本文關(guān)鍵詞：商業(yè)銀行農(nóng)村小額信貸風(fēng)險(xiǎn)預(yù)警研究　出處：《哈爾濱理工大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 商業(yè)銀行 農(nóng)村小額信貸 AHP層次分析法 功效系數(shù)法 GM（1 1）模型

【摘要】：黨的十八大繼續(xù)深化改革、加快發(fā)展。改善民生、促進(jìn)公平的任務(wù)之一就是讓關(guān)乎廣大農(nóng)民和微小企業(yè)的普惠性金融政策得到更大程度的推廣。在有關(guān)我國農(nóng)業(yè)的金融體系中，小額信貸業(yè)發(fā)展迅速，，成為支持三農(nóng)發(fā)展的重要力量之一，在農(nóng)村幫困扶貧工作中起到了不可替代的作用。然而，目前，農(nóng)村小額信貸面臨風(fēng)險(xiǎn)與機(jī)遇并存的狀況，信貸風(fēng)險(xiǎn)時(shí)時(shí)危及小額信貸，對(duì)其可持續(xù)發(fā)展的影響不容忽視。如何在保證農(nóng)村小額信貸業(yè)發(fā)展的同時(shí)，有效控制各類風(fēng)險(xiǎn)，已成為擺在面前的首要問題，同時(shí)，這也是加快農(nóng)村金融環(huán)境改革的重要途徑，有力促進(jìn)普惠金融體系的建設(shè)的重要舉措。對(duì)于農(nóng)村小額信貸的風(fēng)險(xiǎn)管理，建立及時(shí)有效的風(fēng)險(xiǎn)預(yù)警機(jī)制則是重中之重。 本文將以商業(yè)銀行為研究對(duì)象，建立商業(yè)銀行農(nóng)村小額信貸風(fēng)險(xiǎn)預(yù)警系統(tǒng)，并進(jìn)行實(shí)證研究，為商業(yè)銀行進(jìn)行農(nóng)村小額信貸風(fēng)險(xiǎn)管理提供方法與手段。在對(duì)國內(nèi)外農(nóng)村小額信貸風(fēng)險(xiǎn)管理研究的基礎(chǔ)上，本文首先對(duì)農(nóng)村小額信貸進(jìn)行了闡述，然后對(duì)農(nóng)村小額信貸風(fēng)險(xiǎn)的來源、種類進(jìn)行了分析，在此基礎(chǔ)上，構(gòu)建了商業(yè)銀行農(nóng)村小額信貸風(fēng)險(xiǎn)預(yù)警系統(tǒng)，系統(tǒng)由三個(gè)功能模塊組成，即建立在綜合風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系基礎(chǔ)上的農(nóng)村小額信貸風(fēng)險(xiǎn)評(píng)價(jià)模型、基于GM（1，l）的農(nóng)村小額信貸風(fēng)險(xiǎn)預(yù)測模型以及風(fēng)險(xiǎn)預(yù)警機(jī)制。進(jìn)行農(nóng)村小額信貸風(fēng)險(xiǎn)評(píng)價(jià)時(shí)，選取了11個(gè)指標(biāo)并且采用了AHP層次分析法確定了各指標(biāo)的權(quán)重，接著確定了指標(biāo)數(shù)據(jù)的處理方法——功效系數(shù)法，最后采用GM（1，1）灰色預(yù)測模型進(jìn)行風(fēng)險(xiǎn)的預(yù)測，并劃分了風(fēng)險(xiǎn)預(yù)警的五檔分類區(qū)間。系統(tǒng)建立后，選取了中國建設(shè)銀行PL支行2012年的數(shù)據(jù)進(jìn)行實(shí)證分析，并且得出結(jié)論。針對(duì)得出結(jié)論，從風(fēng)險(xiǎn)管理、風(fēng)險(xiǎn)分散、風(fēng)險(xiǎn)分擔(dān)三個(gè)方面提出了商業(yè)銀行農(nóng)村小額信貸風(fēng)險(xiǎn)的控制措施。 綜上，通過商業(yè)銀行農(nóng)村小額信貸風(fēng)險(xiǎn)預(yù)警的建立，可以有效及時(shí)地控制商業(yè)銀行農(nóng)村小額信貸的風(fēng)險(xiǎn)，促進(jìn)農(nóng)村小額信貸的發(fā)展，從而全面實(shí)現(xiàn)普惠金融體系。
[Abstract]:The 18 CPC National Congress continued to deepen reform, accelerate development and improve people's livelihood. Ren Wuzhi, who promotes fairness, is to promote the inclusive financial policy related to farmers and small and medium-sized enterprises to a greater extent. In the financial system of agriculture in China, the microfinance industry has developed rapidly. Become one of the important forces to support the development of agriculture, rural areas and farmers, in rural poverty relief work has played an irreplaceable role. However, at present, rural micro-credit is faced with both risks and opportunities. The impact of credit risk on the sustainable development of microfinance can not be ignored. How to effectively control all kinds of risks while ensuring the development of rural microfinance industry has become the first issue in front of us. At the same time, this is also an important way to speed up the reform of rural financial environment, to promote the construction of inclusive financial system, an important measure for rural micro-credit risk management. The establishment of timely and effective risk warning mechanism is the most important. This article will take the commercial bank as the research object, establishes the commercial bank countryside micro-credit risk early warning system, and carries on the empirical research. For commercial banks to provide methods and means for rural microfinance risk management. On the basis of the study of rural microfinance risk management at home and abroad, this paper first describes the rural microfinance. Based on the analysis of the sources and types of rural micro-credit risk, a rural micro-credit risk warning system of commercial banks is constructed, which is composed of three functional modules. That is, based on the comprehensive risk evaluation index system of rural micro-credit risk evaluation model, based on GM(1. L) the rural microfinance risk prediction model and risk early warning mechanism. In the rural microfinance risk evaluation, 11 indicators are selected and the weight of each index is determined by AHP analytic hierarchy process. Then the method of processing index data-efficacy coefficient method is determined. Finally, the GM1 / 1) grey forecasting model is used to predict the risk, and the five-file classification interval of risk early warning is divided. After the establishment of the system. The data of PL Branch of China Construction Bank in 2012 are selected for empirical analysis, and the conclusion is drawn. In view of the conclusion, risk management, risk dispersion. Three aspects of risk sharing proposed commercial banks rural microfinance risk control measures. In summary, through the establishment of rural microfinance risk warning, commercial banks can effectively and timely control the risks of rural micro-credit, and promote the development of rural micro-credit. Thus the full realization of inclusive financial system.
【學(xué)位授予單位】：哈爾濱理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.43

【引證文獻(xiàn)】

相關(guān)碩士學(xué)位論文 前2條

1 鄭志遠(yuǎn);Y縣農(nóng)村信用社小額信貸營銷問題研究[D];黑龍江大學(xué);2016年

2 黃葉影;我國P2P農(nóng)村小額信貸的風(fēng)險(xiǎn)管理研究[D];暨南大學(xué);2015年

本文編號(hào)：1440287