农村信用社信贷风险防范效率的实证分析

An Empirical Analysis on the RCC Efficiency of Credit Risk Controlling

文章以被访市农村信用联社为例,在总结该市农村信用联社信贷风险总体特征的基础上,选取综合业绩"好"、"中"、"差"的三家县级农村信用联社为研究对象,利用DEA模型分析法,对其信贷风险的防范效率进行了实证分析。文章的分析结论是:农村信用社信贷风险防范的总体效率较低,这表明央行专项票据置换政策这一制度供给的正向激励作用没有显著发挥;农村信用社的信贷风险防范效率存在差异,这表明央行专项票据置换政策这一强制性制度供给对不同农村信用社的激励作用不同,业绩"好"的农村信用联社的风险防范效率较高,业绩"差"的农村信用联社的信贷风险防范效率较低。

On the basis of the general feature of the credit risk ,the essay selects three rural RCC as the study objects which are respectively the level of good, the level of middle and the level of bad. The essay gives an empirical analysis on the efficiency of the credit risk controlling by DEA and draws the conclusion that the credit risk controlling of RCC is not efficient, and the result reflects the different efficiency of central bank special bill replacement policy in different RCC.