农村合作金融机构信用风险评估与预警模型及实证研究

Firstly, the authors used the statistics data and second hand material to conduct an description analysis on financial risks especially credit risk for Rural Credit Cooperatives (RCC) in China. Secondly, the authors carried out a large-scale the sample survey to collect data on default behavior of farm household, small and midsize enterprises（SMEs） and agricultural cooperatives (village administration office, VAO), a fieldwork on the financial supply behavior of RCC was also conducted. Then, the authors employed discrimination analysis and probit model to conduct an empirical study on credit risk for RCC, form the angle of farm credit and SMEs, respectively. Lastly, the authors utilized case study technique to analysis default risk of VAO, and group based lending of Farm household.

本研究在对我国农村合作金融机构的金融风险特别是其中信用风险进行定性研究的基础上，选取适当的财务比率，建立数量化的信用风险评价和金融预测预警概率模型，并运用样本实证材料推估参数，据此评测信用社行业面临危机的程度，计算有关信用社预期发生问题的概率值，然后对加强农村金融监管和风险控制，深化农村金融改革，提出合理政策建议。..