相对于生猪养殖专业合作社来说，信贷风险小。
[Abstract]:In recent years, with the accelerating pace of building a new socialist countryside in China, farmers'professional cooperatives, as an agricultural modernization organization, have developed rapidly. At the same time, the laws of farmers' professional cooperatives are imperfect, the operation is not standardized, the relevant data is difficult to obtain, the financing market risk is high, the transaction cost is high, which seriously restricts the cooperatives. Based on the neoclassical cooperative theory and the expected income theory, this paper takes the cooperative system as the research object, constructs the credit risk evaluation system of commercial banks to farmers'professional cooperatives, and evaluates the credit risk of cooperatives with impulse model. The diagram provides an effective way for commercial banks to evaluate the financing of cooperatives, and also provides a reference for policy makers to objectively understand the credit risk of cooperatives, so as to make policies to improve the financing level of cooperatives and reduce credit risk.
Firstly, this paper briefly reviews and analyzes the domestic and foreign research trends on farmers'professional cooperatives and credit risk assessment, and then introduces the neoclassical cooperative theory, expected income theory and system theory. This paper reviews the main methods of credit risk assessment, such as expert analysis, logistic regression model, fuzzy comprehensive evaluation and artificial neural network analysis, and finds that the existing research methods are different in the study of farmers'professional cooperatives. Through the introduction and analysis of the impulse model, it is found that this method overcomes the problems of subjectivity and difficult data acquisition in the study of credit risk of cooperatives. Cooperatives, therefore, we seek alternative variables for traditional credit risk assessment indicators. So this paper selects eight main influencing factors, namely, production area, utilization of means of production, production costs, prices of agricultural products, output of agricultural products, income of cooperatives, net income per household and the number of members, and applies impulse to cooperative cases and data. The model validates the credit risk of cooperative system, and uses the price of agricultural products to impact the cooperative system, and obtains the empirical results.
Empirical study shows that the stability of cooperative system has a reverse relationship with the credit risk of cooperatives, that is, the more stable the cooperative system is, the smaller the credit risk of cooperatives is, and the credit risk of cooperatives with different characteristics is different in magnitude. At the same time, the price change of agricultural products has different degrees of influence on other factors within the cooperative system. Then it puts forward reasonable suggestions: commercial banks should pay more attention to the factors such as agricultural product price and so on, and commercial banks should provide different credit support to cooperatives with different characteristics. The government should further improve the price support and protection mechanism of agricultural products to reduce the credit risk of farmers'professional cooperatives, so as to promote farmers' professional cooperatives to obtain financing from commercial banks smoothly.
The main innovation of this paper is to use the impulse model. The actual verification shows that the credit risk of cooperatives with different characteristics is different. This is because the credit risk of cooperatives with less natural disasters, shorter product life cycle and less price fluctuation in the product market is smaller than that of professional cooperatives with pig farming.
【学位授予单位】：中国海洋大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F321.42;F832.43
本文编号：2201775
[Abstract]:In recent years, with the accelerating pace of building a new socialist countryside in China, farmers'professional cooperatives, as an agricultural modernization organization, have developed rapidly. At the same time, the laws of farmers' professional cooperatives are imperfect, the operation is not standardized, the relevant data is difficult to obtain, the financing market risk is high, the transaction cost is high, which seriously restricts the cooperatives. Based on the neoclassical cooperative theory and the expected income theory, this paper takes the cooperative system as the research object, constructs the credit risk evaluation system of commercial banks to farmers'professional cooperatives, and evaluates the credit risk of cooperatives with impulse model. The diagram provides an effective way for commercial banks to evaluate the financing of cooperatives, and also provides a reference for policy makers to objectively understand the credit risk of cooperatives, so as to make policies to improve the financing level of cooperatives and reduce credit risk.
Firstly, this paper briefly reviews and analyzes the domestic and foreign research trends on farmers'professional cooperatives and credit risk assessment, and then introduces the neoclassical cooperative theory, expected income theory and system theory. This paper reviews the main methods of credit risk assessment, such as expert analysis, logistic regression model, fuzzy comprehensive evaluation and artificial neural network analysis, and finds that the existing research methods are different in the study of farmers'professional cooperatives. Through the introduction and analysis of the impulse model, it is found that this method overcomes the problems of subjectivity and difficult data acquisition in the study of credit risk of cooperatives. Cooperatives, therefore, we seek alternative variables for traditional credit risk assessment indicators. So this paper selects eight main influencing factors, namely, production area, utilization of means of production, production costs, prices of agricultural products, output of agricultural products, income of cooperatives, net income per household and the number of members, and applies impulse to cooperative cases and data. The model validates the credit risk of cooperative system, and uses the price of agricultural products to impact the cooperative system, and obtains the empirical results.
Empirical study shows that the stability of cooperative system has a reverse relationship with the credit risk of cooperatives, that is, the more stable the cooperative system is, the smaller the credit risk of cooperatives is, and the credit risk of cooperatives with different characteristics is different in magnitude. At the same time, the price change of agricultural products has different degrees of influence on other factors within the cooperative system. Then it puts forward reasonable suggestions: commercial banks should pay more attention to the factors such as agricultural product price and so on, and commercial banks should provide different credit support to cooperatives with different characteristics. The government should further improve the price support and protection mechanism of agricultural products to reduce the credit risk of farmers'professional cooperatives, so as to promote farmers' professional cooperatives to obtain financing from commercial banks smoothly.
The main innovation of this paper is to use the impulse model. The actual verification shows that the credit risk of cooperatives with different characteristics is different. This is because the credit risk of cooperatives with less natural disasters, shorter product life cycle and less price fluctuation in the product market is smaller than that of professional cooperatives with pig farming.
【学位授予单位】：中国海洋大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F321.42;F832.43
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本文编号：2201775
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