声明
List of Abbreviations
List of Tables
List of Figures
CHAPTER 1 INTRODUCTION
1.1 Background and Significance of the Study
1.2Statement of the Problem, Objectives of the Study and Research Questions
1.3 Research content,Ideas and Methodological approach
1.4 Literature review and empirical studies
1.4.1 Introduction
1.4.2Credit risk definitionand forms of risks in financial institutions
1.4.3Review of credit risk assessment in financial, microfinance and non-financial institutions
1.4.4Review of credit risk determinants in P2P lending industry
1.4.5Credit scoring definition,its applications and the statistical techniques employed
1.4.6Review of credit policies and financial regulations
1.4.7Literature on P2P regulations:Dodd Frank and the Consumer Financial Protection Bureau
1.4.8Empirical analysis of credit risk determinants in P2P lending
1.5Critiques of existing literature and identifying research gap
1.6Research Novelty
1.7Framework of the Study
CHAPTER 2 RELEVANT THEORETICAL BASIS
2.1 Introduction
2.2 Definition of Credit Risk Determinants
2.3Long Tail Theory (LTT) and Inclusive Finance
2.4Transaction Cost Theory
2.5Portfolio Theory
2.6Signaling theory
2.7Credit Scoring Model
CHAPTER 3 CONCEPTUAL FRAMEWORK AND HYPOTHESES DEVELOPMENT
3.1 Introduction
3.2Conceptual framework of the study
3.3Hypotheses development
CHAPTER 4 THEDEVELOPMENT OF P2P MARKETS AND ITS RISK ANALYSIS
4.1 Introduction
4.2 Development of P2P Marketplaces
4.3 Analysis of Australian P2P Market and its regulations
4.4Analysis of Risks in the P2P Loans Market
CHAPTER 5MEASUREMENT OF CREDIT RISK IN P2P LENDING MARKET
5.1 Introduction
5.2Research philosophy
5.3Construction of the Risk Measurement Models
5.4Risk Classification Methodsand Empirical Model Specification
5.5Data Description
5.5.1 Dependent Variable
5.5.2 Variables definitions
5.6Normality Test,Multicollinearity and data interpretation
5.7Statistical Package and Data Processing
5.8Sources of Literature and ethical consideration
CHAPTER 6 FINDINGS AND DISCUSSION
6.1 Introduction
6.2 Descriptive Statistics
6.3 Empirical Findings
6.4Modeling Credit Default Risk of RateSetter.com Borrowers
6.5Credit Scoring Model
6.6Discussions of Results and Findings
6.6.1 Determinants of credit risk
6.6.2 Credit scoring and its effects on credit risk in P2P industry
6.6.3Analysis of Preventive Measures towards Mitigating Online Lending Risks
6.7Summary of findings
CHAPTER 7 SUMMARY, CONCLUSION AND RECOMMENDATION
7.1 Introduction
7.2Summary and Conclusion
7.3Policy implications for P2P platforms, investors and borrowers
7.4Limitations of the Study
7.5Research Prospects
参考文献
致谢
Appendix
LIST OF PUBLICATIONS
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