基于压力测试法的我国小额信贷行业风险评估研究

发布时间：2018-03-18 21:02

本文选题：小额信贷　切入点：压力测试　出处：《西南石油大学》2013年硕士论文　论文类型：学位论文

【摘要】：起源于扶贫的我国小额信贷行业,经过近二十年的发展,其作用已经不再限于扶贫,在国民经济建设特别是农村经济发展中也发挥着越来越大的作用。同时,该行业暴露出的风险问题也必须引起人们的足够重视。国际上,小额信贷分为制度派和福利派两种主要观点。小额信贷产生和发展的理论基础包括金融抑制理论,金融深化理论,不完全竞争理论,交易费用理论以及制度变迁理论。我国的小额信贷起源于扶贫工作,由于农村贫困人口对信贷有巨大需求,但金融机构又出于成本等方面的原因在缩减农村以及县域机构,造成了农村金融服务的供求严重不平衡,加之我国扶贫工作存在扶贫资金不到位、只输血不造血的问题,促成了小额信贷在我国的产生。随着小额信贷的发展,现阶段我国的小额信贷已从扶贫工作的一个工具转而成为了一个单独的行业,随之也就产生了相应的风险。我国小额信贷的风险产生因素之一与其起源密不可分。由于小额信贷的主要目标客户之一是从事农业生产的农民,因此农业的高风险性给小额信贷行业带来了一定的风险隐患。此外,由于我国规定小额信贷机构只贷不存,使得小额信贷机构先天不足,在资金来源方面存在一定的隐患。且小额信贷机构业务结构单一,只能单纯的依靠贷款利息盈利。小额信贷机构的客户群体大多是很难从正规金融机构获取贷款的群体,这部分人有可能自身信用情况较差,存在不良信用记录,也有可能从事的是国家明令禁止的行业,因此,这部分客户自身存在的风险较大。再次,作为新兴行业,小额信贷机构自身的人才储备明显不足,技术手段跟不上。这些因素都是造成我国小额信贷行业风险产生的原因。借鉴近年来商业银行广为采用的压力测试方法,本文试图就小额信贷行业存在的风险进行压力测试,分析小额信贷行业面临的压力。文章最后针对这些风险产生的原因从五个方面提出了相应的政策建议,即开发农业贷款保障农业收入、努力促进小额信贷商业化、尝试转制成立村镇银行、相关政策法规支持、开发引进先进技术,培养技术人才。
[Abstract]:After nearly 20 years of development, the role of microfinance industry, which originated from poverty alleviation, is no longer limited to poverty alleviation and plays an increasingly important role in the national economic construction, especially in the development of rural economy. The risks exposed by the industry must also be taken seriously enough. Internationally, microfinance is divided into institutional and welfare groups. The theoretical basis for the emergence and development of microfinance includes financial suppression theory, financial deepening theory, incomplete competition theory, The theory of transaction cost and the theory of institutional change. Microfinance in China originated from the work of poverty alleviation. Because of the huge demand for credit from the rural poor, however, the financial institutions are shrinking rural and county institutions because of the cost and other reasons. This has resulted in a serious imbalance in the supply and demand of rural financial services, coupled with the problem that poverty alleviation funds are not in place and only blood transfusions are not in place in our country, which has contributed to the emergence of microcredit in China. With the development of microcredit, At the present stage, microfinance in our country has changed from a tool of poverty alleviation to a separate industry, which brings about corresponding risks. One of the risk factors of microfinance in China is closely related to its origin. Since one of the main target customers of microcredit is farmers engaged in agricultural production, As a result, the high risk of agriculture has brought certain risks to the microfinance industry. In addition, because of the stipulation that the microfinance institutions only have no loans in our country, there is a natural shortage of microcredit institutions. There are some hidden dangers in the source of funds. Moreover, the business structure of microfinance institutions is single, and they can only rely on the interest on loans to make profits. Most of the clients of microfinance institutions are those who are very difficult to obtain loans from formal financial institutions. This group of people may have a poor credit situation, have a bad credit record, or they may be engaged in an industry that is explicitly prohibited by the state. Therefore, this part of the customer has a higher risk. Thirdly, as a new industry, The talent reserves of microfinance institutions themselves are obviously insufficient, and the technical means are not up to date. These factors are the causes of the risks in the microfinance industry in China. Reference is made to the stress testing methods widely used by commercial banks in recent years. This paper attempts to carry out stress tests on the risks existing in the microfinance industry, and analyzes the pressures faced by the microfinance industry. Finally, the paper puts forward corresponding policy recommendations from five aspects in view of the causes of these risks. That is, to develop agricultural loans to protect agricultural income, to promote the commercialization of micro-credit, to try to set up village banks, to develop and introduce advanced technology and to train technical talents.
【学位授予单位】：西南石油大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4

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