小额贷款公司系统性风险的评估与度量研究

项目名称： 小额贷款公司系统性风险的评估与度量研究

项目编号： No.71273155

项目类型： 面上项目

立项/批准年度： 2013

项目学科： 管理科学

项目作者： 胡金焱

作者单位： 山东大学

项目金额： 51万元

中文摘要： 小额贷款公司是国家为引导民间资金流向农村和欠发达地区，改善农村地区金融服务，促进农业、农民和农村经济发展而设立的商业机构。小额贷款公司的发展有利于拓宽金融服务渠道、改善农村金融服务、支持中小企业发展、抑制地下金融和非法融资活动，但同时，也出现了一些地区盲目发展、市场定位偏差、风险加大等问题。小额贷款公司系统性风险的评估、度量及防范问题研究，是一个在内容和科学研究方法等方面都值得探讨的具有创新性的课题。有鉴于此，本课题组在前期对农村金融包括小额信贷研究的基础上，结合参与国家973重大项目"金融风险控制中的定量分析与计算"，以G-期望理论为核心，同时采用量化博弈论等其他前沿研究方法，分析小额贷款公司系统性风险的产生机理，建立小额贷款公司系统性风险的评估模型，度量小额贷款公司系统性风险水平，从而为小额贷款公司风险防范和监管提供相应的措施和政策建议。

中文关键词： 小额贷款公司；系统性风险；评估；度量；绩效

英文摘要： Microfinance company is a commercial organization which established by the state to guide private capital flows to rural and underdeveloped areas, improvement of rural financial services, the promotion of agriculture, farmers and rural economic development. Development of microfinance company will broaden access to financial services, improve rural financial services, and support the development of small and medium-sized enterprises, and suppression of underground financial and illegal financing activities, but at the same time, also appeared in the blind development of some areas, market position deviation, and increased risk of problem. Study of microfinance company systemic risk assessment, measurement and prevention of problems, which is a research and scientific research methods have innovative topics. In view of this, our group in the early rural finance, including micro-credit on the basis of combination involved in the quantitative analysis of 973 major projects in the financial risk control and calculation of the G-expectations theory as the core, while using quantifiable game theory and other cutting-edge research methods, analysis of the mechanism of the systemic risk of microfinance company, microfinance company systemic risk assessment model to measure the level of systemic risk of the microfinance

英文关键词： Microfinance company；Systemic risk；Assessment；Measurement；Performance