基于VAR模型的安徽省农村金融机构风险研究
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摘要
安徽省属于农业大省,政府及学界一直高度重视三农问题。良好的金融环境与充足的资金供给是发展农业,振兴乡村建设的有力保障。农村金融风险高一直是困扰金融机构的重要问题之一。根据相关机构的金融数据,通过建立VAR模型,选取变量分析了安徽省2011-2017年间农村金融风险的影响因素。得出农村金融机构不良率与资本充足率、农民参保率、农民可支配收入呈负相关,而与涉农贷款占比呈正相关关系,并指出加大政策支农力度,提高农民可支配收入,加大农业保险宣传力度,促进农民参保积极性;加速农村金融机构的金融产品创新,强化农村金融机构的内部控制建设是控制农村金融风险的必由之路。
Anhui Province is a large agricultural province, and the government and academic circles have always attached great importance to the issue of agriculture, rural areas and farmers. A good financial environment and adequate funding are a powerful guarantee for developing agriculture and revitalizing rural construction. High rural financial risks have always been one of the important issues that plague financial institutions. According to the financial data of relevant institutions, through the establishment of VAR model, the variables were selected to measure the rural financial risks in Anhui Province from 2011 to 2017. It is concluded that the non-performing rate of rural financial institutions is negatively correlated with capital adequacy ratio, farmers' participation rate and farmers' disposable income, and is positively correlated with the proportion of agriculture-related loans. It also proposes to increase policies to support agriculture, increase farmers' disposable income, increase agricultural insurance propaganda, and promote farmers' enthusiasm for participating in insurance; accelerate the financial product innovation of rural financial institutions, and strengthen the internal control of rural financial institutions to control rural financial risks.
Anhui Province is a large agricultural province, and the government and academic circles have always attached great importance to the issue of agriculture, rural areas and farmers. A good financial environment and adequate funding are a powerful guarantee for developing agriculture and revitalizing rural construction. High rural financial risks have always been one of the important issues that plague financial institutions. According to the financial data of relevant institutions, through the establishment of VAR model, the variables were selected to measure the rural financial risks in Anhui Province from 2011 to 2017. It is concluded that the non-performing rate of rural financial institutions is negatively correlated with capital adequacy ratio, farmers' participation rate and farmers' disposable income, and is positively correlated with the proportion of agriculture-related loans. It also proposes to increase policies to support agriculture, increase farmers' disposable income, increase agricultural insurance propaganda, and promote farmers' enthusiasm for participating in insurance; accelerate the financial product innovation of rural financial institutions, and strengthen the internal control of rural financial institutions to control rural financial risks.
引文
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[2]JOSE A G.Baptista Microfinance and Investment:A Comparison with Bank and Informal Lening[J].World Development,2006,39(6):882-897.
[3]OSWALD K R.Measurement Point Prediction of Flatness Geometric Tolerance by Using Grey Thery[J].Precision Engineering,2011,25(7):171-184.
[4]柳松,邹帆.新农村建设中农村金融风险的生成机理与防范化解[J].农业现代化研究,2007(2):168-172.
[5]徐子尧,年四伍.农村地区新型银行业金融机构的风险及其防范---基于制度约束的视角[J].农村经济,2010(6):66-68.
[6]吴玉宇.加大民间资本支持新型农村金融发展问题探讨[J].时代金融,2011(35):58+63.
[7]石光.农村金融机构信贷风险控制探讨[J].现代商业,2015(27):109-110.
[8]潘燕鹏.中国农村金融风险问题研究[J].区域金融研究,2016(5):84-90.
[9]DRABENSTON M,MEEKER L.Fiancing Rural America:AConference Summary[J].Federal Reserve Bank of Kansas City Economic Rewiew,1997,82(2):115-128.
[10]FARUQEE R.Finance at Frontier.World Bank,Economic Development Institute[M].Washington,D.C:World Bank Economic Development Institute,1998.
[11]SRIAM M.The Promise and the Peril of Microfinance in Stiitutions in Indonsesia[J].Bulletin of Indonesian Economic Studies,2002,43(1):87-112.
[12]DAVID,S COSTAS X.Credit Risk Optimization Using Factor Models[J].Annals of Operations Research,2007(1):49-53.
[13]MORDUCH J.Distributional Effects of Crises:The Role of Financial Transfers[M].Washington D.C:World Bank Publications,2010.
[14]马宇.金融体系风险分担机制比较研究[J].广东金融学院学报,2007(2):68-72.
[15]杨大光,陈美宏.农村金融风险分担及补偿机制研究[J].经济学动态,2010(6):39-42.
[16]何景伟.农村金融次贷风险化解:分担及补偿机制研究[J].改革与战略,2012,28(6):66-69.
[17]邓慧博.村镇银行发展中存在的问题及政策建议[J].银行家,2017(5):126-127.