供应链金融模式下中小企业信用风险评价研究

发布时间：2018-04-23 01:33

本文选题：供应链金融 + 信用风险　；参考：《河北工程大学》2014年硕士论文

【摘要】：近年来供应链金融作为一种新型的金融工具在我国快速发展，，已经成为各大银行相继开展的业务，在一定程度上解决了中小企业融资难的问题。供应链金融业务的稳健发展在很大程度上取决于如何评价并控制其信用风险。目前的研究重点大多集中在如何运用供应链金融来抵御信贷风险上，对供应链金融自身信用风险的控制研究还不是很多。通过对供应链金融信用风险进行科学有效的评价与控制，有利于银行做出准确的信贷决策，对促进供应链金融的稳健发展有重大意义。本文首先阐述了供应链金融的三种融资模式和运行机理，以及对供应链上的各个主体的影响力；其次，分析了供应链金融保兑仓、融通仓、应收账款三种融资模式的风险，并对供应链金融模式下的中小企业信用风险进行了识别，在此基础上建立了供应链金融模式下的中小企业信用风险评价指标体系；再次，阐述了Logistic回归模型及主成分分析的方法原理，在此基础上建立供应链金融模式下中小企业信用风险评价模型，并结合邯郸市30多家中小企业的样本数据检验评价模型及主成分分析，验证了Logistic回归模型及主成分分析方法的可行性与有效性。最后，本文从宏观层面、金融机构以及中小企业自身三个方面提出了供应链金融模式下中小企业信用风险的控制对策。
[Abstract]:In recent years, as a new type of financial instrument, supply chain finance has developed rapidly in our country, which has become the business of each big bank one after another, and has solved the problem of financing difficulty of small and medium-sized enterprises to a certain extent. The steady development of supply chain financial business depends to a great extent on how to evaluate and control its credit risk. At present, most of the research focuses on how to use supply chain finance to resist credit risk, and the research on credit risk control of supply chain finance itself is not much. Through the scientific and effective evaluation and control of the credit risk of supply chain finance, it is helpful for banks to make accurate credit decisions and to promote the steady development of supply chain finance. This paper first expounds three financing modes and operating mechanism of supply chain finance, and its influence on each main body of supply chain, secondly, analyzes the risk of three financing modes of supply chain finance: confirming warehouse, financing warehouse and accounts receivable. On the basis of identifying the credit risk of small and medium-sized enterprises under the supply chain finance model, this paper establishes the credit risk evaluation index system of small and medium-sized enterprises under the supply chain finance model. This paper expounds the Logistic regression model and the principal component analysis method, and establishes the credit risk evaluation model of small and medium-sized enterprises under the supply chain finance model. The feasibility and effectiveness of Logistic regression model and principal component analysis (PCA) were verified by using the sample data test model and principal component analysis (PCA) of more than 30 small and medium-sized enterprises in Handan. Finally, this paper puts forward the control countermeasures of SMEs' credit risk under the supply chain finance model from the macro level, financial institutions and SMEs themselves.
【学位授予单位】：河北工程大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F275;F224

【参考文献】