普惠金融、银行信贷与商户小额贷款融资——基于风险等级匹配视角

发布时间：2018-01-20 01:51

本文关键词： 信用评级风险等级匹配普惠金融小额信贷商户　出处：《中国管理科学》2017年09期 　论文类型：期刊论文

【摘要】：在考察商户小额贷款违约损失、商业银行目标利润的基础上,提出利用信用等级越高、违约损失率越低的风险等级匹配标准来划分商户的信用等级,进而构建了基于风险等级匹配和普惠金融双重约束的信用评级理论模型。利用中国某国有大型商业银行29个省2157个商户小额贷款数据进行实证,得到了既能满足风险等级匹配标准、也能实现银行目标利润的信用等级划分结果。研究结果表明:通过设计合理的信用评级机制,可走出商业银行不愿意放贷,守信商户得不到贷款的困境,该评级框架能有效缓解商户的融资困难;利用信用等级越高、违约损失率越低的风险等级匹配标准划分商户的信用等级,可以保证信用等级越高的商户、违约损失率越低、贷款利率越低;通过设计银行目标利润临界点之上贷款商户最大化的目标函数,既能保证银行实现自身的目标利润,也体现了信贷资金普及更多商户的普惠金融理念;本文设计的信贷评级机制和构建的信用评级模型,可为银监会、商业银行实践推广普惠金融提供新的思路和参考。
[Abstract]:On the basis of investigating the loss of breach of contract and the target profit of commercial bank, this paper puts forward the risk grade matching standard which makes use of the higher credit grade, the lower the loss rate of breach of contract, to divide the credit grade of merchant. Then, a credit rating theory model based on risk grade matching and inclusive financial constraints is constructed. The data of 2157 merchants in 29 provinces of a large state-owned commercial bank in China are used to carry out empirical research. The result shows that the credit rating can not only meet the risk grade matching standard, but also achieve the target profit of the bank. The research results show that the commercial banks are unwilling to lend through the design of a reasonable credit rating mechanism. Credit keeping merchants can not obtain loans, the rating framework can effectively alleviate the financing difficulties of merchants; The higher the credit grade is, the lower the default loss rate is, and the lower the loan interest rate is, the lower the default loss rate is and the lower the loan interest rate is, if the credit grade is higher, the higher the credit grade is, the lower the default loss rate is, and the lower the default loss rate is. By designing the objective function of maximization of loan merchant above the critical point of bank's target profit, it can not only guarantee the bank to realize its own target profit, but also embody the universal financial concept of more merchants. The credit rating mechanism and the credit rating model designed in this paper can provide new ideas and references for CBRC and commercial banks to promote inclusive finance in practice.
【作者单位】：西北农林科技大学经济管理学院;大连理工大学管理与经济学部;
【基金】：国家自然科学基金青年项目(71503199);国家自然科学基金资助项目(71373207;71471027);国家自然科学基金重点项目(71731003) 中国博士后科学基金项目(2015M572608,2016T90957) 中国银监会银行业信息科技风险管理项目(2012-4-005) 中国邮政储蓄银行总行小额贷款信用风险评价与贷款定价资助项目(2009-07) 西北农林科技大学“青年英才培育计划”(Z109021717)
【分类号】：F832.4
【正文快照】： 项目(2009-07);西北农林科技大学“青年英才培育计划”(Z109021717)1引言个体工商户是中国经济发展的主要生力军,同时也是缓解就业压力,保持社会稳定的基础力量。截止2015年9月,全国累计登记注册个体工商户(简称商户)5285万户,个体私营经济吸纳社会从业人员2.73亿人[1]。但是,

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