信托贷款信用风险控制研究

发布时间：2018-01-02 02:04

本文关键词：信托贷款信用风险控制研究　出处：《南京大学》2014年硕士论文　论文类型：学位论文

【摘要】：在中国,信托行业是唯一能够横跨资本市场、货币市场和实业市场的金融子行业,随着五次整顿以及年中国信托业“两法一规”的确立,中国信托业正式回归本业并快速发展,2012年信托业资产管理规模达到7.47万亿元从而超过保险成为仅次于银行的第二大金融子行业,而信托行业的资产管理规模复合增长率近五年更是达到了50%以上。信托公司的快速发展引起了社会的广泛关注,而其灵活的投资方式、广阔的投资领域也受到金融领域的追捧,然而在快速发展的同时也伴随着信托行业风险爆发的隐忧,信托公司风险案例时有发生,而中诚2013年年底的30亿兑付风险更是引起了极大的关注,虽然最后信托风险没有实质性发生,但是信托业发展与风险控制的问题已经成为了必须正视的问题,如何在快速增长的同时控制风险,如何在项目实施的第一时间杜绝风险成为了摆在中国信托业面前巨大的问题。而信托公司的信托项目中信托贷款类项目占比最大,在所有的风险中信用风险又是信托贷款项目安全兑付的最大风险,所以对信托项目信用风险的研究也就刻不容缓。本文首先介绍了信托业的含义以及信托行业在中国的发展现状,然后在介绍国内外信用风险研究现状的前提下,概括了国内信托行业发展的特点以及信托贷款的特征,并介绍了国内外信用风险度量使用较多的模型,最后根据中国信托行业自身的的特点选择了Logistic模型对中国信托业信用风险的影响因素进行分析并对Logistic模型进行了深化引入了二次项和交叉项。最后,在模型推导的基础上选取了某信托公司2013年150个信托贷款的数据进行建模并实证验证了模型的准确度,最后发现引入二次项和交叉项能够显著提高Logistic模型的准确度。文章的最后根据建立的模型得出了影响信托项目信用风险的因素,并对影响因素进行解读,最后给出了作者对于控制信托公司信托贷款项目信用风险的建议。
[Abstract]:In China, the trust industry is the only way to across the capital market, money market and industrial market of financial industry, with five years China trust industry consolidation and the "two laws regulations" to establish, China trust industry official return to the industry and the rapid development of the trust industry in 2012, the scale of asset management reached second to 7 trillion and 470 billion yuan of financial industry more than insurance become the second bank, and asset management scale compound growth rate of nearly five years, the trust industry is to reach more than 50%. The rapid development of the trust company has aroused widespread concern in society, and its flexible investment, broad areas of investment in the financial field has also been sought after, but in the rapid development at the same time along with the outbreak of the risk of the trust industry worry, trust risk cases have occurred, and in 2013 3 billion at the end of - payment risk is caused by a great deal of attention Finally, although there is no substantial risk of trust, but the trust industry development and risk control has become a need to address the problem of how to control the risk at the same time, the rapid growth in the first time, how to prevent the risk in the implementation of the project has become a huge problem in front of China. And the trust industry trust loan trust company trust projects accounted for the largest in all of the risks in the credit risk is the biggest risk trust loan project security payment, so the research on the credit risk of the trust project also urgent. This paper firstly introduces the development status in the Chinese meaning of trust industry and trust industry, then introduces the research status of domestic and foreign risk premise credit, summarizes the characteristics and features of the development of domestic trust loan trust industry, and introduces the domestic and foreign credit risk measurement using more The model, according to the characteristics of their own Chinese trust industry chose the influence factors of the Logistic model for credit risk China trust industry were analyzed and the Logistic model was introduced to deepen the two terms and cross terms. Finally, on the basis of the model on the selection of the trust company of a 2013 150 trust loan data modeling and empirical verification of the accuracy of the model, finally found that the introduction of the two terms and cross terms of Logistic can significantly improve the accuracy of the model. Finally, according to the model that the influence factors of the trust project credit risk, and to interpret the influence factors, finally the author proposed for credit risk control of trust loan trust the project is given.

【学位授予单位】：南京大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.49

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