基于贷款风险损失比的农户信贷模型与应用

Farmer credit loan decision model and application based on bank credit risk losing ratio

在农户信用评级基础上,研究基于银行贷款风险损失比的农户信用贷款决策模型以及银行相应的信用贷款利率机制.通过以农户个体合理性和银行最大可接受的贷款风险损失比作为约束条件,分别在农户项目成功概率对银行期望收益的影响以及农户项目成功概率同时对银行期望收益和农户期望收益都产生影响两种不同情形的假设下,建立了相应的农户信用贷款决策模型,给出了两种不同的银行最优贷款利率机制.本文还举出实例,针对5级分类中农户不同的信用等级以及相应所获得的银行贷款授信,设计了4组不同的组合数据,分别在贷款申请金额、农户自有财富、银行最大可接受的贷款损失比以及农户项目期望收益率发生不同的变化时,农户最优项目成功概率以及银行最优贷款利率发生的变化.讨论了在银行不同的贷款利率下农户项目净期望收益率的变化以及农户项目期望收益率的合理区间。

The article studies the farmer credit loan decision model based on the bank loan risk losing ratio and the corresponding interest rate mechanism on the bank fiduciary loan.Assuming two different cases： One being that the successful probability of the farmer＇s project affects only the expected return of the bank and the other being that the successful probabitity of the farmer＇s project affects on both the expected return of the bank and the expected return of the farmer respectively,it proposes two farmer credit loan decision models and gives two different optimal loan interest rate mechanisms on the bank by taking both individual rationality of the farmer and loan risk losing ratio the bank can tolerate the most as constraint conditions.It also gives an example.Aiming at the farmer＇s different credit grades and he got the bank credit in the course of the five levels of classification,it designs 4 groups of different combinatorial data.It discusses the changes of both the optimal project successful probability of the farmer and the optimal loan interest rate of the bank based on the changes of the loan fund,the farmer＇s self-wealth,the loan risk losing ratio the bank can tolerate the most and the expected yield of the farmer.It also discusses the changes of both the net expected yield and the reasonable interval of the expected yield for the farmer project.