甘肃地处西部欠发达地区，作为一个农业大省，“三农”问题在经济中的影响 不容小觑,甘肃亟待从传统农业向现代农业转型。作为服务于本土的中小型商业银 行，兰州农商银行为更好的解决农民、农村、农业的“三农”问题，亟需提升涉农 信贷业务的转型发展能力以及综合服务水平，这也是促使兰州农商银行实现稳健、 快速发展的必备抓手。 机遇与挑战并存，兰州农商银行现行业务单一，主要为存款、贷款及结算类基 础业务，存在信贷资产质量难以保证、信贷风险管理体系不健全、抗风险能力较弱 的现状。本文主要针对其信贷资产中占比较大的涉农企业贷款的风险管理机制进行 研究探讨，这对于控制兰州农商银行整体不良率、改进信贷资产质量、有效管理信 用风险具有较强的指导意义。 基于以上研究背景，本文在对信用风险管理相关理论进行梳理的基础上，通过 查阅大量相关文献，将兰州农商银行涉农企业贷款中所运用的传统信用风险管理评 价方法与现代信用风险评估模型相对比，查找缺陷。同时结合问卷调查法，获得涉 农企业对于兰州农商银行信用风险管理现状及运营模式的客观评价，总结存在的主 要问题，通过对调查结果进行统计分析，针对各项问题，逐条探讨成因，并利用创 新性的期货套期保值工具，将传统的“订单农业”向“期货农业”转型，提出前瞻 性、针对性的改进对策。最后，对业务流程控制、风险预警监测等实施过程中的重 点、难点各个突破，并从规章制度、流程优化、人员培训等方面进行全过程的保障， 以达到预期的运营效果。 本文的研究具有规范兰州农商银行涉农企业贷款业务流程、创新信用风险管理 机制的作用，并能够帮助西北地区地方性农合机构寻找解决相同或相似问题的新方 法，为涉农企业贷款业务稳健发展助力。 关键词：农商银行，涉农企业贷款，信用风险管理 MBA学位论文作者：赵岂轩兰州农商银行涉农企业贷款信用风险管理改进研究 III RESEARCHONTHEIMPROVEMENTOFCREDIT RISKMANAGEMENTOFAGRICULTURAL ENTERPRISELOANOFLANZHOURURAL COMMERCIALBANK Abstract GansuProvinceislocatedintheunderdevelopedwesternregion.Asalarge agriculturalprovince,theimpactoftheproblemofagriculture,ruralandfarmers cannotbeunderestimated.GansuProvinceneedstotransformfromtraditional agriculturetomodernagriculture.Asasmallandmedium-sizedcommercialbank servingthelocaleconomy,theLanzhouRuralCommercialBankneedstoimprove thetransformationanddevelopmentabilityandcomprehensiveservicelevelofthe agriculturalcreditbusinessinordertosolvetheproblemofagriculture,ruraland farmers.TheLanzhouRuralCommercialBankshouldtakemeasurestoachievethe healthy,steadyandrapiddevelopment. Opportunitiesandchallengescoexist.InviewofthesinglestatusofLanzhou ruralcommercialbank's"deposit,loanandsettlement"business,tocopewiththe situationthatthequalityofcreditassetsisdifficulttoguarantee,thecreditrisk managementsystemisnotperfect,andtheabilitytoresistrisksisweak,thispaper discussestheriskmanagementmechanismofagriculturalenterpriseloans,which accountsforalargeproportionofitscreditassets.Therefore,itispracticaland helpfultocontroltheoverallnon-performingloanrate,toimprovethequalityof creditassetsandtomanagecreditriskeffectively. Basedontheaboveresearchbackground,onthebasisofcombingthetheoryof creditriskmanagementandconsultingalargenumberofrelevantliteratures,this papercomparesthetraditionalcreditriskmanagementevaluationmethodusedby LanzhouRuralCommercialBankforagriculturalenterpriseloanswiththe internationalmoderncreditriskevaluationmodeltofinddefects.Atthesametime, MBA学位论文作者：赵岂轩兰州农商银行涉农企业贷款信用风险管理改进研究 IV combinedwithquestionnairesurvey,agriculture-relatedenterprisesgiveanreal evaluationofthecreditriskmanagementandoperationmodeofLanzhouRural CommercialBank.Secondly,throughthestatisticalanalysisofthesurveyresults,I pointattheproblemtoexplorethereasonsonebyone.Theinnovativefutures hedgingtoolstransformthetraditional"orderagriculture"into"futuresagriculture", andformaforward-lookingandtargetedpromotionplan.Finally,inordertoensure theeffectiveimplementationofthescheme,itisnecessarytoguaranteethe implementationofthewholeprocessintheaspectsofinformationmanagement, personnelscheduling,rulesandregulations,soastoachievetheexpectedoperation effect. Thispaperhasthefunctionofstandardizingtheloanbusinessprocessand innovatingthecreditriskmanagementmechanismoftheagriculturalenterprisesin LanzhouRuralCommercialBank.Italsohelpthelocalagriculturalcooperative institutionsinNorthwestChinatofindnewmethodstosolvethesameorsimilar problems.Finally,thesteadydevelopmentofloanbusinessforagriculture-related enterpriseswillberealized. Keywords:ruralbank,agriculturalenterpriseloans,creditriskmanagement MBA学位论文作者：赵岂轩兰州农商银行涉农企业贷款信用风险管理改进研究 V 目录 中文摘要.......................................................................................................I Abstract.......................................................................................................II 第一章绪论.................................................................................................1 1.1研究背景及意义..............................................................................................1 1.1.1研究背景...................................................................................................11 1.1.2研究意义...................................................................................................1 1.2研究内容与方法..............................................................................................2 1.2.1研究内容...................................................................................................2 1.2.2研究方法...................................................................................................3 1.3研究思路与框架..............................................................................................3 1.3.1研究思路...................................................................................................4 1.3.2研究框架...................................................................................................5 1.4论文创新及不足..............................................................................................6 1.4.1论文创新...................................................................................................6 1.4.2论文不足...................................................................................................6 第二章相关理论与文献综述.....................................................................7 2.1农村商业银行涉农企业贷款概述..................................................................7 2.1.1农村商业银行的定义...............................................................................7 2.1.2涉农企业贷款的定义...............................................................................8 2.2信用风险..........................................................................................................9 2.2.1信用风险的定义.......................................................................................9 2.2.2信用风险管理流程...................................................................................10 2.2.3信用风险管理模型...................................................................................11 2.3信用风险管理相关理论...................................................................................13 2.3.1信息不对称理论.......................................................................................13 MBA学位论文作者：赵岂轩兰州农商银行涉农企业贷款信用风险管理改进研究 VI 2.3.2非均衡信贷配给理论...............................................................................14 2.3.3契约风险理论...........................................................................................14 2.4文献综述...........................................................................................................16 2.4.1国外文献综述...........................................................................................16 2.4.2国内文献综述...........................................................................................17 第三章涉农企业贷款信用风险管理现状................................................18 3.1兰州农商银行概况..........................................................................................18 3.1.1兰州农商银行简介..