农民资金互助合作社规模与风险控制关系研究

Study on the Relations Between the Scale of Farmers' Credit Union Funds and Its Risk Management

农民资金互助合作社为解决农民贷款难的问题应运而生,但其发展面临着信用、流动性等多方面风险。如何科学地进行风险控制是其发展过程中亟待解决的关键问题。本文以江苏省盐城市阜宁县18家农民资金互助合作社为例,以贷款规模为核心解释变量,以信用风险、流动性风险为被解释变量,运用随机影响变截距模型分析规模对风险控制的影响。研究发现:信用风险与规模呈U形关系;流动性风险与规模呈倒U形关系。

Farmers＇ Credit Union Funds has emerged in response to the difficulty of getting loans for the farmers. However, its development is accompanied with the risk of credit, liquidity and so on. Therefore, how to manage risk efficiently becomes a key problem. Based on the field survey about 18 Farmers＇ Credit Union Funds in Funing County, Yancheng City, Jiangsu Province, this paper analyzes the impact of loan size on the credit risk and liquidity risk with Cross-section Random Effects model. The study fins that the credit risk has an ＂U-shaped＂ relationship with loan size, and the liquidity risk has an inverted ＂U-shape＂ relationship with loan size. Finally, based on the empirical analysis, this paper puts forward some policy suggestions about risk management.