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2008年十七届三中全会提出要建立现代农村金融体系,其中定量判断农户信贷风险成为必要的基础性研究。在分析样本机构信贷结构的基础上,将CreditMetrics模型引入农户信贷风险研究中,比较了农户、农村企业两类信贷风险状况。计量结果表明,农户信贷风险偏高,VaR值视角下农户信贷净现值甚至低于本金。这说明,国家在推进农户信贷进程中需要进一步推出优惠政策,以提供必要的激励。
The Third Plenary Session of the 17th Central Committee of the Communist Party of China proposed in 2008 to establish a modern rural financial system, in which quantitative assessment of credit risk of farmers became a necessary basic research. Based on the analysis of the credit structure of sample institutions, CreditMetrics model is introduced into the study of credit risk of farmers, and two types of credit risk situations of farmers and rural enterprises are compared. Measurement results show that farmers’ credit risk is high, and the net present value of household credit is even lower than the principal amount from the perspective of VaR. This shows that the state in the process of promoting the credit of farmers need to further introduce preferential policies to provide the necessary incentives.