Review of Arbitral Award of Network Loan and Analysis of Construction of Implementation Review Rules

The network arbitration cases arising from the network lending disputes are pouring into the courts in large numbers.It is reported that the network arbitration system of some arbitration institutions even“can accept more than 10,000 cases every day,”while online lending is booming,it has also caused a lot of contradictions and disputes,and traditional dispute resolution methods have failed to effectively respond to the need for efficient and convenient resolution of online lending disputes.This paper tries to study the arbitral award of online loans and proposes the construction of implementation review rules.

Hybrid 1DCNN-Attention with Enhanced Data Preprocessing for Loan Approval Prediction

In order to reduce the risk of non-performing loans, losses, and improve the loan approval efficiency, it is necessary to establish an intelligent loan risk and approval prediction system. A hybrid deep learning model with 1DCNN-attention network and the enhanced preprocessing techniques is proposed for loan approval prediction. Our proposed model consists of the enhanced data preprocessing and stacking of multiple hybrid modules. Initially, the enhanced data preprocessing techniques using a combination of methods such as standardization, SMOTE oversampling, feature construction, recursive feature elimination (RFE), information value (IV) and principal component analysis (PCA), which not only eliminates the effects of data jitter and non-equilibrium, but also removes redundant features while improving the representation of features. Subsequently, a hybrid module that combines a 1DCNN with an attention mechanism is proposed to extract local and global spatio-temporal features. Finally, the comprehensive experiments conducted validate that the proposed model surpasses state-of-the-art baseline models across various performance metrics, including accuracy, precision, recall, F1 score, and AUC. Our proposed model helps to automate the loan approval process and provides scientific guidance to financial institutions for loan risk control.

A Knowledge-based System for the Analysis of the Ability of Paying back Loans

This paper describes the development of a knowledgebased system (KBS) for determining whether or not, and under what conditions, a bank Ioan officer should grant a business loan to a company. The prototype system developed focuses on what is bank loans risks management, how to prevent risk by the analysis of the ability of paying back loans. The paper makes the structural analysis involved in the system's decision situation, the structured situation diagram or model, dependency diagram and the document needed by the KBS prototype system thus are developed. Through testing the samples from loan business, the quality for the analysis of the ability of paying back loans can be effectively evaluated by the KBS prototype system.

Intelligent Decision Support System for Bank Loans Risk Classification

Intelligent Decision Support System (IISS) for Bank Loans Risk Classification (BLRC), based on the way of integration Artificial Neural Network (ANN) and Expert System (ES), is proposed. According to the feature of BLRC, the key financial and non-financial factors are analyzed. Meanwhile, ES and Model Base (MB) which contain ANN are designed . The general framework,interaction and integration of the system are given. In addition, how the system realizes BLRC is elucidated in detail.

Designing of Commercial Bank Loans Risk Early Warning System Based on BP Neural Networks

According to the index early warning method, a commercial bank loans risk early warning system based on BP neural networks is proposed. The warning signal is mainly involved with the financial situation signal of loaning corporation. Except the structure description of the system structure the demonstration of attemptive designing is also elaborated.

动态视角下房地产贷款对银行业系统性风险溢出研究

基于Credit Metrics模型动态度量房地产贷款信用风险,运用双重ΔCoVaR模型分析框架量化其对单家银行风险的影响,以及对银行业系统性风险的溢出,将总体溢出分解为直接溢出和间接溢出,考量房地产贷款信用风险对银行业系统性风险的传导途径。结果显示:一方面,房地产贷款信用风险近年来整体呈上升趋势,且对银行业风险溢出显著,尤其是大规模债务违约和新冠疫情的爆发加剧了溢出效应。另一方面,房地产贷款信用风险的间接溢出大于直接溢出,且高(低)系统重要性银行产生了更大的间接(直接)溢出,表明高系统重要性银行由于与其他银行的业务联系密切,其贷款信用风险更易引发银行业内的连锁反应从而间接刺激风险爆发;低系统重要性银行因为依赖少数大型客户贷款,面临信用丢失时缺乏强劲的风险缓冲能力,更可能直接对银行业的稳定造成显著破坏。

