【摘要】：近年來伴隨產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級(jí)帶來的經(jīng)濟(jì)下行,寧夏諸多企業(yè)經(jīng)營困難,這種情況使得寧夏融資性擔(dān)保機(jī)構(gòu)不良貸款數(shù)量持續(xù)上漲,多家融資性擔(dān)保公司經(jīng)營不善被寧夏回族自治區(qū)金融局強(qiáng)制退出,融資性擔(dān)保公司的風(fēng)險(xiǎn)逐漸顯現(xiàn),融資性擔(dān)保公司的客戶風(fēng)險(xiǎn)控制亟待解決,風(fēng)險(xiǎn)控制的關(guān)鍵在于對(duì)于客戶信用的風(fēng)險(xiǎn)評(píng)估。本文以信息不對(duì)稱理論、風(fēng)險(xiǎn)評(píng)估理論作為理論支撐,系統(tǒng)闡述了信用風(fēng)險(xiǎn)評(píng)估的必要性、方法論,并通過比較分析確認(rèn)logistics模型最適合當(dāng)前條件下構(gòu)建風(fēng)險(xiǎn)量化模型。W擔(dān)保公司成立多年,可以獲取建模樣本,并且這些樣本具有地方特色,有利于構(gòu)建符合地方實(shí)際的風(fēng)險(xiǎn)量化模型。同時(shí),在介紹W擔(dān)保公司時(shí),分析了W擔(dān)保公司風(fēng)險(xiǎn)控制目前存在的問題,即太強(qiáng)調(diào)定性分析,沒有構(gòu)建模型尋找影響信用風(fēng)險(xiǎn)因素的內(nèi)在聯(lián)系。本文的主要意義除了構(gòu)建模型計(jì)算違約概率為W擔(dān)保公司提供風(fēng)險(xiǎn)評(píng)估參考指標(biāo)外,還為寧夏地區(qū)其他的擔(dān)保公司,尤其是民營的擔(dān)保公司,在建立風(fēng)險(xiǎn)量化模型時(shí)能夠提供一些參考和借鑒,并且通過提出的建議,使類似的擔(dān)保公司獲得一定的啟發(fā),能夠全面構(gòu)建好風(fēng)險(xiǎn)控制體系,從而促進(jìn)全面信用社會(huì)的構(gòu)建。
[Abstract]:In recent years, with the economic downturn brought about by the optimization and upgrading of the industrial structure, many enterprises in Ningxia have had difficulties in operating. This situation has made the number of non-performing loans of financing guarantee institutions in Ningxia continue to rise. Many financing guarantee companies were forced out by Ningxia Hui Autonomous region Financial Bureau because of their poor management. The risks of financing guarantee companies gradually became apparent, and the customer risk control of financing guarantee companies urgently needed to be solved. The key to risk control lies in the risk assessment of customer credit. Based on asymmetric information theory and risk assessment theory, this paper systematically expounds the necessity and methodology of credit risk assessment. And through comparative analysis, it is confirmed that logistics model is most suitable for constructing risk quantification model. W guarantee company is established for many years, which can obtain modeling samples, and these samples have local characteristics. It is propitious to construct the risk quantification model which accords with the local reality. At the same time, in the introduction of W guarantee company, it analyzes the existing problems of risk control in W guarantee company, that is, it emphasizes the qualitative analysis too much, and does not build a model to find the internal relation of influencing factors of credit risk. The main significance of this paper is not only to build a model to calculate the probability of default for W guarantee company, but also to provide reference index for other guarantee companies in Ningxia, especially private guarantee companies. In the establishment of risk quantification model, it can provide some reference and reference, and through the suggestions, the similar guarantee companies can get some inspiration, and can fully build a risk control system, so as to promote the construction of a comprehensive credit union.
【學(xué)位授予單位】：寧夏大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.39

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