小微企业信用评价模型的国际比较及借鉴

发布时间：2018-08-22 20:44

【摘要】：我国的商业银行对小微企业进行信用评价时，沿用的是对大企业的信用评级体系，，缺乏针对小微企业的信用评估模型。从国际上来看，大多数发达国家都已经研发出针对本土小企业的信用评价模型并已应用到实践，更注重定量分析，大大提高了工作效率，取得了很好的效果。为了完善国内针对小微企业的信用评价模型，本论文以预测理论、估值理论、期权定价理论、套期保值理论等风险控制相关理论为基础，通过对美国的SBSS信用评价模型、日本八千代银行、CRD运营协议会、帝国数据银行以及印度主要的小微企业信用评价模型的分析，挖掘出模型本身及背后的关键因素，并对中国现存的典型小微企业信用评价模型进行比较分析，对现有的小微企业信用评价模型提出了完善全国性征信体系、设立可以充分反映风险的评价指标权重、软化定量指标、合理提高定性指标所占比重、提高国内小微企业数据的真实性等建议。
[Abstract]:In the credit evaluation of small and micro enterprises, the commercial banks of our country follow the credit rating system of large enterprises, and lack the credit evaluation model for small and micro enterprises. From the international point of view, most developed countries have developed the credit evaluation model for local small enterprises and applied it to practice, pay more attention to quantitative analysis, greatly improve the working efficiency and achieve good results. In order to perfect the domestic credit evaluation model for small and micro enterprises, this paper bases on the theories of risk control, such as prediction theory, valuation theory, option pricing theory, hedging theory and so on, through the SBSS credit evaluation model of the United States. Japan's 8,000 Generation Bank and CRD operating Agreement Association, Imperial data Bank and major small and micro enterprise credit evaluation models in India have been analyzed to find out the model itself and the key factors behind it. The existing credit evaluation models of small and micro enterprises in China are compared and analyzed, and the existing credit evaluation models of small and micro enterprises are put forward to perfect the national credit information system and set up evaluation index weights that can fully reflect the risks. It is suggested to soften the quantitative index, increase the proportion of qualitative index reasonably and improve the authenticity of domestic small and micro enterprise data.
【学位授予单位】：东北师范大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4;F276.3

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