近年来，随着我国经济的迅速发展，金融体系的深入改革以及脱贫攻坚战的深入 开展，传统的金融机构已经无法满足金融市场日益增长的资金需求，由此民间借贷的 作用得以充分发挥，小额贷款行业顺势崛起，迎来了全新的发展机遇。但是由于小额 贷款运营以及客户群体等方面的特殊性使得小额贷款业务在实践中存在很多问题，影 响了小额贷款公司的发展和金融市场的稳定。 本文应用文献法、定量分析法，首先对 DD 公司小额贷款业务发展现状及存在的 问题分析其成因并且对成因进行剖析。其次根据该公司小额贷款业务数据资料，选取 合理的风险评价指标建立风险评价指标体系，并在此基础上运用 logistic 回归法，确 立了风险评价模型，为该公司小额贷款业务的风险管理提供了更为合理的参考。最后 提出解决策略，以期对该公司和小额贷款行业的研究和实践提供借鉴。 通过研究得出的结论：（1）本文通过分析 DD 公司小额贷款业务发展现状得出 小额贷款业务在操作风险、信用风险、市场风险、自然风险四个方面都面临风险。从 该公司小额贷款业务现有的风险管理工作进行剖析，该公司的风险管理工作在风险管 理机制、风险评价体系、信贷队伍这三个方面存在问题，究其成因是公司内部风险管 理机制不完善、风险评价体系不合理、信贷队伍建设不到位。（2）本文针对 DD 公 司小额贷款业务风险管理存在的问题，运用 logistic 回归法构建 DD 公司小额贷款业 务风险评价模型，从借款人基本信息、工作情况、资产情况和贷款信息四个方面选取 风险评价指标，构建风险评价指标体系，并运用 logistic 回归法构建风险评价模型， 对模型结论进行分析，以此来提高该公司借款人信用风险评估的准确性。（3）提出 完善 DD 公司小额贷款业务风险管理的策略：健全公司内部风险管理机制、优化风险 评价体系、加强公司信贷队伍建设。 关键字：小额贷款业务 风险管理 logistic 回归模型 指标体系III ABSTRACT In recent years, with the rapid development of China's economy, the in-depth reform of the financial system and the in-depth launching of the battle against poverty, the traditional financial institutions have been unable to meet the growing demand for funds in the financial market. Thus, the role of private lending has been fully played, and the micro loan industry has risen with the tide, ushering in a new development opportunity. However, due to the particularity of small loan operation and customer groups, there are many problems in the practice of small loan business, which affects the development of small loan companies and the stability of financial market. In this paper, the application of literature, quantitative analysis, first of all, DD company small loan business development status and problems, analysis of its causes and causes. Secondly, according to the company's small loan business data, select reasonable risk evaluation indicators to establish the risk evaluation index system, and on this basis, using logistic regression method, established the risk evaluation model, which provides a more reasonable reference for the risk management of the company's small loan business. Finally, the paper puts forward the solution strategy, in order to provide reference for the research and practice of the company and the microfinance industry. The conclusions are as follows: (1) through the analysis of the development status of micro loan business of DD company, it is concluded that micro loan business is faced with risks in four aspects: operational risk, credit risk, market risk and natural risk. Based on the analysis of the existing risk management work of the company's small loan business, the company's risk management work has problems in risk management mechanism, risk evaluation system and credit team. The causes are that the internal risk management mechanism of the company is not perfect, the risk evaluation system is unreasonable, and the construction of credit team is not in place. (2) In view of the problems existing in the risk management of small loan business of DD company, this paper uses logistic regression method to construct the risk evaluation model of micro loan business of DD company, selects risk evaluation indexes from four aspects of basic information of borrowers, working conditions, assets and loan information, constructs risk evaluation index system, and constructs risk evaluation model by using logistic regression method The conclusion of the model is analyzed to improve the accuracy of the company's borrower credit risk assessment. (3) This paper puts forward the strategies to improve the risk management of micro loan business of DD company: improving the internal risk management mechanism, optimizing the risk evaluation system, and strengthening the construction of the company's credit team.IV KEYWORDS: Microfinance business Risk management Logistic regression model Indicator systemV 目 录 摘要 .........................................................................................................................................I Abstract................................................................................................................................III 第一章 绪论.........................................................................................................................1 1.1 论文研究的背景.......................................................................................................1 1.1.1 论文研究的背景............................................................................................1 1.1.2 论文研究目的及意义....................................................................................2 1.2 国内外研究现状......................................................................................................2 1.2.1 国外研究现状................................................................................................2 1.2.2 国内研究现状................................................................................................4 1.2.3 国内外研究现状述评....................................................................................6 1.3 论文研究的主要内容与技术路线...........................................................................6 1.3.1 主要研究内容................................................................................................6 1.3.2 研究方法........................................................................................................7 1.3.3 研究技术路线................................................................................................8 1.4 本文的创新点...........................................................................................................9 1.5 