【作者】 王莉；

【导师】 朱清香； 许楠；

【作者基本信息】 燕山大学 ， 会计学， 2017， 硕士

【摘要】 目前互联网金融在我国发展迅猛,其中P2P网贷平台模式发展最快和最热,已成为互联网金融的典型代表。但是随着P2P网贷平台的迅速增长,发生重大坏账、提现困难、高管失联和司法破产等问题的平台数量越来越多,其中大多数的问题平台是民营系平台,因此构建民营系P2P网贷平台风险预警已成为迫切需要解决的重要问题。本文研究的主要目的是通过分析民营系P2P网贷平台的风险现状,构建风险预警模型,根据模型实证结果,为政府和网贷平台提供参考建议,进而提前对民营系P2P网贷平台进行预警管理,控制风险且减少问题平台的产生。针对上述研究内容,本文采用文献研究法,对比分析法,主成分分析法和二元Logistic回归法相结合的方法进行研究。首先,对互联网金融、P2P网贷模式和风险预警模型和指标的文献进行综述,界定了P2P网贷平台和风险预警的相关概念,并阐述了相关理论和研究方法。其次,分析民营系P2P网贷平台发展现状和风险现状,并进一步分析了发生风险的成因。按照风险表现的形式,民营系P2P网贷平台主要存在流动性风险、操作风险、信用风险和市场风险。再次,建立互联网金融背景下的风险预警指标体系;运用主成分分析方法对40家民营系P2P网贷平台四期数据进行降维处理;构建二元Logistic回归风险预警模型并进行实证分析,确定风险预警的管理方向。最后,根据实证检验结果和民营系P2P网贷平台风险现状,从政府和P2P网贷平台两方面提出了预防风险发生的建议。更多还原

【Abstract】 Internet-Based financial is currently rapid development in China,where the P2 P net loan hottest and fastest growing platform model,where the P2 P net loan platform model is the fastest growing and hottest models,P2 P net loan platform model has become a typical representative of the Internet-Based financial.But with the rapid growth of P2 P net loan platform,number of platform more and more to problem of significant bad debts,cash difficulties,executives lost contact,judicial bankruptcy,most of which is private system platform,therefore build private system of P2 P network platform loan risk early warning has become an important problem urgent need to solve.The main purpose of this study is to analyze the status of the risks the private system P2 P net loan platform to build risk early warning model,based on the empirical results of the model provided for the government and platform to refer to the proposal,and then advance to the private system P2 P net loan platform early warning management,control risk and reduce the generation of platform issues.On the above research content,this paper uses research methods of literature review method,comparative analysis,combining principal component analysis method and binary logistic regression to research.First of all,the paper reviews the literature on Internet-Based financial,P2 P net Loan Platform and Risk Early Warning,then introduces the P2 P net Loan Platform and Risk Early Warning concepts and expounds the related theory and the evaluation method.Secondly,the paper analyzes the present situation of the P2 P net Loan Platform of Private system,and further analysis of the reasons for the existence of these risks.According to the risk-based forms the P2 P net Loan Platform of Private system to mainly liquidity risk,operational risk,credit risk and market risk.Thirdly,this paper establishes the risk early warning index system under the Internet financial background,and uses principal component analysis to four periods of 40 samples from P2 P net Loan Platform of Private system for dimension reduction,and Empirical analysis by binary Logistic regression risk early warning model to determine the direction of the management of early warning.Finally,combining with the empirical test results and present situation of the P2 P net Loan Platform of Private system,the paper puts forward safety precautions from both the government and the P2 P net loan platform,further to prevent the occurrence of financial risk.更多还原