我国村镇银行贷款信用风险的识别管理研究  

Study on Identification and Management of Credit Risk of Loan in Village Banks

作　　者：魏建国[1] 朱春[1] 

机构地区：[1]武汉理工大学经济学院,湖北武汉430070

出　　处：《华中农业大学学报（社会科学版）》2013年第4期36-41,共6页Journal of Huazhong Agricultural University(Social Sciences Edition)

基　　金：教育部人文社会科学项目"基于网络理论的产业集群创新优势构建研究"(12YJAZH131)

摘　　要：由于服务对象的特殊性和所处信用环境的脆弱性,村镇银行面临严重的贷款信用风险,其主要成因有:征信制度不完善、借款人信用意识薄弱、借款人贷款抵押品缺失和农业产品高度趋同等。运用博弈理论分析发现,识别管理村镇银行贷款信用风险的首要任务是准确地鉴别借款人属于劣质借款人的概率,而此概率大小与借款人的欺骗成本正相关、与借款人收益及优质借款人比例成负相关,且与村镇银行的贷款利率成正相关。进而提出了加强村镇银行贷款信用风险识别与管理的建议:与借款人保持良性互动,完善农村信贷抵押制度,健全失信惩罚机制,规范信贷利率定价机制,发展农村联保贷款制度等。Because of the special service object and weak credit environment,village banks are facing serious credit risks of loan. The main reasons for such risk include imperfect credit inquiry system, the borrower＇s weak credit consciousness, lack of collateral for loans, and high homoplasy of agricultural products and so on. Then the game theory is used to find that the primary task to recognize village bank＇ s credit risks of loan is to accurately identify the probability of belonging to the low-quality one for the borrower, which has a positive correlation with the cost of borrower＇s cheating and a negative correlation with borrower＇s profit and proportion of high-quality borrowers, and village bank＇s loan interest rate is positively correlated with this probability. Then this paper puts forward some suggestions on how to i- dentify and manage loan~ s credit risks for the village banks, such as keeping positive interaction with borrowers,perfecting credit mortgage system in rural areas, perfecting dishonesty punishment mecha- nism,regulating credit interest rate pricing mechanism and developing joint security system of loans a- mong rural households and so on.

关 键 词：村镇银行 贷款信用风险 博弈 风险识别 风险管理 农村金融 

分 类 号：F235.19[经济管理—会计学]