小结...........................................................................................................................9 第二章 相关概念与理论基础...........................................................................................11 2.1 相关概念.................................................................................................................11 2.1.1 小额贷款......................................................................................................11 2.1.2 小额贷款风险..............................................................................................11 2.1.3 风险管理......................................................................................................12 2.2 相关理论.................................................................................................................12 2.2.1 信息不对称理论..........................................................................................12 2.2.2 内部控制理论..............................................................................................13 2.2.3 风险管理理论..............................................................................................13 2.3 小结.........................................................................................................................14 第三章 DD 公司小额贷款业务风险管理现状分析..........................................................17 3.1 DD 公司小额贷款业务发展现状 ..........................................................................17 3.1.1 DD 公司概况 ...............................................................................................17 3.1.2 DD 公司小额贷款业务开展情况 ...............................................................18 3.2 DD 公司小额贷款业务面临的主要风险及风险管理现状 ..................................19VI 3.2.1 DD 公司小额贷款业务面临的风险 ...........................................................19 3.2.2 DD 公司小额贷款业务风险管理现状 .......................................................20 3.3 DD 公司小额贷款业务风险管理存在的问题 ......................................................23 3.3.1 风险管理机制存在的问题..........................................................................23 3.3.2 风险评价体系存在的问题..........................................................................23 3.3.3 信贷队伍存在的问题..................................................................................24 3.4 DD 公司小额贷款业务风险管理问题的成因分析 ..............................................25 3.4.1 风险管理机制不完善..................................................................................25 3.4.2 风险评价体系不合理..................................................................................26 3.4.3 信贷队伍建设不到位..................................................................................26 3.5 小结.........................................................................................................................27 第四章 DD 公司小额贷款业务风险评价模型构建..........................................................29 4.1 Logistic 回归模型的分析过程...............................................................................29 4.2 借款人风险评价指标体系构建............................................................................30 4.3 借款人是否违约的 Logistic 回归模型建立与实证分析.....................................31 4.3.1 数据来源及指标设定..................................................................................31 4.3.2 借款人是否违约的 Logistic 回归模型建立...............................................41 4.3.3 借款人是否违约的 Logistic 模型实证分析..............................................44 4.4 基于因子分析优化的 Logistic 回归模型建立与实证分析..................................45 4.4.1 基于因子分析优化的 Logistic 回归模型建立...........................................45 4.4.2 基于因子分析优化的 Logistic 模型实证分析..........................................48 4.5 风险评价结果分析.................................................................................................49 4.6 小结.........................................................................................................................50 第五章 完善 DD 公司小额贷款业务风险管理的对策与建议.........................................51 5.1 健全公司内部风险管理机制.................................................................................51 5.1.1 完善风险管理工作流程..............................................................................51 5.1.2 建立风险防范机制......................................................................................52 5.1.3 建立贷后管理机制......................................................................................53 5.2 优化风险评价体系.................................................................................................53 5.2.1 优化风险评价指标体系..............................................................................53 5.2.2 更新风险评价方法......................................................................................54 5.3 加强公司信贷队伍建设.........................................................................................54 5.3.1 建立严格的人员准入制度..........................................................................54 5.3.2 加大人力资源建设力度..............................................................................54VII 5.3.3 加强员工风险管理专题培训......................................................................54 5.4 小结.........................................................................................................................55 第六章 结论与展望.............................................................................................................57 6.1 结论.........................................................................................................................57 6.2 展望.........................................................................................................................57