供应链融资的客观信用风险评价模型研究

发布时间：2018-06-22 22:05

本文选题：供应链融资 + 客观信用风险　；参考：《西安电子科技大学》2014年硕士论文

【摘要】：随着全球化进程的推进，经济竞争方式由企业间的竞争慢慢向供应链的竞争方向转变。所以在供应链竞争的的背景下，整合供应链资源提升供应链整体效能是提升供应链竞争力的关键所在。而对于处于供应链之中的中小企业，其成长发展中一直都伴随着融资难的问题。此时由于国内利率市场化的推进，商业银行利差的缩小，金融产品的创新和中间业务的大力开展势在必行，在此背景下,供应链融资成为商业银行新的利润增长点。所以供应链融资业务的开展，可以达到商业银行和融资企业、供应链发展共赢的局面。本文通过分析四种具有代表性的供应链融资模式，从中剖析出每种模式在融资流程中易发生风险的节点和风险控制侧重，总结出概括性强的客观风险评价要素，以此选取供应链融资客观信用风险评价指标。通过构建数学模型，依据选取的供应链融资客观信用风险评价指标和供应链融资的企业贷款数据，建立BP神经网络供应链融资客观信用风险评价模型，并且运用“3σ准则”做出初始信用风险评价，规避评价主体对样本信用评价的主观偏差，最终考量BP神经网络法在供应链融资客观信用风险评价中的适用性。最后从风险管理流程的角度，给出供应链各个参与主体发展供应链融资业务时的建议：授信机构建立完善的评价供应链融资风险的机制；融资企业加强与核心企业的业务往来，在自身实力薄弱的情况下尽可能的依托供应链来发展壮大自身实力；各级政府对供应链融资把握审慎监管的同时，建立配套的法律法规政策和营造良好的业务开展环境，积极的引导和鼓励供应链融资业务的开展；仓储企业抓住供应融资的机遇，拓展自身的业务范围，扩大业务规模使得自身的竞争力得以提升。同时认识到，通过融资参与主体各方的积极配合，，供应链融资既能满足中小企业融资的要求，也能保证降低贷款风险，实现共赢。
[Abstract]:With the advancement of globalization, the mode of economic competition is gradually changing from competition among enterprises to competition in supply chain. Therefore, in the context of supply chain competition, integrating supply chain resources to enhance the overall efficiency of supply chain is the key to enhance supply chain competitiveness. For the SMEs in the supply chain, their growth and development has always been accompanied by the problem of financing difficulties. At this time due to the promotion of the marketization of domestic interest rates, the narrowing of interest rate differentials of commercial banks, the innovation of financial products and the vigorous development of intermediate business, it is imperative that supply chain financing becomes a new profit growth point of commercial banks. Therefore, the development of supply chain financing business, can achieve commercial banks and financing enterprises, supply chain development win-win situation. By analyzing four representative supply chain financing models, this paper analyzes the risk prone node and risk control focus of each mode in the financing process, and summarizes the objective risk evaluation elements with strong generality. On this basis, the objective credit risk evaluation index of supply chain financing is selected. Based on the objective credit risk evaluation index of supply chain financing and the enterprise loan data of supply chain financing, the objective credit risk evaluation model of supply chain financing based on BP neural network is established. And using "3 蟽 criterion" to make initial credit risk evaluation, to avoid subjective deviation of evaluation subject to sample credit evaluation, and finally to consider the applicability of BP neural network method in the objective credit risk evaluation of supply chain financing. Finally, from the point of view of risk management process, the paper puts forward some suggestions on the development of supply chain financing business: credit institutions establish a perfect mechanism to evaluate supply chain financing risks, financing enterprises strengthen business transactions with core enterprises. In the case of their own weak strength to rely on the supply chain as far as possible to develop and strengthen their own strength; governments at all levels of supply chain financing grasp prudential supervision, establish supporting laws, regulations and policies and create a good business environment, Actively guide and encourage the development of supply chain financing business; warehousing enterprises seize the opportunity of supply financing expand their own business scope expand the scale of business so as to enhance their competitiveness. At the same time, it is recognized that supply chain financing can not only meet the financing requirements of small and medium-sized enterprises, but also reduce the loan risk and achieve win-win through the active cooperation of all parties involved in the financing.
【学位授予单位】：西安电子科技大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F274;F275

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