【作者】 王华；

【导师】 龙海明；

【作者基本信息】 湖南大学 ， 应用经济学， 2022， 硕士

【摘要】 从2005年国家进行小额贷款公司试点开始,小额贷款公司陆续设立,这不仅有利于吸引民间资金并引导其支持实体经济发展,而且在解决发展小微企业、农村地区及普惠金融对象融资难、增加就业机会、在一定程度上打击了高利贷等问题上发挥积极作用。但是,随着近年来经济下行,受小额贷款公司客户信用风险,经营管理不规范、银行同类业务竞争等因素影响,小额贷款公司的客户违约风险逐渐凸显,不良贷款增多,从而制约了小额贷款公司可持续发展。为此,深入研究小额贷款公司扩张发展过程中存在的客户违约风险,对小额贷款公司更加深入做好风险控制,从而做到可持续发展尤为重要。本文在通过研读大量国内外文献基础上,结合我国小额贷款公司违约风险控制理论,对小额贷款公司贷款特征、运营特点、监管内容及违约风险现状进行分析,由于C市小额贷款公司主要服务于小微企业、三农的市场定位,客户信用风险偏高,加之小额贷款公司未建立客户信用评级系统、信贷人员风险意识不强,制度不健全等等,C市小额贷款公司的不良贷款规模逐渐扩大,经营风险也日益显露。根据C市小额贷款公司台账及贷款特征分析,从资金来源、运营方式和风险控制的视角探究C市小额贷款公司的运作方式与问题,发现影响小额贷款公司违约风险的因素有多个方面,但主要受小额贷款公司贷款客户本身因素影响,因此本文分析贷款客户的准入条件,如是否对借款人基本情况充分掌握,是否掌握借款人贷款特征以及借款人的综合偿债能力三个方面,并针对C市小额贷款公司的违约风险特征提出对应的违约风险控制措施及建议,其中着重对C市小额贷款公司的借款人的特征进行了研究,包括借款人本身的特征、贷款的特征、借款人偿还能力的特征三个方面的研究。通过C市小额贷款公司的监管系统数据统计、对比,小额贷款公司调查及台账数据分析,选取了借款人的基本特征、贷款的特征以及借款人综合还款能力指标作为样本,并运用Logit模型对C市小额贷款公司客户的违约风险原因进行了实证分析,研究结果显示:相比于女性,男性出现违约的几率更高;年龄、受高等教育程度、借款人的平均年收入,均与贷款违约的几率成负相关关系;而贷款金额、贷款时间则与贷款的违约几率成正相关关系;相较于不存在担保的业务,存在担保的业务违约率更低。最后,本文明确提出小额贷款公司要找准市场定位、提高管理意识、健全风险管控体系等意见。更多还原

【Abstract】 Since the pilot project of small loan companies was launched in 2005,small loan companies have been established in succession,which is not only conducive to attracting private funds and guiding them to support the development of the real economy,but also plays a positive role in solving the problems of developing small and micro enterprises,rural areas and inclusive financial objects,increasing employment opportunities,and cracking down on usury to a certain extent.However,with the economic downturn in recent years,influenced by the credit risk of small loan companies’ customers,the non-standard operation and management,the competition of similar businesses of banks and other factors,the customer default risk of small loan companies has gradually become prominent,and the number of non-performing loans has increased,which has restricted the sustainable development of small loan companies.Therefore,it is particularly important to study the customer default risk in the process of expansion and development of small loan companies,and do a better job in risk control of small loan companies,so as to achieve sustainable development.Based on the study of a large number of domestic and foreign literature,combined with the default risk control theory of small loan companies in China,this paper analyzes the loan characteristics,operation characteristics,regulatory content and default risk status of small loan companies.Because the small loan companies in City C mainly serve the market positioning of small and micro enterprises and agriculture,rural areas and farmers,the customer credit risk is high,and the small loan companies have not established a customer credit rating system The credit personnel have not strong risk awareness,and the system is not perfect.The non-performing loan scale of C City small loan company is gradually expanding,and the business risk is also increasingly exposed.According to the analysis of the accounts and loan characteristics of the small loan company in City C,this paper explores the operation mode and problems of the small loan company in City C from the perspective of capital source,operation mode and risk control.It is found that there are many factors affecting the default risk of the small loan company,but they are mainly affected by the factors of the loan customers of the small loan company.Therefore,this paper analyzes the access conditions of the loan customers,such as whether they have a full grasp of the basic information of the borrower,Whether to master the three aspects of the borrower’s loan characteristics and the borrower’s comprehensive solvency,and put forward corresponding default risk control measures and suggestions according to the default risk characteristics of the small loan company in City C,which focuses on the characteristics of the borrower of the small loan company in City C,including the characteristics of the borrower itself,the characteristics of the loan and the characteristics of the borrower’s repayment ability.Through the data statistics and comparison of the supervision system of the small loan company in City C,the investigation of the small loan company and the analysis of the account data,this paper selects the basic characteristics of the borrower,the characteristics of the loan and the indicators of the borrower’s comprehensive repayment ability as samples,and uses the logit model to empirically analyze the reasons for the default risk of the customers of the small loan company in city C.The results show that: compared with women,men have a higher probability of default;Age,higher education and the average annual income of the borrower are negatively correlated with the probability of loan default;The loan amount and loan time are positively correlated with the loan default probability;Compared with the business without guarantee,the default rate of the business with guarantee is lower.Finally,this paper clearly puts forward that small loan companies should find the right market positioning,improve management awareness,and improve the risk management and control system.更多还原