我国互联网金融信用风险研究

发布时间：2018-03-25 02:09

本文选题：互联网金融　切入点：信用风险　出处：《天津工业大学》2017年硕士论文

【摘要】：互联网金融是金融行业在互联网快速发展的趋势下创新和发展的新兴金融模式。相对于传统的金融产品和模式来看,互联网金融有着传统金融不可比拟的优势。互联网金融以互联网作为运营载体,充分利用了互联网的便捷性、高效性、无边界性、无地域性以及低成本等特点快速发展。但是也正是因为互联网金融具备的这些特点,使得互联网金融不但具备传统金融所具有的某些信用风险,同时也产生了新的信用风险问题,由此给整个金融行业带来了新的冲击点。本文在研究我国互联网金融信用风险方面,首先对论文的研究背景、意义进行了简要叙述。然后对我国互联网金融种类、发展现状、信用风险来源等进行了详细介绍。在实证研究部分,本文以我国P2P网络借贷行业为例进行信用风险实证研究。关于我国P2P网络借贷信用风险的来源于主要包括两个部分,一部分来源于P2P网络借贷平台,另一部分来源于借款者。在P2P网络借贷平台信用风险部分本文借鉴了专家系统方法中的"5C"法、"5P"法以及"CAMELS"评估指标,并根据我国P2P网络借贷自身的特点,选取相关评估指标建立指标体系。然后综合专家对各指标权重赋值的建议建立平台信用风险评估模型进行实证研究,最终得出各指标对平台信用风险的影响程度。在借款者信用风险部分本文则选用了Logit模型进行实证研究。在对借款人的信用风险研究时,本文从"人人贷"网站上收集了若干条实验数据,并对所得数据进行分类、处理和量化,同时参考商业银行对个人风险评估时所选用的指标体系,对Logit模型运算所用指标进行了适当的筛选、替代,以此形成P2P借款者信用评估指标体系。然后通过对Logit模型运算结果进行分析得出各指标对借款者信用风险的影响情况。本文最后立足于论文研究结果,对如何完善降低我国互联网金融所存在的信用提出相关建议,以实现我国互联网金融行业健康稳定的发展目标。
[Abstract]:Internet finance is an emerging financial model for the financial industry to innovate and develop under the trend of rapid development of the Internet. Internet finance has an incomparable advantage over traditional finance. Internet finance takes the Internet as its operating carrier and makes full use of the convenience, efficiency and boundaryless nature of the Internet. The characteristics of non-regionalism and low cost have developed rapidly. However, it is precisely because of these characteristics of Internet finance that Internet finance not only has some credit risks that traditional finance has. At the same time, there is a new credit risk problem, which brings a new impact to the whole financial industry. The significance is briefly described. Then the types of Internet finance, the current situation of development, the source of credit risk and so on are introduced in detail. In the part of empirical research, This paper takes the P2P network lending industry as an example to carry on the credit risk demonstration research. About our country P2P network loan credit risk origin mainly includes two parts, part comes from the P2P network loan platform. The other part is from the borrower. In the part of credit risk of P2P network lending platform, this paper draws lessons from the "5C" method, "5p" method and "CAMELS" evaluation index of the expert system method, and according to the characteristics of our country's P2P network loan. Select the relevant evaluation indicators to establish the index system. Then comprehensive experts to establish a platform credit risk assessment model for the recommendations of the index weights for empirical research. In the part of borrower credit risk, this paper chooses Logit model to carry on the empirical research. In the research of the borrower's credit risk, This paper collects some experimental data from "peer-to-peer lending" website, classifies, processes and quantifies the obtained data, and refers to the index system used by commercial banks in personal risk assessment. The indexes used in the operation of Logit model are properly screened and replaced. Through the analysis of the results of the Logit model, the influence of each index on the credit risk of the borrower is obtained. Finally, this paper bases on the research results of the paper. This paper puts forward some suggestions on how to improve and reduce the credit of Internet finance in China in order to realize the healthy and stable development goal of China's Internet finance industry.
【学位授予单位】：天津工业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F724.6;F832

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