【摘要】：近年來，隨著我國建設(shè)社會主義新農(nóng)村步伐的日益加快，作為農(nóng)業(yè)現(xiàn)代化組織的農(nóng)民專業(yè)合作社也得以迅速發(fā)展。與此同時，農(nóng)民專業(yè)合作社法律不完善、運(yùn)作不規(guī)范、相關(guān)數(shù)據(jù)較難獲得、融資市場風(fēng)險高、交易成本高等嚴(yán)重制約了合作社的融資，因此探究農(nóng)民專業(yè)合作社信貸風(fēng)險尤為必要。本文基于新古典合作社理論與預(yù)期收入理論，以合作社系統(tǒng)為研究對象，構(gòu)建了商業(yè)銀行對農(nóng)民專業(yè)合作社的信貸風(fēng)險評價體系，運(yùn)用沖量模型對合作社的信貸風(fēng)險進(jìn)行了評價，力圖為商業(yè)銀行給予合作社融資提供一條有效評價途徑，也為政策制定者客觀認(rèn)識合作社的信貸風(fēng)險問題，以便制定政策提高合作社融資水平降低信貸風(fēng)險提供參考。 論文首先對國內(nèi)外有關(guān)農(nóng)民專業(yè)合作社和信貸風(fēng)險評價的研究動態(tài)進(jìn)行了簡要回顧和評析，然后對新古典合作社理論、預(yù)期收入理論與系統(tǒng)論進(jìn)行了介紹。并且在分析農(nóng)民專業(yè)合作社的信貸狀況與信貸風(fēng)險特點(diǎn)的基礎(chǔ)上，基于現(xiàn)有研究文獻(xiàn)對影響農(nóng)民專業(yè)合作社信貸風(fēng)險的因素進(jìn)行了梳理。接著對現(xiàn)有信貸風(fēng)險評價的主要方法——專家分析法、Logistic回歸模型、模糊綜合評價法和人工神經(jīng)網(wǎng)絡(luò)分析法進(jìn)行了述評，發(fā)現(xiàn)現(xiàn)有研究方法在研究農(nóng)民專業(yè)合作社方面各自都有不足。通過對沖量模型的介紹與分析發(fā)現(xiàn)，此方法在研究合作社信貸風(fēng)險方面克服了上述方法主觀性強(qiáng)、數(shù)據(jù)難以獲得的問題。并且分析發(fā)現(xiàn)由于農(nóng)民專業(yè)合作社的特殊性，現(xiàn)有商業(yè)銀行信貸風(fēng)險評價的指標(biāo)并不適用于農(nóng)民專業(yè)合作社，所以我們尋求傳統(tǒng)信貸風(fēng)險評價指標(biāo)的替代變量。于是本文選取生產(chǎn)面積、生產(chǎn)資料利用量、生產(chǎn)成本、農(nóng)產(chǎn)品價格、農(nóng)產(chǎn)品產(chǎn)量、合作社收益、戶均純收入和社員數(shù)量8個主要影響因素，運(yùn)用實(shí)際調(diào)研的合作社案例與數(shù)據(jù)，應(yīng)用沖量模型對合作社系統(tǒng)的信貸風(fēng)險問題進(jìn)行驗(yàn)證，并運(yùn)用農(nóng)產(chǎn)品價格對合作社系統(tǒng)進(jìn)行沖擊，得出實(shí)證結(jié)果。 通過實(shí)證研究發(fā)現(xiàn)，合作社系統(tǒng)的穩(wěn)定性與合作社信貸風(fēng)險具有反向的關(guān)系，即合作社系統(tǒng)越穩(wěn)定，合作社信貸風(fēng)險越小，并且不同特點(diǎn)的合作社信貸風(fēng)險大小不同，同時農(nóng)產(chǎn)品價格變化對合作社系統(tǒng)內(nèi)部其它因素都有不同程度的影響，對合作社系統(tǒng)的信貸風(fēng)險也具有重要影響。然后針對研究結(jié)論提出合理的建議：商業(yè)銀行對合作社信貸風(fēng)險評價應(yīng)該在關(guān)注財務(wù)指標(biāo)的基礎(chǔ)上，重點(diǎn)關(guān)注農(nóng)產(chǎn)品價格等因素；商業(yè)銀行應(yīng)該對不同特點(diǎn)的合作社提供差別的信貸支持；政府應(yīng)該進(jìn)一步完善農(nóng)產(chǎn)品價格支持保護(hù)機(jī)制，以降低農(nóng)民專業(yè)合作社的信貸風(fēng)險，從而促進(jìn)農(nóng)民專業(yè)合作社順利地從商業(yè)銀行中獲得融資。 本文的主要創(chuàng)新之處是運(yùn)用沖量模型，，實(shí)際驗(yàn)證發(fā)現(xiàn)，不同特點(diǎn)合作社信貸風(fēng)險不同。這是因?yàn)閷τ谑茏匀粸?zāi)害影響小、產(chǎn)品生命周期較短、產(chǎn)品市場價格波動小的食用菌合作社，相對于生豬養(yǎng)殖專業(yè)合作社來說，信貸風(fēng)險小。
[Abstract]:In recent years, with the accelerating pace of building a new socialist countryside in China, farmers'professional cooperatives, as an agricultural modernization organization, have developed rapidly. At the same time, the laws of farmers' professional cooperatives are imperfect, the operation is not standardized, the relevant data is difficult to obtain, the financing market risk is high, the transaction cost is high, which seriously restricts the cooperatives. Based on the neoclassical cooperative theory and the expected income theory, this paper takes the cooperative system as the research object, constructs the credit risk evaluation system of commercial banks to farmers'professional cooperatives, and evaluates the credit risk of cooperatives with impulse model. The diagram provides an effective way for commercial banks to evaluate the financing of cooperatives, and also provides a reference for policy makers to objectively understand the credit risk of cooperatives, so as to make policies to improve the financing level of cooperatives and reduce credit risk.
