基于供应链金融的商业银行信用风险评价研究

发布时间：2018-05-20 15:05

本文选题：供应链金融 + 商业银行　；参考：《东北大学》2014年硕士论文

【摘要】：中小企业作为经济主体的主要部分,对社会稳定发展的作用日益重要,然而由于其自身条件以及金融环境限制,中小企业在向银行申请贷款时面临各种难题,在这种环境下供应链融资模式应运而生。供应链金融的产生,不仅在很大程度上缓解了企业融资困境,降低了中小企业融资的信用风险,同时扩大了银行和物流企业业务范围。因此,加强对供应链金融的信用风险评价研究能为风险管理提供理论依据,同时有助于增强供应链金融发展中的风险控制。本文采用了理论分析和实证分析、定性分析和定量分析结合的研究方法对供应链金融中的信用风险问题进行研究。在综述国内外研究现状的基础上,首先对供应链金融及其信用风险进行概述；其次分析了供应链金融的模式以及各自信用风险关注点；然后建立了以融资企业、核心企业、供应链运行状况以及融资模式项下资产状况作为一级指标的信用风险评价指标体系：最后选取了汽车行业23家中小企业近三年的数据作为样本,采用主成分分析法和Logistic模型构建信用风险评价模型并进行检验和案例分析。结果表明供应链金融模式能提高中小企业的融资能力,本文构建的信用风险评价模型具有较高的准确率和适用性。本文通过研究得出以下主要结论：首先,供应链金融方式能提高中小企业的融资能力；其次,供应链金融中信用风险受到融资企业、核心企业、供应链运行状况等多方面因素影响；最后,供应链金融的信用风险复杂多变,可以将Logistic模型引入信用风险评价模型的构建中提高风险评价的准确性。
[Abstract]:As the main part of the economy, small and medium-sized enterprises (SMEs) play an increasingly important role in the stable development of society. However, due to their own conditions and financial environment constraints, SMEs face various difficulties in applying for loans from banks. In this environment, the supply chain financing model came into being. The emergence of supply chain finance not only alleviates the financing dilemma of enterprises to a great extent, reduces the credit risk of small and medium-sized enterprises, but also expands the business scope of banks and logistics enterprises. Therefore, strengthening the research on credit risk evaluation of supply chain finance can provide theoretical basis for risk management and help to strengthen risk control in the development of supply chain finance. In this paper, the credit risk in supply chain finance is studied by theoretical analysis and empirical analysis, qualitative analysis and quantitative analysis. On the basis of summarizing the current research situation at home and abroad, firstly, it summarizes the supply chain finance and its credit risk; secondly, it analyzes the mode of supply chain finance and their respective credit risk concerns; then it establishes a financing enterprise, a core enterprise. The credit risk evaluation index system of the supply chain and the assets under the financing mode: finally, the data of 23 small and medium-sized enterprises in automobile industry are selected as samples. Principal component analysis (PCA) and Logistic model are used to construct credit risk assessment model and test and case study. The results show that the supply chain financial model can improve the financing ability of small and medium-sized enterprises. The credit risk evaluation model constructed in this paper has high accuracy and applicability. The main conclusions of this paper are as follows: firstly, supply chain finance can improve the financing ability of small and medium-sized enterprises; secondly, credit risk in supply chain finance is subject to financing enterprises, core enterprises, Finally, the credit risk of supply chain finance is complex and changeable, so the Logistic model can be introduced into the construction of credit risk evaluation model to improve the accuracy of risk assessment.
【学位授予单位】：东北大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F274;F832.33

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