当前，对于如何提高信用效率、有效控制小微贷款客户的信用风险已经成为X 银行发展过程中迫切需要解决的一个问题。因此，本文结合X银行小额贷 款的实际 背景，从定性和定量两方面来研究X银行小额贷款信用风险的影响因素，进而提出 相应的对策建议。 在定性分析部分，通过对X银行小额贷款业务信用风险管理的现状进 行分析， 根据理论研究以及前人的研究结果，讨论了X银行小额贷款业务信用风险的影响因 素，主要包含借款人年龄、婚姻状况、家庭劳动力人数、收入、还款方式等几个方 面 。在定量分析部分，采用模型实证的方法，选择X银行2015年1月至2019年6 月的221个小额贷款数据为样本，以“是否出现小额贷款违约”作为被解释变量，以 借款人年龄、婚姻 状况、家庭劳动力人数、收入、还款方式等7个指标作为解释变 量，建立logit回归模型，采用SPSS工具进行相关性分析与回归分析。研究结果表 明：与X银行小额贷款违约有显著 相关关系的指标有：借款人婚姻状况、收入、工 作年限、受教育程度；而借款人年龄、家庭劳动力人数、还款方式与X银行小额贷 款违约不存在显著相关关系。最后，本文根据实 证分析结果，结合X银行小额贷款 信用风险管理的实际问题，提出了有针对性的对策建议，即：健全小额贷款风险预 警体系、提高小额贷款信用风险防范意识、建立完善的风险内 控制度、设计保险及 再担保方案。 关键词：X银行；小额贷款；信用风险；logit模型 II ResearchoncreditriskmanagementofsmallloanofXbank ABSTRACT Atpresent,howtoimprovethecreditefficiencyandeffectivelycontrolthecredit riskofsmallandmicroloancustomershasbecomeanurgentprobleminthedevelopment processofbankX.Thispaperstudiestheinfluencingfactorsofsmallloancreditriskof bankxfrombothqualitativeandquantitativeaspects,andthenputsforward correspondingcountermeasuresandsuggestions. Inthequalitativeanalysispart,throughtheanalysisofthecurrentsituationofthe creditriskmanagementofthesmallloanbusinessofbankx,accordingtothetheoretical researchandthepreviousresearchresults,thispaperdiscussestheinfluencingfactorsof thecreditriskofthesmallloanbusinessofbankx,mainlyincludingtheborrower'sage, maritalstatus,thenumberoffamilylaborforce,income,repaymentmethodandsoon.In thepartofquantitativeanalysis,usingthemethodofmodeldemonstration,weselect221 microfinancedataofbankxfromJanuary2015toJune2019assamples,take"whether thereisamicrofinancedefault"astheexplanatoryvariable,andtake7indicatorssuchas borrower'sage,maritalstatus,numberoffamilylabor,income,repaymentmethodas explanatoryvariables,toestablishlogitregressionmodel,anduseSPSSworkers Correlationanalysisandregressionanalysiswereperformed.Theresultsshowthat:the indicatorsthathaveasignificantcorrelationwithbankX'smicroloandefaultare:the borrower'smaritalstatus,income,workingyears,educationlevel;whiletheborrower's age,numberoffamilylaborforce,repaymentmethodandbankX'smicroloandefault havenosignificantcorrelation.Finally,accordingtotheresultsofempiricalanalysis, combinedwiththepracticalproblemsofsmallloancreditriskmanagementinbankX, suggestionsare:improvetheearlywarningsystemofsmallloanrisk,improvethe III awarenessofsmallloancreditriskprevention,establishasoundriskinternalcontrol system,designinsuranceandreguaranteescheme. KEYWORDS:Xbank;smallloans;creditrisks;logitmodel IV 目录 第1章绪 论...............................................................................................................................1 1.1研究背景及意 义..........................................................................................................1 1.1.1研究背 景...........................................................................................................1 1.1.2研究意 义...........................................................................................................3 1.2国内外研究现 状..........................................................................................................3 1.2.1国外研究现 状...................................................................................................3 1.2.2国内研究现 状...................................................................................................4 1.2.3研究述 评...........................................................................................................7 1.3研究内容及方 法..........................................................................................................7 1.3.1研究内 容...........................................................................................................7 1.3.2研究方 法...........................................................................................................8 1.4研究思 路......................................................................................................................8 第2章小额贷款风险控制相关理论概 述............................................................................10 2.1概念界 定....................................................................................................................10 2.1.1小额贷 款.........................................................................................................10 2.1.2信用风 险.........................................................................................................11 2.1.3小额贷款风险管 理.........................................................................................14 2.2理论基 础....................................................................................................................16 2.2.1信息不对称理 论.............................................................................................16 2.2.2委托代理理 论.................................................................................................16 2.2.3全面风险管理理 论.........................................................................................17 第3章X银行小额贷款信用风险管理的现状及问 题.........................................................19 3.1X银行小额贷款介 绍.................................................................................................19 3.1.1X银行概 况......................................................................................................19 V 3.1.2X银行小额贷款业务概 况..............................................................................20 3.2X银行小额贷款信用风险管理的现 状.....................................................................24 3.2.1X银行小额贷款信用风险管理的组织架 构..................................................25 3.2.2X银行小额贷款信用风险管理的流程..........................................................26 3.2.3X银行小额贷款信用风险管理的内容..........................................................27 3.3X银行小额贷款信用风险管理存在的问 题.............................................................30 3.3.1缺乏健全的信贷风险预警体 系.....................................................................30 3.3.2信用风险防范意识不 强.................................................................................30 3.3.3信贷风险内控制度不健 全.............................................................................31 3.3.4缺乏有效的保险及再担保制 度.....................................................................33 第4章X银行小额贷款信用风险影响因素分 析.................................................................35 4.1小额贷款业务信用风险影响因素识 别....................................................................35 4.1.1借款人年 龄.....................................................................................................35 4.1.2借款人婚姻状 况.............................................................................................36 4.1.3家庭劳动力人数及收 入.................................................................................36 4.1.4工作年限及受教育程 度.................................................................................37 4.1.5还款方 式.........................................................................................................37 4.2小额贷款业务信用风险Logit模型分 析..................................