基于突变级数法的农户小额信贷信用风险评价研究

发布时间：2018-02-12 10:24

本文关键词： 农户小额信贷信用风险突变级数法　出处：《湖南科技大学》2013年硕士论文　论文类型：学位论文

【摘要】：我国是个农业大国，我国的农村人口比重更是达到三分之二以上，，农业与农村经济一直以来是解决中国经济社会根本矛盾的着力点。小额信贷自成立之初就发挥着扶贫和支持农村金融市场的作用。目前随着农户小额信贷违约情况的时有发生，改善当前农户小额信贷不良资产率居高不下的现状、提高农户小额信贷信用风险管理水平已迫在眉睫。因此，本文研究了农户小额信贷信用风险，并提出切实可行的评价模型，首先对农户小额信贷进行了回顾，通过前人研究的基础上，从农户小额信贷信用风险的现状及影响因素开始分析问题，提出了构建基于突变级数法的农户小额信贷信用风险评估模型，并用某信用社的数据进行实证分析，由此提出完善我国农户小额信贷信用风险的政策及建议。研究发现，我国信用风险存在着农户信用观念淡薄、缺乏法律约束、风险管理还不完善等信用风险问题，而影响农户小额信贷风险的因素有农户自身的客观条件、农户的偿债能力、经营能力三方面的因素，针对这一情况，本文选取了农户年收入、资产、年龄等在内的9个指标建立了基于突变级数法的农户小额信贷信用风险评估模型，通过对湖南某信用社收集的调查资料来进行实证分析，结果表明了研究所得到的结果与信用社后期所提供的等级评价基本一致，突变级数法是适用于农户小额信贷的，并表明农户小额信贷中农户信用等级的变化将影响到信用社资金运用的效率，农户信用风险的评价结果的准确性很大程度上取决于农户调查的数据真实性，因此在发放贷款时，需要不断提升和完善农户信用特征的数据，完善信用风险评价。这种方法n 取了模糊分析法与层次分析法的优点，同时又避免了分析决策时对因素权重主观性的确定，为农户小额信用贷款的评估提供了一种更优越的方法。本文最后，针对存在的问题，政策制定者应当采取有力的措施，完善农户小额信贷信用风险管理控制体系，健全小额信贷法律体系，推进社会信用体系建设，建立风险补偿机制，从而提高经营管理水平。
[Abstract]:China is a large agricultural country, and the proportion of rural population in our country has reached more than 2/3. Agriculture and rural economy have always been the key point to solve the fundamental contradiction between Chinese economy and society. Microfinance has played a role in helping the poor and supporting the rural financial market since its inception. At present, with the situation of farmers defaulting on microfinance, It is urgent to improve the current situation of farmers' non-performing assets rate of micro-credit and improve the level of micro-credit risk management. Therefore, this paper studies the credit risk of farmers' micro-credit, and puts forward a feasible evaluation model. Firstly, it reviews the micro-credit of farmers, and based on the previous studies, Based on the analysis of the current situation and the influencing factors of the micro-credit risk of farmers, this paper puts forward a credit risk assessment model based on the catastrophe series method, and makes an empirical analysis with the data of a credit cooperative. Therefore, the paper puts forward some suggestions and policies to improve the credit risk of peasant households. It is found that there are some credit risk problems in our country, such as weak credit concept, lack of legal restriction, imperfect risk management and so on. The factors that affect the risk of micro-credit of farmers are the objective conditions of farmers themselves. In view of this situation, this paper selects 9 indexes, such as annual income, assets, age and so on, to establish a credit risk assessment model of micro-credit for farmers based on the catastrophe series method. Through the empirical analysis of the investigation data collected by a credit cooperative in Hunan Province, the results show that the results obtained by the study are basically consistent with the rating evaluation provided by the credit cooperatives in the later stage, and the sudden progression method is suitable for the micro-credit of farmers. It also shows that the change of peasant household credit grade will affect the efficiency of the use of credit cooperatives' funds, and the accuracy of the evaluation results of farmers' credit risk depends to a great extent on the authenticity of the survey data, so when issuing loans, the accuracy of the evaluation results depends on the truthfulness of the survey data. This method takes the advantages of fuzzy analysis and analytic hierarchy process, and avoids the subjective determination of factor weight in decision-making. It provides a more superior method for the evaluation of farmers' small credit loan. Finally, in view of the existing problems, policy makers should take effective measures to improve the management and control system of farmers' micro-credit credit risk, improve the legal system of micro-credit, and promote the construction of social credit system. Establish risk compensation mechanism to improve management level.
【学位授予单位】：湖南科技大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.43

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