基于熵值法与生存模型的新冠肺炎疫情时期普惠型涉农贷款违约风险影响因素分析

Analysis on the Influencing Factors of Default Risk of Inclusive Agriculture Related Loans During the Epidemic Pe-riod Based on Entropy Method and Survival Model

党的十九大提出实施乡村振兴战略,之后相继出台了多项措施缩小城乡之间的经济差距、加快农村现代化进程。新冠肺炎疫情发生后,国家进一步向传统农业引流注资,相关金融支农措施迅速落地,也要求工作重心在关注普惠型涉农贷款扩大增量、增速的同时完善相关风险防控机制。通过熵值法与生存模型实证分析我国西部某省新冠肺炎疫情时期的贷款数据,筛选出影响普惠型涉农贷款中8个主要的风险影响因素并进行综合权重排名分析,并与新冠肺炎疫情前做对比。结果表明,是否曾出现逾期、农业保险覆盖率、信用评分、销售渠道是权重排名前四位的主要风险影响因素。建议商业银行与监管机构应在完善科技金融体系、持续增强新冠肺炎疫情时期贷款追踪力度、防控关键风险因素等方向加大关注力度。

The report of the 19th CPC National Congress established the development tone of the Rural Revitalization Strategy,and successively put forward a number of measures to narrow the economic gap between urban and rural areas and speed up the process of rural modernization.After the outbreak,the state further drained and injected capital into traditional agriculture,and the relevant financial measures to support agriculture were quickly implemented.It is also required to focus on the expansion and growth of inclusive agriculture related loans,and improve the relevant risk control mechanism.Through the empirical analysis of the loan data during the epidemic period in a province in Western China by entropy method and survival model,the eight main risk influencing factors affecting inclusive agriculture related loans were selected,and the comprehensive weight ranking analysis was carried out and compared with that before the epidemic.The results show that whether there has been overdue,agricultural insurance coverage,credit score and sales channel are the top four risk influencing factors.At the same time,it is suggested that commercial banks and regulators should pay more attention to improving the science and technology financial system,continuously enhancing the loan tracking ability during the epidemic period,and controlling key preventive factors.