我国商业银行供应链金融业务的信用风险评价研究
发布时间:2018-05-26 11:51
本文选题:供应链金融 + 信用风险 ; 参考:《吉林财经大学》2014年硕士论文
【摘要】:随着生产力的不断发展、市场竞争的加剧,企业之间的竞争已经逐步转化为供应链之间的竞争,供应链内部资金问题也随之产生。我国商业银行顺势开展供应链金融业务不但在一定程度上缓解了中小企业融资难的问题,而且此业务也为商业开辟了新的业务增长点。不过我国商业银行产品同质化比较严重,供应链金融业务同样存在恶性竞争、盲目扩张的趋势,信用风险不断暴露出来,因此有必要加强对供应链金融业务的信用风险监控。 本文首先从供应链金融信用风险理论基础出发,对信用风险、供应链金融的理论基础和供应链金融信用风险管理理论进行了梳理。 其次从宏观和微观两个角度总结了我国供应链金融信用风险现状。宏观上,先介绍我国供应链金融业务发展现状,然后具体指出我国商业银行供应链金融业务开展中普遍存在盲目性,不但缺乏独立的风险评估体系、缺乏严格的供应链准入标准,而且业务办理时信息技术不高。微观上,根据生产不同阶段对资金需求的特点,将供应链金融具体划分为三种模式,并具体分析了业务流程和潜在的信用风险。 再次,针对供应链金融业务信用风险的特点,将融资企业与其供应链状况相结合,建立了供应链金融业务的风险评价体系。然后利用主成分分析将26个指标降为9个指标,不但消除了指标之间共线性的影响,还有利于实践中操作执行。接着进行LOGISTIC回归分析,,得到供应链金融模式下的LOGISTIC模型,并将其与传统信贷模式下的LOGISTIC模型进行对比,发现供应链金融LOGISTIC模型不但考核的因素更加全面,而且判断准确率更高。 最后,对我国供应链金融业务发展过程中存在的问题提出针对性的建议。商业银行不但要从信用风险评估和信用风险管控两方面直接提高业务信用风险的管理水平,而且还要加强从业人员水平、建立中小企业信息库等管理辅助措施。最后还需建立信用风险预警系统,一旦发生信用风险,银行能够快速、有效的应对。
[Abstract]:With the development of productivity and the aggravation of market competition, the competition among enterprises has been gradually transformed into the competition between supply chains. The development of supply chain financial business by commercial banks in China not only alleviates the problem of financing difficulties of SMEs to a certain extent, but also opens up a new business growth point for business. However, the product homogeneity of commercial banks in our country is more serious, the supply chain financial business also exists the vicious competition, the blind expansion tendency, the credit risk unceasingly exposes, therefore, it is necessary to strengthen the credit risk monitoring to the supply chain financial business. Based on the theory of supply chain financial credit risk, this paper firstly combs the theory of credit risk, supply chain finance and supply chain finance credit risk management. Secondly, it summarizes the current situation of supply chain financial credit risk in China from macro and micro perspectives. Macroscopically, it introduces the present situation of supply chain financial business in our country, and then points out that there is blindness in the development of supply chain financial business of commercial banks in our country, not only lack of independent risk assessment system, Lack of strict supply chain access standards, and business processing information technology is not high. Microscopically, according to the characteristics of capital demand in different stages of production, the supply chain finance is divided into three models, and the business process and potential credit risk are analyzed in detail. Thirdly, according to the characteristics of credit risk of supply chain financial business, a risk evaluation system of supply chain financial business is established by combining financing enterprises with their supply chain situation. Then the principal component analysis is used to reduce the 26 indexes to 9, which not only eliminates the influence of collinearity among the indexes, but also helps to carry out the operation in practice. Then LOGISTIC regression analysis is carried out to get the LOGISTIC model under the supply chain finance model and compare it with the LOGISTIC model under the traditional credit mode. It is found that the LOGISTIC model of supply chain finance is not only more comprehensive but also more accurate. Finally, the paper puts forward some suggestions on the problems existing in the development of China's supply chain financial business. Commercial banks should not only improve the management level of business credit risk directly from the aspects of credit risk assessment and credit risk control but also strengthen the level of employees and establish the information base of small and medium-sized enterprises. Finally, credit risk warning system should be established. Once credit risk occurs, banks can deal with it quickly and effectively.
【学位授予单位】:吉林财经大学
【学位级别】:硕士
【学位授予年份】:2014
【分类号】:F832.33
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