CAJ | 학술논문

论文考察了信贷约束命题,并对农户的信贷需求和借贷行为进行研究。通过设计问卷,并在安徽进行调查,结果显示,很难认为存在着严格的信贷约束;相反,大部分农户的信贷需求可以得到满足。农户融资问题更主要的原因在于农户信贷需求较低。为了检验数据的真实性和结论的可信性,我们进行了补充调研,用问卷调查的数据及顺序logistic模型所得到的经验结果证实,农户信贷基本能得到满足,而农户收入较低和投资机会较少等因素是导致农户信贷需求较低的主要原因。
논문고찰료신대약속명제,병대농호적신대수구화차대행위진행연구。통과설계문권,병재안휘진행조사,결과현시,흔난인위존재착엄격적신대약속;상반,대부분농호적신대수구가이득도만족。농호융자문제경주요적원인재우농호신대수구교저。위료검험수거적진실성화결론적가신성,아문진행료보충조연,용문권조사적수거급순서logistic모형소득도적경험결과증실,농호신대기본능득도만족,이농호수입교저화투자궤회교소등인소시도치농호신대수구교저적주요원인。
Historical simulation method,the main market risk measurement techniques,is one of the three methods in the Value - at - Risk model.With the intense competition in China＇s banking industry,China＇s commercial banks are focus on market risk measurement and asset - liability management.This paper proposes a procedure for using general historical simulation method,the hybrid method and the bootstrap method.The results show that the hybrid method or the bootstrap method is better for banks.