基于层次分析法的A县农村信用社信贷风险评价研究

发布时间：2018-01-12 13:22

本文关键词：基于层次分析法的A县农村信用社信贷风险评价研究　出处：《华中科技大学》2013年硕士论文　论文类型：学位论文

【摘要】：农村信用社作为极其重要的金融机构，在促进地方经济发展、服务三农等方面起着不可或缺的作用。然而随着信贷业务竞争越来越激烈，农村信用社面临着巨大的挑战和冲击。因此，农村信用社亟需建立一套信贷风险评价体系，以对信贷风险进行科学有效的评价，进而对信贷风险进行更好的控制。本文首先提出了研究背景及意义，然后对国内外的相关研究现状进行了综述，并对信贷风险和层次分析法的理论进行了阐述，结合农村信用社信贷风险的特征和指标体系的构建原则，建立了农村信用社信贷风险评价指标体系。指标体系的准则层包括借款人财务状况、借款人信用状况、农村信用社内部因素、宏观环境因素四个方面。借款人财务状况分为资产流动性、偿债能力、营运能力和发展能力四个指标；借款人信用状况分为还款意愿和信用记录两个指标；农村信用社内部因素分为员工素质、管理能力、制度执行和资产质量四个指标；宏观环境因素分为信用环境、区域经济状况和法律政策三个指标。然后利用层次分析法确定了各指标的权重，实现了定性分析与定量分析的有效结合，借款人财务状况的权重为0.5638，借款人信用状况的权重为0.2634，农村信用社内部因素的权重为0.1178，宏观环境因素的权重为0.0550。在指标权重和实际问卷调查的基础上，对A县农村信用社的信贷风险进行了评价，，其信贷风险评价指数为3.95，其中信用社内部因素对信贷风险的影响最大，其次是借款人的财务状况。最后，根据信贷风险的评价结果，提出了信贷风险的控制措施。
[Abstract]:Rural credit cooperatives as extremely important financial institutions, in promoting local economic development, plays an indispensable role in rural services and so on. However, the credit business with the increasingly fierce competition, rural credit cooperatives are facing enormous challenge and impact. Therefore, the rural credit cooperatives need to establish a credit risk evaluation system to evaluate scientific and effective credit risk, and make better control of credit risk.
This paper presented the research background and significance, and research status at home and abroad were reviewed, and the credit risk analysis and analytic hierarchy process theory, construction principle and index system combined with the characteristics of the credit risk of rural credit cooperatives, rural credit cooperatives established credit risk evaluation index system of index system. The criterion layer includes the financial condition of the borrower, the borrower's credit status, rural credit cooperatives internal factors, four aspects of macro environmental factors. The financial condition of the borrower into asset liquidity, solvency, operation ability and development capacity of four indicators; the borrower's credit status records of two indicators of repayment and credit of rural credit cooperatives; internal factors for the quality of the staff, management ability, the implementation of the system and the quality of the assets of four indicators; macro environmental factors into the credit environment, regional economic condition and the law The law policy of three indicators. Then using the AHP to determine the weight of each index, effectively realizes the combination of qualitative analysis and quantitative analysis, the weight of the financial condition of the borrower is 0.5638, the weight of the credit status of the borrower is 0.2634, the weight of the rural credit cooperatives internal factors is 0.1178, the weight of macro environment factors based on 0.0550. the weight of the index and the actual survey, the A County Rural credit cooperatives credit risk evaluation, credit risk evaluation index for the 3.95, the influence factors which credit cooperatives internal credit risk, which is the financial condition of the borrower's credit risk. Finally, according to the evaluation results, put forward the control measures of credit the risk.

【学位授予单位】：华中科技大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.35;F832.4

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