网络借贷信用风险的成因与防范研究

发布时间：2018-06-29 15:03

本文选题：网络借贷 + 信用风险　；参考：《哈尔滨商业大学》2017年硕士论文

【摘要】：当前传统银行业贷款发放的标准和要求越来越严格和苛刻,中、小微企业和普通老百姓想要获得银行发放的贷款也越来越困难。在此背景下,作为一种互联网金融模式的代表,同时又是一种新型民间借贷方式的网络借贷应运而生。网络借贷具有快速、高效、门槛低等传统金融无法比拟的优势,正在以惊人的速度在全国范围内不断发展壮大。然而其火爆的外表下却隐藏了巨大的风险和危机。平台倒闭、跑路、借款人不履约还款等问题频发,给投资者造成了极大的损失。网络借贷的信用风险问题引起了全社会的重视。深入研究网络借贷信用风险的形成原因,并据此制定出有效的信用风险防范措施,已经成为了保障网络借贷健康发展的首要任务。文章在前人科研成果的基础上,结合当前我国网络借贷行业的现状,运用信息不对称理论、信贷配给理论和委托代理理论等理论和方法,首先分析我国网络借贷信用风险的表现和来源。其表现包括网络借贷不良贷款率高、违约行为涉及投资人多、涉及金额大、网络借贷平台倒闭事件频发以及网络借贷经营者跑路现象严重等;而其来源主要包括来自借款人的信用风险、来自平台的信用风险以及来自担保机构的信用风险等三大类别。同时文章运用博弈论来分析借款人和贷款人的决策过程,并得出结论:信息不对称增加了网络借贷信用风险;目前我国信用体系不够完善,借款人得不到履约激励,需要加大对于借款人违约的惩罚;平台的贷款利率越低,债务人违约的可能性就越小,需要找出科学的网络借贷利率的测算方法。接下来运用Logistic回归模型进一步分析网络借贷信用风险的成因,得出的结论基本印证了博弈论的分析结果,并且证明了平台对借款人的信用评级结果不准确也是导致网络借贷信用风险较高的成因。文章总结概括了当前我国网络借贷信用风险的防范措施及其缺陷,最后结合网络借贷信用风险的成因,提出了相应的信用风险防范措施和建议:首先要加快完善征信体系;其次提高网络借贷借款人的违约成本;制定合理的网络借贷借款利率;加快落实和完善客户资金保护制度;同时平台要健全内部控制体系,提高投资者的风险防范意识;最后要充分发挥行业自律组织的作用。本文希望能够为有关部门完善信用风险防范措施、加强行业信用风险管理,促进行业规范、健康发展等提供参考。
[Abstract]:At present, the standards and requirements of the traditional banking lending are becoming more and more stringent and demanding. In the case of small and micro enterprises and ordinary people, it is becoming more and more difficult to get the loans issued by the bank. In this context, as a representative of the Internet financial model and a new type of private lending, the network has emerged as the times require. Lending has the advantages of fast, high efficiency and low threshold, which is unparalleled in traditional finance. It is growing at an amazing speed throughout the country. However, the huge risks and crises are hidden under its hot appearance. The problems of the failure of the platform, the running road, the borrower's non performance and repayment are frequent, causing great losses to the investors. The credit risk of collateral loan has aroused the attention of the whole society. It has become the primary task to ensure the healthy development of network lending by studying the causes of the formation of the credit risk of Internet lending and making effective measures for the prevention of credit risk. The present situation, using information asymmetry theory, credit rationing theory and principal-agent theory and other theories and methods, first analyzes the performance and source of the credit risk of Internet lending in China. Its performance includes the high rate of non-performing loan, many investors, large amount of gold, frequent failures of the network lending platform and the network. There are three major sources of credit risk from borrowers, credit risk from the platform and credit risk from guarantee institutions. At the same time, the article uses game theory to analyze the decision-making process of borrowers and lenders, and draws a conclusion that information asymmetry increases network lending. Credit risk; at present, the credit system of our country is not perfect enough, the borrower can't get the incentive of the performance, and need to increase the penalty for the borrower's default; the lower the interest rate of the platform, the less the possibility of the debtor's default, we need to find a scientific method to calculate the interest rate of the network loan. Then the Logistic regression model is used to further analyze the net. The cause of the credit risk of collateral loan is basically confirmed by the conclusion of the analysis of game theory, and proves that the inaccurate result of the credit rating of the borrower is also the cause of the higher credit risk of the network lending. On the basis of the causes of the credit risk of network lending, the corresponding precautionary measures and suggestions are put forward: first of all, we should speed up the improvement of the credit system; secondly, improve the default cost of the borrowers on the Internet; establish a reasonable interest rate of the network loan; speed up the implementation and improvement of the system of customer fund protection; at the same time, the platform should improve the internal control system. In the end, we should give full play to the role of the self-discipline organization of the industry. This article hopes to provide some reference for the relevant departments to improve the credit risk prevention measures, strengthen the management of credit risk in the industry, promote the industry standard and healthy development, etc.
【学位授予单位】：哈尔滨商业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F724.6;F832.4

【参考文献】