發(fā)布時(shí)間：2018-01-04 12:32

  本文關(guān)鍵詞：村鎮(zhèn)銀行發(fā)展過程中信用風(fēng)險(xiǎn)分析與實(shí)證研究　出處：《中國(guó)農(nóng)業(yè)科學(xué)院》2012年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 村鎮(zhèn)銀行 發(fā)展 信用風(fēng)險(xiǎn) 實(shí)證研究

【摘要】：中國(guó)農(nóng)村金融市場(chǎng)的供需缺口極大，為了增加農(nóng)村金融供給能力，中國(guó)銀監(jiān)會(huì)出臺(tái)了系列鼓勵(lì)發(fā)展以村鎮(zhèn)銀行為主的農(nóng)村新型金融機(jī)構(gòu)的政策措施。村鎮(zhèn)銀行采用現(xiàn)代企業(yè)管理模式，主要定位于服務(wù)“三農(nóng)”建設(shè)，但由于營(yíng)業(yè)規(guī)模小，營(yíng)業(yè)成本高，貸款用途難以控制等原因，村鎮(zhèn)銀行與城市大型商業(yè)銀行相比，信用風(fēng)險(xiǎn)的問題更為突出。本文研究目的是村鎮(zhèn)銀行如何防范和控制風(fēng)險(xiǎn)，實(shí)現(xiàn)可持續(xù)發(fā)展，希望能夠?yàn)榇彐?zhèn)銀行的信用風(fēng)險(xiǎn)防范提供可行建議。 本文以村鎮(zhèn)銀行的發(fā)展和村鎮(zhèn)銀行的信用風(fēng)險(xiǎn)為主題開展研究，研究?jī)?nèi)容包括：1、村鎮(zhèn)銀行的特征、現(xiàn)狀及存在問題；2、村鎮(zhèn)銀行的信用風(fēng)險(xiǎn)及成因分析；3、村鎮(zhèn)銀行信用風(fēng)險(xiǎn)的度量；4、利用樣本銀行2010-2011年小微企業(yè)的貸款數(shù)據(jù)，對(duì)村鎮(zhèn)銀行的風(fēng)險(xiǎn)計(jì)量測(cè)度進(jìn)行實(shí)證研究。 圍繞研究?jī)?nèi)容，本文得到以下結(jié)論：1、我國(guó)農(nóng)村金融市場(chǎng)供需結(jié)構(gòu)的不平衡是村鎮(zhèn)銀行產(chǎn)生的直接原因，發(fā)展村鎮(zhèn)銀行是應(yīng)對(duì)農(nóng)村金融供需矛盾的可行手段，，村鎮(zhèn)銀行是商業(yè)銀行在農(nóng)村金融市場(chǎng)的有效延伸；2、信用風(fēng)險(xiǎn)問題為目前村鎮(zhèn)銀行可持續(xù)發(fā)展過程中最主要問題，缺乏抵押物、特質(zhì)性風(fēng)險(xiǎn)高、信息不對(duì)稱、道德風(fēng)險(xiǎn)等問題是村鎮(zhèn)銀行的信用風(fēng)險(xiǎn)成因；3、基于農(nóng)業(yè)貸款數(shù)據(jù)的可獲得性和滿足模型假設(shè)的能力，CreditRisk+是最適宜村鎮(zhèn)銀行的信用風(fēng)險(xiǎn)計(jì)量模型；4、實(shí)證研究顯示，村鎮(zhèn)銀行總體發(fā)展趨勢(shì)良好，非農(nóng)及部分涉農(nóng)貸款風(fēng)險(xiǎn)控制手段十分有效，只有部分涉農(nóng)貸款，特別是支農(nóng)惠農(nóng)貸款風(fēng)險(xiǎn)控制方面有待提高。 基于以上的研究結(jié)論，本文得到相關(guān)政策建議是：1、繼續(xù)推進(jìn)農(nóng)村金融改革，改良我國(guó)農(nóng)村金融現(xiàn)狀；2、要在農(nóng)村及時(shí)建立完善的科學(xué)化的信用記錄和評(píng)估體系；3、使村鎮(zhèn)銀行真正以企業(yè)的姿態(tài)去經(jīng)營(yíng)，政府不要干涉過多；4、在支農(nóng)惠農(nóng)項(xiàng)目上，進(jìn)一步加大政府補(bǔ)貼力度，降低銀行風(fēng)險(xiǎn)。
[Abstract]:Chinese rural financial market supply and demand gap is great, in order to increase the ability of rural financial supply, China CBRC issued a series of encouraging the development of new rural financial institutions in rural bank based policy measures. Rural banks to adopt modern enterprise management mode, focus on the construction of "three agriculture", but because the business scale is small, the high cost of operating. The reason is difficult to control the use of the loans, compared to rural banks and city large commercial banks, credit risk is more prominent. The purpose of this study is the village banks how to prevent and control risk, achieve sustainable development, to the rural bank credit risk prevention and provide feasible suggestions.
In this paper, the development of rural banks and rural bank credit risk as the research subject, research contents include: 1, the characteristics of village banks, the current situation and existing problems; 2, credit risks and cause analysis of village banks; 3, measure of rural bank credit risk; 4, the use of 2010-2011 in small sample bank loan data micro enterprises, empirical research on risk measurement of village banks.
On the research content, this paper gets the following conclusions: 1, China's rural financial market supply and demand imbalance is the direct cause of rural banks caused the development of village bank is a viable means to deal with the contradiction between supply and demand of rural finance, rural bank is a commercial bank in the effective extension of rural financial market; 2, the credit risk is the most important problem the problem of sustainable development of village banks in the process, the lack of collateral, the characteristics of high risk, information asymmetry, moral hazard is the causes of credit risks of village banks; 3, agricultural loans data availability and capacity to meet the model based on the assumption that CreditRisk+ is the most suitable credit risk measurement model of village banks; 4. The empirical research shows that the overall development trend of rural banks is good, and some non agriculture related loans is very effective means of risk control, only part of the agricultural loan, especially the branch In terms of agricultural loan risk control should be improved.
Conclusion based on the above research, this paper obtained the relevant policy recommendations are: 1, continue to promote the reform of rural finance, improve rural financial status quo; 2, to establish a sound scientific credit record and evaluation system in the rural areas; 3, the rural banks to operate in real state enterprises, not government interference more than 4 projects in agriculture; and, further increase government subsidies, reduce the risk of the bank.

【學(xué)位授予單位】：中國(guó)農(nóng)業(yè)科學(xué)院
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.35;F224

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