摘要
摘要
“三农”问题一直是我国经济发展中最重要问题，近年来随着国家脱贫攻
坚工作开展和乡村振兴战略的实施，“三农”经济发展也取得了较为长足的进
步。而在 2022年国务院已多次提出，作为连接城乡的县城和县域经济发展对未
来国家经济发展的重要性。可见“三农”和县域经济的发展，在未来较长时间
内会是国家经济发展的侧重点。
“三农”和县域经济的发展离不开小额贷款的支持，作为发放小额贷款的
主力军，各商业银行近年来因经济增速的放缓和市场竞争的加剧，风险事件频
发，因此有效防控风险和压降贷款逾期率成为了行业内最受关注的核心问题。
其中，对高逾期率的借款人群进行有效识别和量化逾期金额的影响因素是风险
防控技术的核心，也是银行风险管理工作的关键。所以，本篇文章的研究将针
对以上两个问题开展。
因 D邮储银行主要以小额贷款为业务发展的方向，且小额贷款信用风险问
题近年来较为突出，故本次研究将以该银行的小额贷款作为研究对象。首先，
通过文献的梳理和总结，从以往的研究成果中找出可能影响小额贷款逾期的因
素，并与该银行的小额贷款发放情况结合分析，初步圈定小额贷款逾期的影响
因素。其次，通过选取该银行小额贷款的部分发放数据作为样本，构建 Logistic
回归模型对样本进行分析，将分析结果与初步圈定的逾期影响因素结合，找到
影响该银行小额贷款逾期的显著因素，并依此识别出该银行逾期借款人群具备
的各项基本特征。再次，针对样本中逾期金额数据的半连续特征，引入 Tweedie
回归模型对逾期金额的影响因素进行分析，通过对该银行逾期借款人群的逾期
金额进行测度后，找到影响该银行小额贷款逾期金额大小的显著因素。最后，
依托模型的分析结果，指出目前信用风险管理存在的问题，有针对性的对风险
识别进行建议，并对该银行风险管理工作提出切合实际的优化措施。
本次研究能给该银行相关业务和工作的开展提供模型和数据支持，同时也
可为同行业的类似问题提供研究思路、框架和相应的技术支持，以便于各银行
有效识别逾期借款人具有的特征，并充分对自身违约客户群体进行精准画像。
在降低银行信用风险、优化贷款业务流程、提高风险控制和管理工作效率、拉
升整体信贷资产质量等方面，可以发挥良好的作用。
关键词：风险管理；信用风险；影响因素；风险识别
I
Abstract
Abstract
The problem of "agriculture, rural areas and farmers" have always been the most
important problems in our country's economic development. In recent years, along
with the work of poverty alleviation and the implementation of the rural revitalization
strategy, "agriculture, rural areas and farmers" economic development has also made
considerable progress. And in 2022 The State Council has repeatedly proposed the
importance of county and county economic development as a link between urban and
rural areas to future national economicdevelopment. It can be seen that the
development of "agriculture, rural areas and farmers" and county economy will be the
focus of national economic development for a long time in the future.
The development of "agriculture, rural areas and farmers" and county economy
cannot be separated from the support of microfinance. As the main force of issuing
microfinance, commercial banks have experienced frequent risk events due to the
slowdown of economic growth and the intensification of market competition in recent
years. Therefore, effective risk prevention and control the overdue rate reduction have
become the core issues that attract the most attention in the industry. Thereinto, it is
the core of risk prevention and control technology and thekey of bank risk
management to effectively identify and quantify the influencing factors of overdue
amount among the borrowers with high overdue rate. Therefore, this dissertation will
focus on the two issues.
Since the PSBC of D mainly takes microfinance as its business development
direction, and the credit risk of microfinance has become prominent in recent years,
this research will take the bank's microfinance as the research object. Firstly, through
literature reviewand summary,thefactors thatmay affectthe overdueof
microfinance are found out from previous research results, and the factors that affect
the overdue of microfinance are preliminarily delineated by combining analysis with
the issuing on microfinance of the bank. Second, by selecting the bank microfinance
as part of the distribution of data samples, build a logistic regression model to
I