【作者】 李明；

【导师】 刘冬荣；

【作者基本信息】 中南大学 ， 管理科学与工程， 2014， 博士

【摘要】 摘要：小额贷款公司作为中小微型企业融资补充的非银行金融机构,以“小额、分散、灵活、快捷”的差异化金融服务方式,为“三农”、中小微型企业和个体私营经济提供了良好资金支持,有效地扩大了金融服务覆盖面,对平抑民间借贷利率、维护金融市场稳定发挥了一定的积极作用。然而,在小额贷款公司经营的过程中,由于贷前调查、贷中审查、贷后跟踪管理不够细致,风险控制不到位,导致风险管理问题日益突出。因此,研究小额贷款公司风险管理,对于促进小额贷款公司依法合规经营,提高风险管理水平具有一定的理论和实践意义。本文以我国小额贷款公司风险管理为研究对象,在前人研究的基础上,针对我国小额贷款公司风险的实际特点,利用文献分析法、专家访谈法、定性分析与定量分析相结合的方法,按照“风险的识别——风险的评价——风险的计量——风险的控制——风险的监管”这样一个合乎逻辑的过程展开,层层递进,比较系统、全面地研究了我国小额贷款公司风险识别、风险评价、风险计量、风险控制及风险监管。首先,本文从我国小额贷款公司发展现状及运行状况的分析出发,探讨了风险管理理论、信贷风险管理基本理论、小额贷款相关理论、控制论。这些内容共同构成了我国小额贷款公司风险管理研究的理论基础。其次,从分析我国小额贷款公司发展现状及运行状况出发,把握我国小额贷款公司的风险点,讨论了我国小额贷款公司风险识别的相关内容。在此基础上,对我国小额贷款公司的风险进行了的识别,最后应用FAHP对我国小额贷款公司的风险识别进行了实证分析,根据实证分析结果,可以看出贷款决策风险总权重为0.216,在12个风险因素中排名第一,法律风险的总权重为0.196,排名第二,而行业风险的总权重为0.018,排序为11,这说明随着我国金融改革的进一步深入和我国政府对民间资本进入金融行业限制的进一步减少,小额贷款公司行业会逐渐得到社会和政府部门的认可,行业风险较小。再次,在对我国小额贷款公司风险识别的基础上,对我国小额贷款公司的风险评估进行了详细分析。为了对我国小额贷款公司风险做出评估,本文构建了我国小额贷款公司风险评估指标体系：客户经营与决策能力维度、客户贷款特征维度、客户发展前景维度、客户管理层特征维度、小额贷款公司关系能力维度、客户偿债能力维度。通过该风险评估指标体系,我们能比较充分地了解我国小额贷款公司贷款客户的风险状况,为我国小额贷款公司风险评估提供依据。同时通过XX小额贷款公司贷款给MM科贸发展有限公司一起实例,对小额贷款公司风险评估指标体系进行检验,案例分析表明：该风险评估体系对小额贷款公司的客户风险评价具有明显的指导意义,能规范小额贷款的实际操作。第四,在对我国小额贷款公司风险识别及客户风险评估的基础上,本文运用Copula函数相关理论构建了基于Copula的小额贷款公司贷款组合风险计量模型。并通过AA小额贷款公司对中小企业贷款组合风险的计量这个应用实例来证明模型的合理性与有效性。第五,为了解决我国小额贷款公司风险控制问题,本文首先对我国小额贷款公司风险控制指标体系进行了设计,接着对我国小额贷款公司对风险的控制线进行确定,然后运用先进的分析方法和分析手段如广义规则挖掘方法对我国小额贷款公司在风险控制的每一环节做出准确分析,以确保控制结果的准确性和有效性。最后从完善我国小额贷款公司风险控制方式和优化行业风险和控制流程两个方面提出了我国小额贷款公司风险控制对策。第六,针对我国现有小额贷款公司的运行现状和特征,本文运用博弈论对小额贷款公司监管与违规进行了分析,在此基础上提出小额贷款公司风险监管策略：金融监管部门要降低监管成本；对贷款业务加大监管力度,不能松懈,特别是对违法违规行为加大处罚力度。同时针对我国现有小额贷款公司的运行现状和特征,从内外部两个方面提出来加强小额贷款公司风险监管的措施,并从小额贷款公司风险监管的角度提出了我国小额贷款公司可持续发展的一系列政策建议。总之,本文在吸收和借鉴风险管理方法理论的基础上,将我国小额贷款公司的风险管理分为风险识别、风险评估、风险计量、风险控制和监管进行探讨,并通过Copula函数、模糊层次分析法(FAHP),尝试建立我国小额贷款公司的风险控制系统,这将对我国小额贷款公司风险规避和防范方面提供一些理论和方法上的参考。更多还原

