我国P2P网贷平台违约风险控制研究

发布时间：2018-01-12 11:30

本文关键词：我国P2P网贷平台违约风险控制研究　出处：《天津商业大学》2017年硕士论文　论文类型：学位论文

【摘要】：P2P网络借贷平台作为互联网金融的新生代表,对于中小微企业融资难可以起到一定的缓和效果,为我国经济的发展注入了新的动力。而由于我国P2P借贷目前还处于探索阶段,因此平台的违约风险控制机制还不完善,目前已经得到应用的有CPD模式(控制违约率)、CRE模式(控制风险敞口)、CLGD模式(控制违约损失率)三种模式以及将以上三种模式综合使用的综合风险控制模式。在具体分析中,文章首先论述了借贷过程中违约风险的成因以及控制违约风险的理论基础,并通过《巴塞尔新资本协议》中信用风险损失的公式引出网贷平台违约风险的来源,在明确违约风险来源的基础上,对P2P网贷平台违约风险控制的模式进行划分,将违约率因素细分为P2P平台内部评级及P2P平台信用信息共享两个方面,这两个方面都对平台获取借款人信息,降低借款人违约率具有重要意义;CRE模式则主要指通过风险准备金制度控制违约敞口;同时,文章也将违约损失率因素细分为借款抵质押和第三方担保两个方面,并针对这两个方面进行深入论述。在行文结构上,文章的第三至第六章节为主体部分,该部分论述了国内P2P网贷平台违约风险控制的现状、问题、对策,并以有利网为案例进行分析。而第七章则对前六章的内容进行梳理总结,并得出结论,对我国P2P网贷平台控制违约风险提出总结性的建议。本文的创新之处在于:(1)研究对象不是P2P平台业务层面或监管层面上的风险,而是站在平台制度设计的角度,通过对违约率、违约敞口、违约损失率的控制,从根本上,主动地发现并防范借款人的违约风险。(2)文章的内容具有现实意义,对P2P行业已经存在的机制或制度进行了总结和深化,并在此基础上提出更为详实的解决方案和建议,可以解决P2P平台违约风险控制模式设计过程中面临的诸多问题。
[Abstract]:The P2P network lending platform as a new representative of Internet banking, the financing difficulties of small and micro enterprises can play a certain effect of relaxation, gave new impetus to the development of China's economy. But because China's P2P lending is still in the exploratory stage, so the default risk control mechanism of the platform is not perfect, it is used the CPD mode (the default rate control), CRE model (control exposure), CLGD model (control LGD) three modes and comprehensive risk control mode of the above three kinds of model of comprehensive use. In the concrete analysis, this article first discusses the theoretical basis of the default risk and default risk control causes the lending process, and through the "new Basel capital accord with CITIC > risk loss formula leads to the source of net loan platform default risk, based on a clear breach of the sources of risk, P2P net loan level A default risk control mode of division, will be the default rate factors are subdivided into P2P platform and P2P platform for internal rating of credit information sharing in two aspects, these two aspects are to obtain information on the borrower platform, is important to reduce the borrower default rate; CRE mode mainly refers to the risk reserve system to control the default exposure; at the same time. This article will also default loss rate factors are subdivided into two aspects and pledge loan to third party guarantee, and further discuss the two aspects. The structure of the article, the third and sixth chapters as the main part, this part discusses the present situation, the domestic P2P net loan platform default risk control problems and countermeasures and, to favorable for the case analysis. The seventh chapter summarize the contents of the six chapters, and conclusion, of our P2P net lending platform control default risk it sums up the building Discussion. The innovation of this paper is: (1) the risk of the object is not P2P platform business level or regulatory level, but standing on the platform system design, based on the default rate, default exposure, default loss rate control, fundamentally, proactively identify and prevent the risk of default of the borrower (. 2) is of practical significance to the content, mechanism or system for the P2P industry has been summarized and deepened, and on the basis of more detailed solutions and suggestions, can default risk control mode design of many issues in the process of facing the P2P platform to solve.

【学位授予单位】：天津商业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F724.6;F832.4

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