胡适与中美《桐油借款合约》考析——基于哥大藏陈光甫文件与胡适日记的比较研究

通过哥伦比亚大学藏陈光甫文件与现存胡适日记的比较,查明具体史事,考析胡适日记的“缺失”内容,可知胡适尽管并未直接参与中美桐油借款谈判,但在关键时刻与陈光甫精诚合作,在策略制定上提供辅助和给予支持,并间接推动美国国务院对借款政策的调整和转变,为借款谈判的成功发挥了独特作用。进一步而言,中美桐油借款谈判实际上体现了国民政府对美国外交双轨并行的策略,即实行双代表体制。这一体制缘于美国政府内部对华政策的分歧,特别是联邦财政部与国务院在对华援助上的不同立场。在双代表体制下,国民政府“舍外交部而就财部”,通过陈光甫与胡适的共同努力,最终突破了美国政府内部的分歧,推动《桐油借款合约》的达成。

银行互联网贷款发展加剧了系统性风险吗?——兼论互联网贷款新规效用

互联网贷款作为商业银行数字化转型的核心业务,是防范化解系统性风险不容忽视的重点领域。以2017—2022年中国23家上市商业银行季度数据为研究样本,探究互联网贷款对系统性风险的影响和作用机制。研究发现,商业银行互联网贷款业务发展加剧了系统性风险;投向行业集中度强化了互联网贷款对系统性风险负向溢出效应,银行多元化经营则减弱了此影响;互联网贷款新规的实施有效抑制了互联网贷款对系统性风险的加剧作用。

农商银行个人贷款业务风险因素及防范措施

伴随着中国经济发展持续增长,我国农商银行个人贷款服务也在逐步扩大,其具有较高的收益和相对低的风险水平,且产品的种类及服务的多元化也为该项业务的发展提供了动力。然而,就整体状况而言,目前对个人贷款的管理仍处于初级阶段。本文旨在通过对农商银行个人贷款业务现状的深入分析,揭示其管理中存在的问题,并提出优化策略,以期提升个人贷款管理的效率和质量,推动银行业务的进一步发展。

农村土地经营权抵押贷款的探索与实践——基于江苏省泗洪县的研究

长期以来,农村地区特别是经济欠发达地区融资难现象一直存在。随着农村土地“三权分置”改革的深入推进,放活农村土地经营权成为推进农业适度规模经营、加快机械化数字化农业发展、推动乡村振兴的有效抓手,同时也成为农村地区拓宽抵押融资的一种渠道。本研究以泗洪县为例,回顾了泗洪县2016—2022年承担国家农村土地经营权抵押贷款试点的改革历程,从机制建设、政府支持、价值评估、贷款管理、风险处置等视角总结主要做法与成效,从金融机构参与、主体申贷意愿、贷款融资额度、价值评估体系等方面分析了存在的不足,从推广线上线下贷款组合贷、加强信用体系建设、完善价值评估及抵押物处置、加强宣传营造良好金融环境等方面提出对策建议,倡导更多科技型普惠金融“活水”注入乡村,加快农业农村现代化。

A Study on the Ideographic Trend of Chinese Loan Words in Translation

Based on the redefinition of Chinese loan words and corresponding types of Chinese loan words, this article makes an initiative hypothesis that nowadays the ideographic trend of Chinese loan words is being hastened to a greater degree than before.Depending on the Prototype Models Theory for the types of Chinese loan words, a comprehensive analysis of this trend is made in four aspects:the transfer from transliteration loans to loan translation;the ideographic trend of transliteration loans;the full ideograph of shift loan words;word-for-word translation of loan words.

English Loan Words in Chinese and Their Impact on Chinese

The development of China has tremendously enhanced the intercultural communication among various nations and ethnic groups. As a result, more and more words are borrowed from English into Chinese to express those western-oriented objects,concepts, values, etc. This paper focuses on English loan words and their impact on Chinese. First, their classification will be presented; then, this paper will elaborate on the main characteristics of them; at last, their lexical as well as cultural impact on Chinese are revealed. Overall, it aims at proving that English loan words help promote the development and innovation of the Chinese language and enhance the performance of different language learners thus facilitating international exchange and crosscultural communication.

