目前学界对县级农信社的客户信用评价研宄较少,而本文则立足于＊＊县农信
社的客户信用评价体系,以信用、信用风险、信用评价等理论为基础,结合国内
外信用评价研宄现状,对当前＊＊县农信社客户信用评价体系提出优化建议并建立
信用评价模型,该模型以＊＊县农信社的1000条农户信贷数据为建模样本,采用定
性与定量分析相结合的方法来对农户信用评价指标变量进行量化;采用主成分分
析法将众多的客户信息变量综合成互不相关且具有代表性的6个主成分,并将其
作为建模变量;采用Fisher判别分析法建立客户信用评价模型,分析其判别准确
率并利用100条验证样本数据验证该模型的实用性
本文得出的主要结论有以下三点:首先,目前我国基层农村信用社的信用评
价体系相对比较简单,有待于进一步的完善。其次,通过对本文构建的信用评价
模型实证分析可知,第三主成分即银行账户、居住时间、信用记录对客户信用评
价模型的影响较大,且通过提取的六个主成分可以对客户信息整体性产生初步了
解。最后,该信用评价模型判别准确率较高且实用性较强。符合基层农信社的实
际情况,具有重要的现实意义
关键词:信用风险;信用评价;主成分分析;Fisher判别分析
iii 北京交通大学硕士专业学位论文
ABSTRACT
ABSTRACT
With the scale of China&39;s financial institutions credit expansion, credit risk issues
have become increasingly prominent, it has gradually become the main problem of the
daily operation of financial institutions, and because of the particularity of rural
financial market and rural financial ecological environment is fragile and other reasons,
the rural financial institutions credit risk problems occur frequently, serious damage to
the construction process of transformation of rural finance institutions and the rural
financial ecological environment. Therefore, it has become an urgent task for all rural
financial institutions to actively promote the credit evaluation of rural financial
institutions and establish a rural credit evaluation system which is adapted to the current
economic situation. This paper aims to establish County Rural Credit Cooperatives
(hereinafter referred to as the County Rural Credit Cooperatives) customer credit
evaluation model, which contributes to the rural credit cooperatives to prevent and
control the credit risk, improve credit risk recognition ability of rural credit cooperatives,
provide strong support for rural credit cooperatives and credit policy, the customer
credit evaluation model in accordance with the actual situation of China&39;s rural financial
institutions, has important practical significance.
At present, scholars of the county rural credit cooperatives credit evaluation
research, customer credit evaluation system in this paper is based on the county rural
credit cooperatives, credit, credit risk, credit evaluation theory, combined with the
evaluation of the status of domestic and foreign credit, the current county rural credit
cooperatives credit evaluation system is put forward optimization suggestions and
establish credit evaluation model, the model of farmers&39; credit data in 1000 ＊ ＊ County
Rural Credit Cooperatives as modeling samples, using the method of combination of
qualitative and quantitative analysis to quantify the variables of farmer credit evaluation
index; using principal component analysis to customer information integrated into many
variables unrelated and 6 a representative principal component, and as the modeling
variables; using Fisher discriminant analysis method to establish customer credit
evaluation model, analysis the discriminant accuracy and using 100 validation samples
Data verify the usefulness of the model.
The main conclusions of this paper are as follows: first of all, the credit rating
system of rural credit cooperatives in China is relatively simple and needs to be further
iv 北京交通大学硕士专业学位论文
ABSTRACT
improved in the three years. Secondly, through the empirical analysis on the credit
evaluation model is constructed in this paper shows that the third principal component is
the bank account, residence time, credit record has great effect on the customer credit
evaluation model, and the six principal components extraction can have a preliminary
understanding of customer information integrity. Finally, the credit evaluation model
has higher accuracy and stronger practicability. In line with the actual situation of the
grass-roots rural credit cooperatives, it has important practical significance.
