內容簡介
當前,對于如何提高信用效率、有效控制小微貸款客戶的信用風險已經成為X 銀行發展過程中迫切需要解決的一個問題。因此,本文結合X銀行小額貸
款的實際 背景,從定性和定量兩方面來研究X銀行小額貸款信用風險的影響因素,進而提出 相應的對策建議。 在定性分析部分,通過對X銀行小額貸款業務信用風險管理的現狀進
行分析, 根據理論研究以及前人的研究結果,討論了X銀行小額貸款業務信用風險的影響因 素,主要包含借款人年齡、婚姻狀況、家庭勞動力人數、收入、還款方式等幾個方 面
。在定量分析部分,采用模型實證的方法,選擇X銀行2015年1月至2019年6 月的221個小額貸款數據為樣本,以“是否出現小額貸款違約”作為被解釋變量,以 借款人年齡、婚姻
狀況、家庭勞動力人數、收入、還款方式等7個指標作為解釋變 量,建立logit回歸模型,采用SPSS工具進行相關性分析與回歸分析。研究結果表 明:與X銀行小額貸款違約有顯著
相關關系的指標有:借款人婚姻狀況、收入、工 作年限、受教育程度;而借款人年齡、家庭勞動力人數、還款方式與X銀行小額貸 款違約不存在顯著相關關系。最后,本文根據實
證分析結果,結合X銀行小額貸款 信用風險管理的實際問題,提出了有針對性的對策建議,即:健全小額貸款風險預 警體系、提高小額貸款信用風險防范意識、建立完善的風險內
控制度、設計保險及 再擔保方案。 關鍵詞:X銀行;小額貸款;信用風險;logit模型 II ResearchoncreditriskmanagementofsmallloanofXbank ABSTRACT
Atpresent,howtoimprovethecreditefficiencyandeffectivelycontrolthecredit riskofsmallandmicroloancustomershasbecomeanurgentprobleminthedevelopment
processofbankX.Thispaperstudiestheinfluencingfactorsofsmallloancreditriskof bankxfrombothqualitativeandquantitativeaspects,andthenputsforward
correspondingcountermeasuresandsuggestions. Inthequalitativeanalysispart,throughtheanalysisofthecurrentsituationofthe
creditriskmanagementofthesmallloanbusinessofbankx,accordingtothetheoretical researchandthepreviousresearchresults,thispaperdiscussestheinfluencingfactorsof
thecreditriskofthesmallloanbusinessofbankx,mainlyincludingtheborrower'sage, maritalstatus,thenumberoffamilylaborforce,income,repaymentmethodandsoon.In
thepartofquantitativeanalysis,usingthemethodofmodeldemonstration,weselect221 microfinancedataofbankxfromJanuary2015toJune2019assamples,take"whether
thereisamicrofinancedefault"astheexplanatoryvariable,andtake7indicatorssuchas
borrower'sage,maritalstatus,numberoffamilylabor,income,repaymentmethodas explanatoryvariables,toestablishlogitregressionmodel,anduseSPSSworkers
Correlationanalysisandregressionanalysiswereperformed.Theresultsshowthat:the indicatorsthathaveasignificantcorrelationwithbankX'smicroloandefaultare:the
borrower'smaritalstatus,income,workingyears,educationlevel;whiletheborrower's
age,numberoffamilylaborforce,repaymentmethodandbankX'smicroloandefault havenosignificantcorrelation.Finally,accordingtotheresultsofempiricalanalysis,
combinedwiththepracticalproblemsofsmallloancreditriskmanagementinbankX, suggestionsare:improvetheearlywarningsystemofsmallloanrisk,improvethe III
awarenessofsmallloancreditriskprevention,establishasoundriskinternalcontrol system,designinsuranceandreguaranteescheme.
KEYWORDS:Xbank;smallloans;creditrisks;logitmodel IV 目錄 第1章緒
論...............................................................................................................................1 1.1研究背景及意
義..........................................................................................................1 1.1.1研究背
景...........................................................................................................1 1.1.2研究意
義...........................................................................................................3 1.2國內外研究現
狀..........................................................................................................3 1.2.1國外研究現
狀...................................................................................................3 1.2.2國內研究現
狀...................................................................................................4 1.2.3研究述
評...........................................................................................................7 1.3研究內容及方
法..........................................................................................................7 1.3.1研究內
容...........................................................................................................7 1.3.2研究方
法...........................................................................................................8 1.4研究思
路......................................................................................................................8 第2章小額貸款風險控制相關理論概
述............................................................................10 2.1概念界
定....................................................................................................................10 2.1.1小額貸
款.........................................................................................................10 2.1.2信用風
險.........................................................................................................11 2.1.3小額貸款風險管
理.........................................................................................14 2.2理論基
礎....................................................................................................................16 2.2.1信息不對稱理
論.............................................................................................16 2.2.2委托代理理
論.................................................................................................16 2.2.3全面風險管理理
論.........................................................................................17 第3章X銀行小額貸款信用風險管理的現狀及問
題.........................................................19 3.1X銀行小額貸款介
紹.................................................................................................19 3.1.1X銀行概
況......................................................................................................19 V 3.1.2X銀行小額貸款業務概
況..............................................................................20 3.2X銀行小額貸款信用風險管理的現
狀.....................................................................24 3.2.1X銀行小額貸款信用風險管理的組織架
構..................................................25 3.2.2X銀行小額貸款信用風險管理的流程..........................................................26
3.2.3X銀行小額貸款信用風險管理的內容..........................................................27 3.3X銀行小額貸款信用風險管理存在的問
題.............................................................30 3.3.1缺乏健全的信貸風險預警體
系.....................................................................30 3.3.2信用風險防范意識不
強.................................................................................30 3.3.3信貸風險內控制度不健
全.............................................................................31 3.3.4缺乏有效的保險及再擔保制
度.....................................................................33 第4章X銀行小額貸款信用風險影響因素分
析.................................................................35 4.1小額貸款業務信用風險影響因素識
別....................................................................35 4.1.1借款人年
齡.....................................................................................................35 4.1.2借款人婚姻狀
況.............................................................................................36 4.1.3家庭勞動力人數及收
入.................................................................................36 4.1.4工作年限及受教育程
度.................................................................................37 4.1.5還款方
式.........................................................................................................37 4.2小額貸款業務信用風險Logit模型分
析.................................................................38 4.2.1數據來源及指標選
取.....................................................................................38 4.2.2實證分
析.........................................................................................................41 4.2.3結果分
析.........................................................................................................46 第5章X銀行小額貸款業務信用風險管理的建議及優化
對策.........................................49 5.1基于實證分析的X銀行小額貸款信用風險管理建議...........................................49 5.1.1關注借款人的
收入情況.................................................................................49 5.1.2將借款人基本情況納入風險評估
中.............................................................49 5.1.3對不同情況借款人進行分類風險管
理.........................................................50 VI 5.2X銀行小額貸款信用風險管理的優化對
策.............................................................51 5.2.1健全小額貸款風險預警機
制.........................................................................52 5.2.2提高小額貸款信用風險防范意
識.................................................................53 5.2.3建立完善的風險內控制
度.............................................................................54 5.2.4設計保險及再擔保方
案.................................................................................57 第6章結
論............................................................................................................................59 6.1研究結
論....................................................................................................................59 6.2研究展
望....................................................................................................................60。。。。。。以下內容略