Determinants of loan repayment among agricultural microcredit finance group members in Delta state, Nigeria

Background:This study examined the determinants of loan repayment among microcredit finance group members in Delta State,Nigeria.Methods:To capture the determinants of loan repayment in the study area,a total of 48 microcredit groups and 300 microcredit group members were randomly selected through a multi-stage random sampling technique.The study data was collected by questionnaire.Statistical tools such as simple descriptive statistics(table,frequency,percentage and mean)and a multiple regression analysis were used to examine the data.Results:The results indicate that females form a greater proportion of the study area microcredit group members at 70%,moreover 73%of the respondents have a household size of between 6 to 10 persons.These findings revealed that the groups had a mean 8 years of existence with a mean membership size of 13 persons.Further,an average interest rate of 40 percent per annum was charged on loans,with mean loan duration of 6 months.The regression’s result demonstrated that the determinants of the group member’s loan repayment included the group member’s age,household size,house income,and educational level,the amount of credit received,length of stay in their locality,distance to the credit source,supervision and disbursement lag.Conclusion:Therefore it was suggested that the various agricultural microcredit finance groups should carefully examine the significant determinants of loan repayment for the approach’s viability and sustainability and for optimum repayment performance.

Global Financial Crisis and Accounting Rules： The Implications of the New Exposure Draft （ED） Financial Instruments： Expected Credit Losses on the Evaluation of Banking Company Loans

During the financial crisis, the delayed recognition of credit losses on loans and other financial instruments was identified as a weakness in existing incurred loss model of impairment stated by International Accounting Standards （IAS） 39, because it is believed that this delay might generate pro-cyclical effects. In response to the recommendations of G20, Financial Crisis Advisory Group （FCAG）, and other international bodies, the International Accounting Standards Board （IASB） has undertaken, since 2009, as a part of the project to replace IAS 39, a project （partially shared with Financial Accounting Standards Board （FASB）） aimed at introducing an expected loss model of impairment. Within the scope of this subset project, the IASB has previously issued two exposure documents proposing models to account for expected credit losses： an exposure draft （ED） Financial Instrument： Amortized Cost and Impairment, published in November 2009, and a supplementary document （SD） Financial Instrument： Impairment, published jointly with the FASB in January 2011. However, neither of the two proposals received strong support from interested parties. Recently, the IASB, after the FASB＇s decision to withdraw from the joint project and to develop a separate expected credit loss model based on a single measurement approach consisting in the sole recognition of lifetime expected credit losses, published a third proposal--Ahe so-called expected credit losses model （ED/2013/3 Financial Instruments： Expected Credit Losses）.

Central bank digital currency,loan supply,and bank failure risk:a microeconomic approach

Central bank digital currencies(CBDCs),which are legal tenders in digital form,are expected to reduce currency issuance and circulation costs and broaden the scope of monetary policy.In addition,these currencies may also reduce consumers’need for conventional demand deposits,which,in turn,increases banks’loan provision costs because deposits require higher rates of return.We use a microeconomic banking model to investigate the effects of introducing an economy-wide,account-type CBDC on a bank’s loan supply and its failure risk.Given that a CBDC is expected to lower the cost of liquidity circulation and become a strong substitute for demand deposits,both the loan supply and the bank failure risk increase.These increases are countered by subsequent increases in the rates of return on term deposits and loans,which,in turn,reduce the loan supply and thus bank failure risk.These offsetting forces lead to no significant change in banking,as long as the rate of return on loans is below a certain threshold.However,once the rate is above the threshold,bank failure risk increases,thereby undermining banking stability.The problem is more pronounced when the degree of pass-through of funding costs to the loan rate is high and the profitability of a successful project is low.Our results imply that central banks wishing to introduce an economy-wide,account-type CBDC should first monitor yields on bank loans and consider policy measures that induce banks to maintain adequate liquidity reserve levels.

