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