县域农村商业银行经营风险预警模型研究

发布时间：2018-10-07 18:31

【摘要】：县域经济近年来发展较快,县域经济金融市场也在增长,进一步又促进了县域经济的发展。县域农村商业银行(下文称农商银行,前身为农村信用合作联社)是最近几年农村信用社银行化改革的产物,其快速的发展对县域经济的快速发展起到了重要的贡献作用。改制后的县域农商银行在业务不断发展的同时,其经营风险也在不断累积。县域农商银行金融资源相对短缺,其经营风险的不断增加,又很大程度上干预了农商银行对其资源的合理有效配置,经营风险的存在势必影响农商银行以及县域经济的发展。因此,如何及时发现并有效防范县域农商银行的经营风险,成为县域农商银行和县域经济发展的重要难题。本文先在理论层面分析了县域农商银行经营风险的形成原因,并构建县域农商银行经营风险预警模型,并对县域农商银行经营风险进行预警评价。然后,以山东省某地区县域农商银行经营风险所选取指标作为实证分析的对象,运用本文构建的预警评价模型,确认了该地区农商银行的经营风险水平,以验证本文建立的预警模型的科学性和可行性。最后,就此提出一些看法和措施以及在以后的研究展望,以便对县域农商银行经营风险的防范和控制起到积极的帮助作用。本文构建了较为可行的县域农商银行经营风险预警模型,系统研究了县域农商银行经营风险的形成机制和传导机制,总结了前学者的相关研究成果,并根据县域农商银行经营风险预警的特点,补充了相关指标数据,最终建立了较为完善的县域农商银行经营风险预警指标评价体系。另一个创新点是对县域农商银行的经营风险进行了量化分析。通过量化分析构建了县域农商银行经营风险预警模型,通过本文的研究,该预警模型能够对农商银行经营风险进行有效预警。在文章的最后,在风险预警的前提下,提出了一些科学有效的措施将经营风险能够带来的损失控制在最少范围内,比如提到的可以通过提高信贷等诸多方面的管理质量,解放墨守成规的管理理念,转变老套的思想,应针对其在经营管理中存在的问题和难点,采取科学有效的防范政策措施。
[Abstract]:The county economy has developed rapidly in recent years, and the county economy financial market is also growing, which has further promoted the development of the county economy. County Rural Commercial Bank (hereinafter referred to as Agricultural and Commercial Bank, formerly known as Rural Credit Cooperative) is the product of the reform of rural credit cooperative bank in recent years. Its rapid development has played an important role in the rapid development of county economy. After the reform, the business of county agricultural commercial bank is continuously developing, and its operating risks are also accumulating. The relative shortage of financial resources in the county agricultural and commercial banks, the increasing of their operating risks, to a large extent, interferes with the rational and effective allocation of the agricultural and commercial banks' resources, and the existence of the operational risks will inevitably affect the development of the agricultural and commercial banks and the county economy. Therefore, how to find and effectively prevent the operational risks of the county agricultural and commercial banks in time has become an important problem for the county agricultural and commercial banks and the county economic development. This paper first analyzes the reasons for the formation of the operational risk of the county agribusiness bank at the theoretical level, and constructs the early warning model of the management risk of the county agricultural and commercial bank, and carries on the early warning evaluation to the management risk of the county agricultural commercial bank. Then, taking the selected index of agricultural and commercial bank management risk in a certain area of Shandong Province as the object of empirical analysis, using the early-warning evaluation model constructed in this paper, the operating risk level of agricultural and commercial bank in this area is confirmed. In order to verify the scientific and feasibility of the early warning model established in this paper. Finally, this paper puts forward some opinions and measures, as well as the research prospect in the future, in order to play a positive role in preventing and controlling the management risk of the county agribusiness bank. This paper constructs a feasible early-warning model of the operational risk of the county agribusiness bank, systematically studies the formation and transmission mechanism of the operational risk of the county agribusiness bank, and summarizes the relevant research results of the former scholars. According to the characteristics of the early warning of the operational risk of the county agricultural and commercial bank, this paper supplements the relevant index data, and finally establishes a relatively perfect evaluation system of the early warning index of the management risk of the county agricultural and commercial bank. Another innovation point is the quantitative analysis of the management risk of the county agricultural commercial bank. Based on the quantitative analysis, this paper constructs the early-warning model of the operational risk of the county agribusiness bank. Through the research of this paper, the early-warning model can effectively forewarn the operational risk of the agri-commercial bank. At the end of the article, under the premise of risk warning, some scientific and effective measures are put forward to limit the losses that business risks can bring, such as those mentioned above, which can improve the quality of management in many aspects, such as credit, etc. In view of the problems and difficulties existing in the management, scientific and effective preventive policy measures should be taken in order to liberate the management concept and change the clich 茅 s.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.35

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