KEYWORDS: Credit risk; Credit rating; Principal component analysis; Fisher
discriminant analysis
V 北京交通大学硕士专业学位论文
目录
翻 iii
ABSTRACT iv
1弓丨W 1
1.1 选题背景与研宄内容1.1.1 选题背景1.1.2 研宄内容1.2 研宄目的与研宂意义1.2.1 研宄目的1.2.2 研究意义1.3 研宄思路与研宄方法1.3.1 研宄思路1.3.2 研宄方法1.4 本文的创新之处2理论基础与文献回顾2.1 信用2.1.1 信用的概念2.1.2 信用的分类2.2 信用风险2.2.1 信息风险概念2.2.2 信息不对称理论2.3 信用评价2.3.1 信用评价概念2.3.2 信用评价的划分2.3.3 信用评价的方法2.3.4我国信用评价体系发展历程2.4国内外关于农户信用评价研究现状2.4.1 国外信用评价研宄成果2.4.2国内农户信用评价研宄现状3 ＊＊县农信社信用评价体系现状及问题vi 北京交通大学硕士专业学位论文
3.1 ＊＊县农信社信用评价现状分析3.1.1 ＊＊县农信社简介及双基活动3_1.2 ＊＊县农信社信用评价流程现状3.2 ＊＊县农信社信用评价困境3.3信用评价优化的迫切性4 ＊＊县农信社新评价体系的构建与实证分析
21
4.1 新评价体系的构建
21
4.1.1评价指标体系的构建
21
4.1.2 评价模型
27
4.2 实证分析
42
5结论与建议
45
5.1 结论
45
S.2建议
45
5.3 研究局限与展望
46
参考文献
48
独创性声明
51
学位论文数据集
53
vii 北京交通大学硕士专业学位论文
1 引言
1引言
1.1选题背景与研究内容
1.1.1选题背景
随着我国社会主义改革开放的深入推进,中国的国民经济出现了快速的发展,
根据世界银行发布的全球GDP数据,中国经济己跃居全球第二。国民经济的快速
发展使得越来越多的信用结算方式走进了老百姓的日常生活中,社会生活与经济
生活的关系越来越密切,人们逐渐意识到信用的重要性。从国家层面来讲:过去
中国经济的进步与社会主义核心价值观的建设未能很好的协同发展,导致了一系
列社会问题的出现,引起了国家领导层的高度重视。为此党的十八大等多个重大
会议一再提出加强诚信体系建设,全面提高社会信用意识,打造良好的信用氛围
2016年中国社会信用体系建设取得了重大突破,我国在社会统一信用代码、信用
信息归集共享、联合奖惩等方面都取得了一定的成绩。特别是同年10月份及12
月份,《信用评级业管理暂行办法》的制定和国务院发文要求加强个人诚信体系
建设,对我国信用评级市场乱象起到了规范作用,有力地推动了信用评级市场的
正常发展,揭开了我国个人诚信体系建设的新局面。从社会经济方面来讲:在经
历了国际经济危机后,世界经济正在逐步地恢复、调整。各国产业结构正处于转
型的关键时刻,我国的社会经济也进入到了转型发展的关键时期,中国的农村经
济虽然薄弱,但在市场经济中却占据着相当大的比重,直接影响着我国社会主义
建设。农村经济发展中的三农问题作为中国经济发展中的主要问题,是我国政府
经济工作中的重中之重。如何加强农业市场的产出回报、农村经济的转型、农民
收入的增加成为三农问题的解决之路,而建立良好的信用环境、稳定的农村金融
市场则是农村经济发展的前提,因此推动农村信用体系建设、开展农村客户信用
评价工作势在必行。从金融机构方面来讲:在当前经济环境下,我国农村信贷市
场相对比较落后,农村信用社受历史原因及自身发展局限性等方面的影响,其自
身抗风险能力相对较差。面对激烈的同业竞争,如何大力发展信贷业务、扩大利
润来源成为农村信用社业务发展的重点。任何事物的发展与风险同在,如何有
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