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论文类型： 会议论文

发表时间： 2013-07-28

收录刊物： EI、CPCI-S、Scopus

页面范围： 274-277

关键字： farmer loan; Projection Pursuit; risk factors; risk measure

摘要： Because farmer loans have some features including a small amount loan, incomplete financial information, and large mobility, establishing a credit risk evaluation model that reflects characteristics of farmer loans has great significance for risk management of commercial banks. This paper uses projection pursuit model to nonlinearly transform multiple evaluation indicators into a single indicator of credit risk, establishes measure model of credit risk for farmer loans. Moreover, the greater squared value of projection weights, the greater impact on credit risk for farmer loans. So this paper makes use of squared value of projection weights to obtain effect sizes of risk factors. The results show that the skills of lenders and their families have the largest effect on credit risk for farmer loans.