商业银行农村小额信贷风险预警研究

发布时间：2018-01-18 08:50

本文关键词：商业银行农村小额信贷风险预警研究　出处：《哈尔滨理工大学》2014年硕士论文　论文类型：学位论文

【摘要】：党的十八大继续深化改革、加快发展。改善民生、促进公平的任务之一就是让关乎广大农民和微小企业的普惠性金融政策得到更大程度的推广。在有关我国农业的金融体系中，小额信贷业发展迅速，，成为支持三农发展的重要力量之一，在农村帮困扶贫工作中起到了不可替代的作用。然而，目前，农村小额信贷面临风险与机遇并存的状况，信贷风险时时危及小额信贷，对其可持续发展的影响不容忽视。如何在保证农村小额信贷业发展的同时，有效控制各类风险，已成为摆在面前的首要问题，同时，这也是加快农村金融环境改革的重要途径，有力促进普惠金融体系的建设的重要举措。对于农村小额信贷的风险管理，建立及时有效的风险预警机制则是重中之重。本文将以商业银行为研究对象，建立商业银行农村小额信贷风险预警系统，并进行实证研究，为商业银行进行农村小额信贷风险管理提供方法与手段。在对国内外农村小额信贷风险管理研究的基础上，本文首先对农村小额信贷进行了阐述，然后对农村小额信贷风险的来源、种类进行了分析，在此基础上，构建了商业银行农村小额信贷风险预警系统，系统由三个功能模块组成，即建立在综合风险评价指标体系基础上的农村小额信贷风险评价模型、基于GM（1，l）的农村小额信贷风险预测模型以及风险预警机制。进行农村小额信贷风险评价时，选取了11个指标并且采用了AHP层次分析法确定了各指标的权重，接着确定了指标数据的处理方法——功效系数法，最后采用GM（1，1）灰色预测模型进行风险的预测，并划分了风险预警的五档分类区间。系统建立后，选取了中国建设银行PL支行2012年的数据进行实证分析，并且得出结论。针对得出结论，从风险管理、风险分散、风险分担三个方面提出了商业银行农村小额信贷风险的控制措施。综上，通过商业银行农村小额信贷风险预警的建立，可以有效及时地控制商业银行农村小额信贷的风险，促进农村小额信贷的发展，从而全面实现普惠金融体系。
[Abstract]:The 18 CPC National Congress continued to deepen reform, accelerate development and improve people's livelihood. Ren Wuzhi, who promotes fairness, is to promote the inclusive financial policy related to farmers and small and medium-sized enterprises to a greater extent. In the financial system of agriculture in China, the microfinance industry has developed rapidly. Become one of the important forces to support the development of agriculture, rural areas and farmers, in rural poverty relief work has played an irreplaceable role. However, at present, rural micro-credit is faced with both risks and opportunities. The impact of credit risk on the sustainable development of microfinance can not be ignored. How to effectively control all kinds of risks while ensuring the development of rural microfinance industry has become the first issue in front of us. At the same time, this is also an important way to speed up the reform of rural financial environment, to promote the construction of inclusive financial system, an important measure for rural micro-credit risk management. The establishment of timely and effective risk warning mechanism is the most important. This article will take the commercial bank as the research object, establishes the commercial bank countryside micro-credit risk early warning system, and carries on the empirical research. For commercial banks to provide methods and means for rural microfinance risk management. On the basis of the study of rural microfinance risk management at home and abroad, this paper first describes the rural microfinance. Based on the analysis of the sources and types of rural micro-credit risk, a rural micro-credit risk warning system of commercial banks is constructed, which is composed of three functional modules. That is, based on the comprehensive risk evaluation index system of rural micro-credit risk evaluation model, based on GM(1. L) the rural microfinance risk prediction model and risk early warning mechanism. In the rural microfinance risk evaluation, 11 indicators are selected and the weight of each index is determined by AHP analytic hierarchy process. Then the method of processing index data-efficacy coefficient method is determined. Finally, the GM1 / 1) grey forecasting model is used to predict the risk, and the five-file classification interval of risk early warning is divided. After the establishment of the system. The data of PL Branch of China Construction Bank in 2012 are selected for empirical analysis, and the conclusion is drawn. In view of the conclusion, risk management, risk dispersion. Three aspects of risk sharing proposed commercial banks rural microfinance risk control measures. In summary, through the establishment of rural microfinance risk warning, commercial banks can effectively and timely control the risks of rural micro-credit, and promote the development of rural micro-credit. Thus the full realization of inclusive financial system.
【学位授予单位】：哈尔滨理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.43

【引证文献】