商业银行对供应链融资的风险评价问题研究

发布时间：2018-06-02 09:07

本文选题：风险管理 + 信用评价　；参考：《昆明理工大学》2014年硕士论文

【摘要】：供应链融资近几年在国内有了很大的发展,由于其依赖于供应链管理理论,并有效解决了中小企业融资难的问题,所以最近十年来,尤其是近五年在国内得到了广泛地研究。供应链融资是惠及多方的,对银行而言,扩大了银行的客户群,为其进一步的业务拓展提供了空间,真正服务了实体经济；对物流企业而言,参与供应链融资是使其业务不再仅仅停留在传统业务上；对中小企业而言,有效解决了业务发展过程中的资金短缺问题；对核心企业而言,中小企业的融资得到了解决,更有利于核心企业的供应链管理。然而供应链融资由于涉及的主体更多,融资方式较为灵活,信息不对称更加复杂,所以运作起来风险因素更加多样化。所以文章在定性分析以及前人研究的基础上,构建了一套针对供应链上融资中小企业的信用风险评价指标体系,通过计算判断企业信用风险的相对大小,以期为商业银行的供应链融资风险管理提供参考。本文首先明确了供应链融资的概念、理论基础,指出供应链融资的风险特征。其次,基于信用风险管理理论及供应链融资在国内的发展情况,对供应链融资中的信用风险进行识别。再次,结合前人研究及本文的定性分析,构建融资企业的信用风险管理评价指标体系。随后,本文使用主成分分析法从供应链融资样本企业的信用风险评价指标中筛选出主要的风险因子,并将此作为关键指标构建供应链融资企业的信用评价决策样本。进一步通过灰色关联理论,建立起企业供应链融资各样本企业与信用评价最优的供应链融资的灰色关联关系,最终得出各供应链融资企业的综合信用评价值大小,商业银行以此判断各样本企业的信用风险相对大小。最后,本文结合供应链融资的发展现状、遇到的问题以及模型分析过程,对供应链融资下商业银行的风险管理提出了对策建议。
[Abstract]:Supply chain financing has developed greatly in China in recent years. Because it depends on the supply chain management theory and effectively solves the problem of financing difficulty for small and medium-sized enterprises, it has been widely studied in China in the last ten years, especially in the last five years. Supply chain financing benefits many parties. For banks, it expands the bank's customer base, provides room for further business expansion, and truly serves the real economy; for logistics enterprises, Participation in supply chain financing is to make its business no longer stay in the traditional business; for small and medium-sized enterprises, effectively solve the problem of shortage of funds in the process of business development; for core enterprises, the financing of SMEs has been resolved. More conducive to the core enterprise supply chain management. However, because supply chain financing involves more subjects, financing methods are more flexible, information asymmetry is more complex, so the operational risk factors are more diversified. On the basis of qualitative analysis and previous studies, this paper constructs a set of credit risk evaluation index system for SMEs in supply chain, and judges the relative size of enterprise credit risk by calculation. In order to provide a reference for the supply chain financing risk management of commercial banks. Firstly, this paper clarifies the concept and theoretical basis of supply chain financing, and points out the risk characteristics of supply chain financing. Secondly, based on the theory of credit risk management and the development of supply chain financing in China, credit risk in supply chain financing is identified. Thirdly, combining with the previous research and qualitative analysis of this paper, the credit risk management evaluation index system of financing enterprises is constructed. Then, the principal component analysis method is used to select the main risk factors from the credit risk evaluation index of the supply chain financing sample enterprises, and use this as the key index to construct the credit evaluation decision sample of the supply chain financing enterprises. Through the grey correlation theory, the grey correlation relationship between the sample enterprises and the supply chain financing with the best credit evaluation is established. Finally, the comprehensive credit evaluation value of the supply chain financing enterprises is obtained. Commercial banks judge the relative size of credit risk of each sample enterprise. Finally, based on the development of supply chain financing, the problems encountered and the process of model analysis, the paper puts forward some countermeasures and suggestions for the risk management of commercial banks under supply chain financing.
【学位授予单位】：昆明理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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