金融理论与实践
金融理論與實踐
금융이론여실천
Financial Theory and Practice
2011年
7期
20~23
,共null页
农户小额信贷 信用风险 突变理论
農戶小額信貸 信用風險 突變理論
농호소액신대 신용풍험 돌변이론
Rural Small Credit Loan; Credit Risk; Catastrophe Theory
由于农户小额信贷无需抵押和担保,对其风险的测度和控制愈发重要。本文在建立评价指标体系的基础上,应用突变级数理论和突变系统中三种常用类型,并利用归一化公式对农户信用风险进行了综合评价。最后以陕西省杨凌区农信社提供的15户典型性样本为评价对象进行了实证研究,验证了该方法的客观合理性,为评价农户信用风险提供了一种新的方法。
由于農戶小額信貸無需牴押和擔保,對其風險的測度和控製愈髮重要。本文在建立評價指標體繫的基礎上,應用突變級數理論和突變繫統中三種常用類型,併利用歸一化公式對農戶信用風險進行瞭綜閤評價。最後以陝西省楊凌區農信社提供的15戶典型性樣本為評價對象進行瞭實證研究,驗證瞭該方法的客觀閤理性,為評價農戶信用風險提供瞭一種新的方法。
유우농호소액신대무수저압화담보,대기풍험적측도화공제유발중요。본문재건립평개지표체계적기출상,응용돌변급수이론화돌변계통중삼충상용류형,병이용귀일화공식대농호신용풍험진행료종합평개。최후이합서성양릉구농신사제공적15호전형성양본위평개대상진행료실증연구,험증료해방법적객관합이성,위평개농호신용풍험제공료일충신적방법。
Since rural small credit loan is a credit which grants loans without collateral and guarantees to farmers,it is considerably important to evaluate and control the household credit risk.Through establishing the evaluation index system and then using catastrophe progression theory,three common types of catastrophe system and the normalization formula,we get the comprehensive evaluation.Finally,we take the empirical test and the result shows this method is simpler and more objective,which can be used by the credit cooperatives to decide whether to authorize the loans.