【Abstract】 Abstract:the non-bank financial institutions, the petty loan company as a small miniature enterprise and financing added, their financial services are small,scattered,flexible,fast, for "three rural", small miniature enterprise and individual and private economic development, effectively expanding the coverage of financial services. Play a positive role on the folk lending rate, stabilize and maintain financial market stability.However, in the process of micro-finance company,because the pre loan investigation, loan review, loan tracking management are not detailed enough, risk control is not in place, resulting in risk management issues become increasingly prominent. Therefore, the risk management of small loan companies promote small loan companies to operate in accordance with laws and regulations, which has certain theoretical and practical significance to improve the level of risk management.In this paper, the risk management of Chinese small loan company is the object research, of which is on the basis of previous research, in view of the actual situation of our small loan company risk, analysis, expert interviews, qualitative analysis combined with quantitative analysis by literature,in accordance with the "risk identification risk evaluation----measurement of risk, risk control, risk supervision"--alogical process, layer by layer, systematic, comprehensive study of China’s small loan companies, risk identification, risk assessment, risk measurement, risk control and risk supervision.Firstly, this article begins with the analysis of the current development and operation situation of Chinese small loan companies, discusses the risk management theory, the basic theory, the credit risk management theory, control theory of micro finance. These contents constitute the theoretical foundation of the research on risk management of small loan companies in china. Secondly, starting from the grasp of Chinese small loan company development present situation and operation situation analysis, grasp the petty loan company’s risk,the research discusses the related contents of risk recognition of Chinese small loan companies, on the basis of this, to identify the risk of Chinese small loan companies into the line, at last using FAHP empirically analysis of the risk identification of Chinese small loan companies, according to the results of empirical analysis, we can see the loan decision-making risk of total weight of0.216, ranking first in the12risk factors; the total weight of legal risk is0.196,ranked second,; and the total weight of industry risk is0.018, ranking11, which means that with the further relax further and Chinese financial reform of Chinese government restrictions on private capital into the financial industry, the industry of small loan companies will be gradually recognized by the society and government departments,industry risk.Thirdly, based on the risk identification of Chinese small loan companies, risk assessment of micro credit companies in China are analyzed in detail. In order to assess the petty loan company risk in our country, this paper constructs the petty loan company risk in our evaluation index system:customer management and decision-making ability dimension, customer loan characteristics dimension, the development prospects of customers, customer management, the characteristic dimensions of small loan company relationship capability dimension, the customer dimension through the solvency, risk assessment the index system.To fully understand the loan customers of our small loan company’s risk status, the article provides the basis for the petty loan company risk assessment in china. At the same time, through the XX small loans company loans to MM Technology&Trade Development Co. Ltd. with examples of small loan companies, the risk assessment index system for inspection, case analysis shows that:the risk assessment system has obvious significance to the customer risk-evaluation of small loan companies, the actual operation can regulate the micro-finance. Fourth, based on the risk of Chinese small loan companies risk recognition and customer evaluation, this paper uses Copula function related theory to build the petty loan company loan portfolio risk measurement model. In addition, through the AA micro finance company measurement to the small and medium-sized Enterprise portfolio risk, this example proves the rationality and validity of the model.Fifth, in order to solve the problem of risk control of small loan company in our country, this paper designs the index system of risk control of Chinese small loan companies, then determines the control line on Chinese small loan companies on risk, and uses the analysis method and advanced analysis methods such as generalized rules mining method to make accurate analysis of Chinese small loan company were each link in the risk control, to ensure the accuracy and effectiveness of the control results.From the perfection of the petty loan company risk control and optimization of industry risk and control process two aspects to put forward the Countermeasures of the risk control of Chinese small loan companies.Sixth, the article analyzes the regulation principle and supervision experience analysis of the international success of small loan companies. According to the operation status and characteristics of Chinese existing micro finance company, and depending on two aspects of regulatory objects and criterion of effective supervision framework of Chinese small loan companies, and a series of policies for sustainable development of Chinese micro finance company,the article puts forward proposals from the petty loan company risk control.In conclusion, this article is absorbing and referring to the theory of risk management methods, the risk management of Chinese small loan companies into risk assessment, risk measurement, risk control and supervision are discussed,and through the copula function, the fuzzy analytic hierarchy process (FAHP), try to establish the risk control system of Chinese small loan companies, this will provide some theoretical and methodological reference for Chinese small loan companies, risk avoidance and prevention.更多还原