Firstly, this paper briefly reviews and analyzes the domestic and foreign research trends on farmers'professional cooperatives and credit risk assessment, and then introduces the neoclassical cooperative theory, expected income theory and system theory. This paper reviews the main methods of credit risk assessment, such as expert analysis, logistic regression model, fuzzy comprehensive evaluation and artificial neural network analysis, and finds that the existing research methods are different in the study of farmers'professional cooperatives. Through the introduction and analysis of the impulse model, it is found that this method overcomes the problems of subjectivity and difficult data acquisition in the study of credit risk of cooperatives. Cooperatives, therefore, we seek alternative variables for traditional credit risk assessment indicators. So this paper selects eight main influencing factors, namely, production area, utilization of means of production, production costs, prices of agricultural products, output of agricultural products, income of cooperatives, net income per household and the number of members, and applies impulse to cooperative cases and data. The model validates the credit risk of cooperative system, and uses the price of agricultural products to impact the cooperative system, and obtains the empirical results.
Empirical study shows that the stability of cooperative system has a reverse relationship with the credit risk of cooperatives, that is, the more stable the cooperative system is, the smaller the credit risk of cooperatives is, and the credit risk of cooperatives with different characteristics is different in magnitude. At the same time, the price change of agricultural products has different degrees of influence on other factors within the cooperative system. Then it puts forward reasonable suggestions: commercial banks should pay more attention to the factors such as agricultural product price and so on, and commercial banks should provide different credit support to cooperatives with different characteristics. The government should further improve the price support and protection mechanism of agricultural products to reduce the credit risk of farmers'professional cooperatives, so as to promote farmers' professional cooperatives to obtain financing from commercial banks smoothly.
The main innovation of this paper is to use the impulse model. The actual verification shows that the credit risk of cooperatives with different characteristics is different. This is because the credit risk of cooperatives with less natural disasters, shorter product life cycle and less price fluctuation in the product market is smaller than that of professional cooperatives with pig farming.
【學(xué)位授予單位】：中國海洋大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F321.42;F832.43

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