Loan growth and bank solvency:evidence from the Pakistani banking sector

Background:The dramatic loan growth and changes in the Pakistani banking system in mid-2000s have led to significant research attention on borrowers and lenders.This expansion and diversification in financial sector was driven by structural reforms,political stability and significant economic growth.Against this background,this study investigates the loan growth and risk-taking behavior of the banks during the expansionary periods of lending.Method:This study used dynamic two-step system generalized method of moment’s estimation technique,based on data taken from 32 banks in Pakistan over 2006-2014.Result:Loan growth has a significant effect on bank-specific and macroeconomicspecific variables.Loan growth in the previous year raises non-performing loans and decreases the solvency of banks with a time lag of many years.The driving force behind this phenomenon is weak prudential regulation among competitors,the asymmetric information of the borrowers,and,most importantly,that banks underestimate the risk of lending during credit booms.Conclusion:More regulatory measures are required to ensure a strong financial system when the volume of non-performing loan grows significantly.An increase in the capital requirement policy for rapidly growing banks is also needed because the problem of abnormal loan growth cannot be detected at the current time.At the same time,strong supervision is necessary to avoid the adverse consequences of borrower selection.

Bank loan information and information asymmetry in the stock market:evidence from China

In this study,we use bank loan information to construct proxies for corporate transparency and examine whether these measures reflect information asymmetry in the stock market.Our analysis is based on a novel dataset of stock transactions and bank loans of all publicly listed firms on the Shenzhen Stock Exchange,covering January 2008 to June 2013.We find that firms with outstanding loans have a lower level of information asymmetry in the stock market,whereas firms with defaulted loans have a higher level of asymmetry.Further evidence demonstrates that the effect of loan default on information asymmetry in the stock market is more pronounced when these loans are borrowed from joint-equity commercial banks or multiple banks and when the default occurs under inactive market conditions.Our results remain robust to a series of endogeneity and sensitivity tests and provide suggestive evidence of a close connection between the credit loan and stock markets.

A Review of Rural Policy-favored Petty Loan Forest Property Certificate Mortgage

Studying petty loan forestry property mortgage mode has significant practical meaning in fund-raising and income-increasing in the forest- agriculture industry,restructuring and expanding the industry as well as setting up scientific industrial public policies. On the basis of literature analysis and field research data,this paper will classify and analyze research papers studying in forestry,property mortgage,and therefore draws conclusions on relevant concepts of petty loan forestry property mortgage,economics and property rights theory as well. At present,the studies of petty loan forestry property mortgage are more practical that are lack of an overall theoretical framework. Considering China's real situation of petty loan forestry property mortgage mode,we have investigated some foreign cases in operating forestry property mortgage systemically and some challenges and difficulties confronted by stakeholders in real cases. Therefore,we put forward that in the current period the fund-raising in forestry industry should focus on establishing and improving an overall rural petty loan forestry property mortgage mode.

Determining pledged loan-to-value ratio:an option pricing perspective

Background:We investigated the determination of the pledged loan-to-value ratio in an optionpricing environment and mainly articulated the theoretical framework and analytical method.Methods:The basic idea is that the present value of the pledged loan payoff is equal to a put option’s value.While the interest rate is fixed and the loan is without coupon,we analyzed the pledged loan-to-value ratioin the option pricing perspective and got it that the pledged loan-to-value ratio is decided by term,excessreturn,and the value volatility of the pledge.Next,we extended the same work to coupon loan and portfoliopledge circumstances.For zero coupon and fixed interest rate circumstances,we performed a numericalanalysis.Results:Our results indicate the following:the pledged loan-to-value ratio is a convex decreasing function ofthe term;and the pledged loan-to-value ratio is a concave decreasing function of the value volatility of the pledge;and the pledged loan-to-value ratio is a concave increasing function of the risk premium.For floating interest rate circumstances,we should specify the function form between the loan interest and the risk-free rate.Conclusions:The scientific measurement of the pledged loan-to-value ratio means that simple rules of thumb or the VaR method may lead to mispricing,which could create the possibility of arbitrage.In this way,a new direction for trading derivative products of pledges will be provided.

An Analysis of the Loan Exit Gaming on Relationship Lending in China

This paper analyzes the loan exit on relationship lending in China. We define the relationship lending and analyze the value that both banks and borrowers will obtain in relationship lending, as well as some risks they will face, and then analyze the behaviors of loans exit with game theory. Our results suggest that, in general, relationship lending is helpful for the commercial banks and the enterprises to communicate information and enhance financing efficiency, while in the loan exit gaming, only when the decision of loan exit is made authentic promised by the banks, can the relationship lending effectively exert their positive function, and maintain the health cooperation between borrowers and lenders.