基于多层次灰色评价的线上供应链金融信用风险评价

发布时间：2018-01-11 08:14

本文关键词：基于多层次灰色评价的线上供应链金融信用风险评价　出处：《渤海大学》2017年硕士论文　论文类型：学位论文

【摘要】：“互联网+”近几年如火如荼的开展,线上供应链金融服务也应运而生,然而在发展过程中出现了许多不完善之处,比起传统线下模式亦增添了一些新的信用风险。现代煤炭企业等传统工业与时俱进,通过线上平台找寻资金支持渠道。此时新的线上供应链金融作为新型的资金支持渠道,探讨信用风险因素及风险等级,以及规避信用风险变的势在必行。本文根据线上供应链金融信用风险的特性,总结对于线上供应链金融信用风险有重要影响的指标。结合实证部分中中煤交易的特点和指标筛选原则,筛选出信用风险评价指标体系指标。该评价体系中包含产业因素、信贷企业资质、信用记录、线上供应链运营情况、核心企业资质五个子评价指标体系。然后,运用熵权法计算出一级、二级以及三级的每个指标的权重。信用风险评价指标信息难以量化,存在较高的灰色性,因此本文选择多层次灰色评价方法作为评价方法来量化线上供应链金融信用风险,这一评价模型在一定程度解决了分配指数权重主观的问题。在实证研究部分,本文在中煤交易线上平台合作企业中,选出煤炭生产、贸易及用煤三家企业进行实例验证。利用已建的评价指标体系和多层次灰色评价法,计算这三个企业的信用风险评价值,得出的评价值的结果呈现从优秀到差五个函数层次,量化的评价了三家煤炭企业的风险等级,找出评价值属于函数中一般甚至较差的指标,即影响企业信用风险的薄弱环节,根据找出的薄弱环节有针对性的给予一些信用风险控制策略。
[Abstract]:"Internet" in recent years in full swing, online supply chain financial services also came into being, but in the process of development there have been a lot of imperfections. Compared with the traditional offline model, it also adds some new credit risks. Modern coal enterprises and other traditional industries keep pace with the times. Through the online platform to find funding support channels. At this time the new online supply chain finance as a new funding support channel to explore credit risk factors and risk levels. And to avoid the change of credit risk is imperative. This paper based on the characteristics of online supply chain financial credit risk. Summary of the online supply chain financial credit risk has an important impact on indicators, combined with the empirical part of the characteristics of coal trading and the principles of index selection. The index system of credit risk evaluation is selected. The evaluation system includes five sub-evaluation index system: industry factor, credit enterprise qualification, credit record, online supply chain operation, core enterprise qualification. The entropy weight method is used to calculate the weight of each index of the first, second and third levels. The information of the credit risk evaluation index is difficult to quantify, and there is a high grey degree. Therefore, this paper chooses the multi-level grey evaluation method as the evaluation method to quantify the credit risk of online supply chain finance. This evaluation model solves the subjective problem of assigning index weight to a certain extent. In the part of empirical research. In this paper, three enterprises of coal production, trade and coal use are selected for verification by using the established evaluation index system and multi-level grey evaluation method. Calculate the credit risk evaluation value of the three enterprises, the results of the evaluation value show from excellent to poor five functional levels, the quantitative evaluation of the three coal enterprises' risk levels. Find out that the evaluation value belongs to the general or even worse index in the function, that is, the weak link that affects the enterprise credit risk, and give some credit risk control strategy according to the weak link.
【学位授予单位】：渤海大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4;F426.21;F406.7

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