中小银行与大型商业银行供应链融资业务风险差异研究

发布时间：2018-04-22 04:02

本文选题：供应链融资 + 风险差异　；参考：《河北金融学院》2014年硕士论文

【摘要】：中小银行与国有大型商业银行由于成立时间、资本实力、行业地位的不同其在具体业务中所面临的风险大小也是不同的。本文的目的在于研究中小银行与国有大型商业银行在供应链融资业务中的风险差异,从而确定中小银行在供应链融资业务中应该重点关注的风险因素。本文采用层次分析法和专家打分德尔菲法进行研究,首先建立供应链融资业务风险评估体系,此体系共有三个层次的指标,分别是一级指标、二级指标与三级指标,其中一级指标项下细分若干二级指标,二级指标项下细分若干三级指标,通过对三级指标和不可细分的二级指标进行直接打分,打分的方式采用专家打分德尔菲法进行。打分后在利用专家建议的判断矩阵得到每个指标的权重系数,最后通过权重系数和直接打分的分值相结合得到各个风险指标的准确数值。本文分析得到国有大型商业银行在供应链融资业务中的宏观系统风险数值是0.556、行业系统风险是0.832、供应链协调风险是1.248、企业规模风险是2.08、流程信息化风险是1、银行具体操作风险是4.5：另一方面中小银行在此类业务中的宏观系统风险是0.42、行业系统风险是0.774、供应链协调风险是0.656、企业规模风险是0.556、流程信息化风险是0.668、银行具体操作风险是1。最后总结得出中小银行在供应链融资业务中需要注意的关键风险因素,这些因素指标的风险性都是高于其在大型银行中的。它们是宏观系统风险、行业系统风险、供应链协调风险、企业规模风险、流程信息化风险以及银行具体操作风险等。本文的实际意义在于改善并加强中小银行在供应链融资业务中的风险管理水平,通过量化的指标明确中小银行需要重点关注的风险性高于大型商业银行的风险因素,从而促进其健康发展。
[Abstract]:Small and medium-sized banks and large state-owned commercial banks are faced with different risks in specific business because of the difference of their founding time, capital strength and industry status. The purpose of this paper is to study the risk differences between small and medium-sized banks and large state-owned commercial banks in the supply chain financing business, so as to determine the risk factors that should be paid attention to by small and medium-sized banks in the supply chain financing business. In this paper, AHP and Delphi method are used to study, firstly, the risk assessment system of supply chain financing business is established. The system has three levels of indicators, one index, two index and three index. Among them, a number of secondary indexes are subdivided under the first class index, and a number of third class indexes are subdivided under the second class index. Through the direct scoring of the third grade index and the second class index which cannot be subdivided, the method of expert scoring Delphi is adopted. After scoring, the weight coefficients of each index are obtained by using the judgment matrix suggested by experts, and the accurate value of each risk index is obtained by combining the weight coefficient with the score of direct scoring. In this paper, the macro system risk value of large state-owned commercial banks in supply chain financing is 0.556, the industry system risk is 0.832, the supply chain coordination risk is 1.248, the enterprise scale risk is 2.08, the process information risk is 1, and the bank is. The specific operational risk is 4.5: on the other hand, the macro system risk, industry system risk, supply chain coordination risk, enterprise scale risk, process information risk and specific operational risk of small and medium-sized banks are 0.42, 0.774, 0.656, 0.556, 0.668 and 1 respectively. Finally, the key risk factors that should be paid attention to in the supply chain financing business of small and medium-sized banks are summarized. The risk of these factors is higher than that in large banks. They are macro system risk, industry system risk, supply chain coordination risk, enterprise scale risk, process information risk and bank operation risk. The practical significance of this paper is to improve and strengthen the risk management level of the small and medium-sized banks in the supply chain financing business. Through the quantitative indicators, it is clear that the risk factors that the small and medium-sized banks need to focus on are higher than the risk factors of the large commercial banks. In order to promote its healthy development.
【学位授予单位】：河北金融学院
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.3;F274

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