商业银行供应链金融信用风险管理及实务分析

发布时间：2018-01-03 09:50

本文关键词：商业银行供应链金融信用风险管理及实务分析　出处：《南华大学》2013年硕士论文　论文类型：学位论文

【摘要】：供应链金融是商业银行等从事金融业务的机构，，为了盘活供应链的现金流，降低供销产业链的整体财务成本而提供的全面的系统的融资解决方案，它以中小企业为市场导向，致力于帮助中小企业解决其资金缺口的问题，缓解融资压力。开展供应链金融信用风险评价研及风险规避策略究，对于解决商业银行开展供应链金融业务风险管理具有重要的参考价值。首先，分析了我国当前商业银行供应链金融业务三种主要模式及供应链金融风险管理，探讨了供应链金融信用风险影响因素分析及评价指标的评分规则和专门化，为商业银行构建供应链金融信用风险评价指标体系打下了基础。其次，根据供应链模式下金融业务的特点和对象，提出了供应链金融中主要的信用风险评价指标，并且建立了新的商业银行信用风险评价指标体系。再次，应用灰色系统理论改进层次分析法，确定信用风险评价指标体系及权重。即聘请同行业专家，对拟定的金融信用风险具有从属关系的目标进行客观分析，构建判断矩阵，以白化矩阵的最大特征值对应的特征根作为权重，最后通过一致性检验判断是否需要修正评价判断矩阵，对每一层次的评价指标采用该方法，最终求出全部评价指标的权重值。然后，开展了湖南省某供应链金融信用风险评价分析，即针对某特定企业供应链体系，按照其金融信用风险评价方法得到了相应评价指标与指标权重，并与传统的融资信贷评价进行比较，证明灰色评价能够较好的评估供应链金融信用风险。同时，聘请不同行业与商业银行专家为其打分与分类，得到不同类别供应链客户群，较好的规避不同行业供应链金融信用风险。最后，在分析湖南某商业银行供应链金融业务基础上，找出存在的问题，提出相应的风险规避策略与对策建议。尤其是制定了湖南某商业银行优势目标定位管理体系，授信企业的主体准入和交易质量的综合评审体系，动态优化与调整了适用湖南某商业银行的供应链信用风险评价指标体系，并构建与之适应的供应链信用风险预警系统及配套设施。
[Abstract]:Supply chain finance is a comprehensive financing solution provided by commercial banks and other institutions engaged in financial business in order to activate the cash flow of the supply chain and reduce the overall financial cost of the supply and marketing industry chain. It takes the small and medium-sized enterprise as the market orientation, devotes to help the small and medium-sized enterprise to solve its fund gap question, alleviates the financing pressure, carries on the supply chain finance credit risk appraisal research and the risk aversion strategy investigation. It has important reference value for commercial banks to carry out risk management of supply chain financial business. First of all, it analyzes the three main modes of supply chain financial business of commercial banks in China and the risk management of supply chain finance. This paper probes into the analysis of the influencing factors of the supply chain financial credit risk and the scoring rules and specialization of the evaluation index, which lays a foundation for the commercial banks to construct the evaluation index system of the supply chain financial credit risk. Secondly, according to the characteristics and objects of the financial business in the supply chain mode, this paper puts forward the main credit risk evaluation indexes in the supply chain finance, and establishes a new credit risk evaluation index system for commercial banks. Thirdly, the grey system theory is applied to improve the analytic hierarchy process (AHP) to determine the credit risk evaluation index system and its weight. The objective of the proposed financial credit risk is analyzed objectively, and the judgment matrix is constructed, and the characteristic root corresponding to the maximum eigenvalue of the whitening matrix is taken as the weight. Finally, the consistency test is used to judge whether the evaluation judgment matrix needs to be revised, and the method is adopted to evaluate the indexes at each level, and the weight of all the evaluation indexes is finally calculated. Then, the financial credit risk evaluation analysis of a supply chain in Hunan Province is carried out, that is, according to the financial credit risk evaluation method of a specific enterprise supply chain system, the corresponding evaluation index and index weight are obtained. And compared with the traditional financing credit evaluation, it proves that the grey evaluation can better assess the credit risk of supply chain finance. At the same time, the experts from different industries and commercial banks are employed to score and classify it. Get different types of supply chain customer groups, better avoid different industries supply chain financial credit risk. Finally, on the basis of analyzing the supply chain financial business of a commercial bank in Hunan province, we find out the existing problems. Put forward the corresponding risk avoidance strategies and countermeasures, especially the establishment of a commercial bank in Hunan Province, the advantages of the positioning management system, the main body of credit enterprises access and transaction quality comprehensive evaluation system. This paper optimizes and adjusts the evaluation index system of supply chain credit risk for a commercial bank in Hunan province, and constructs a supply chain credit risk warning system and its supporting facilities.
【学位授予单位】：南华大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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