本文關(guān)鍵詞：我國P2P網(wǎng)貸平臺違約風(fēng)險控制研究　出處：《天津商業(yè)大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

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【摘要】：P2P網(wǎng)絡(luò)借貸平臺作為互聯(lián)網(wǎng)金融的新生代表,對于中小微企業(yè)融資難可以起到一定的緩和效果,為我國經(jīng)濟(jì)的發(fā)展注入了新的動力。而由于我國P2P借貸目前還處于探索階段,因此平臺的違約風(fēng)險控制機制還不完善,目前已經(jīng)得到應(yīng)用的有CPD模式(控制違約率)、CRE模式(控制風(fēng)險敞口)、CLGD模式(控制違約損失率)三種模式以及將以上三種模式綜合使用的綜合風(fēng)險控制模式。在具體分析中,文章首先論述了借貸過程中違約風(fēng)險的成因以及控制違約風(fēng)險的理論基礎(chǔ),并通過《巴塞爾新資本協(xié)議》中信用風(fēng)險損失的公式引出網(wǎng)貸平臺違約風(fēng)險的來源,在明確違約風(fēng)險來源的基礎(chǔ)上,對P2P網(wǎng)貸平臺違約風(fēng)險控制的模式進(jìn)行劃分,將違約率因素細(xì)分為P2P平臺內(nèi)部評級及P2P平臺信用信息共享兩個方面,這兩個方面都對平臺獲取借款人信息,降低借款人違約率具有重要意義;CRE模式則主要指通過風(fēng)險準(zhǔn)備金制度控制違約敞口;同時,文章也將違約損失率因素細(xì)分為借款抵質(zhì)押和第三方擔(dān)保兩個方面,并針對這兩個方面進(jìn)行深入論述。在行文結(jié)構(gòu)上,文章的第三至第六章節(jié)為主體部分,該部分論述了國內(nèi)P2P網(wǎng)貸平臺違約風(fēng)險控制的現(xiàn)狀、問題、對策,并以有利網(wǎng)為案例進(jìn)行分析。而第七章則對前六章的內(nèi)容進(jìn)行梳理總結(jié),并得出結(jié)論,對我國P2P網(wǎng)貸平臺控制違約風(fēng)險提出總結(jié)性的建議。本文的創(chuàng)新之處在于:(1)研究對象不是P2P平臺業(yè)務(wù)層面或監(jiān)管層面上的風(fēng)險,而是站在平臺制度設(shè)計的角度,通過對違約率、違約敞口、違約損失率的控制,從根本上,主動地發(fā)現(xiàn)并防范借款人的違約風(fēng)險。(2)文章的內(nèi)容具有現(xiàn)實意義,對P2P行業(yè)已經(jīng)存在的機制或制度進(jìn)行了總結(jié)和深化,并在此基礎(chǔ)上提出更為詳實的解決方案和建議,可以解決P2P平臺違約風(fēng)險控制模式設(shè)計過程中面臨的諸多問題。
[Abstract]:The P2P network lending platform as a new representative of Internet banking, the financing difficulties of small and micro enterprises can play a certain effect of relaxation, gave new impetus to the development of China's economy. But because China's P2P lending is still in the exploratory stage, so the default risk control mechanism of the platform is not perfect, it is used the CPD mode (the default rate control), CRE model (control exposure), CLGD model (control LGD) three modes and comprehensive risk control mode of the above three kinds of model of comprehensive use. In the concrete analysis, this article first discusses the theoretical basis of the default risk and default risk control causes the lending process, and through the "new Basel capital accord with CITIC > risk loss formula leads to the source of net loan platform default risk, based on a clear breach of the sources of risk, P2P net loan level A default risk control mode of division, will be the default rate factors are subdivided into P2P platform and P2P platform for internal rating of credit information sharing in two aspects, these two aspects are to obtain information on the borrower platform, is important to reduce the borrower default rate; CRE mode mainly refers to the risk reserve system to control the default exposure; at the same time. This article will also default loss rate factors are subdivided into two aspects and pledge loan to third party guarantee, and further discuss the two aspects. The structure of the article, the third and sixth chapters as the main part, this part discusses the present situation, the domestic P2P net loan platform default risk control problems and countermeasures and, to favorable for the case analysis. The seventh chapter summarize the contents of the six chapters, and conclusion, of our P2P net lending platform control default risk it sums up the building Discussion. The innovation of this paper is: (1) the risk of the object is not P2P platform business level or regulatory level, but standing on the platform system design, based on the default rate, default exposure, default loss rate control, fundamentally, proactively identify and prevent the risk of default of the borrower (. 2) is of practical significance to the content, mechanism or system for the P2P industry has been summarized and deepened, and on the basis of more detailed solutions and suggestions, can default risk control mode design of many issues in the process of facing the P2P platform to solve.

【學(xué)位授予單位】：天津商業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F724.6;F832.4

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