供应链融资模式下商业银行信用风险评价研究

发布时间：2018-01-08 02:05

本文关键词：供应链融资模式下商业银行信用风险评价研究　出处：《东北大学》2012年硕士论文　论文类型：学位论文

【摘要】：供应链融资是通过对核心企业实行捆绑,以融资企业交易项下资产实现自我偿还,进而为供应链上下游中小企业提供信贷支持的一篮子金融产品服务方案。通过供应链融资,中小企业拓宽了融资渠道,获得了资金支持,解决了发展中对资金的燃眉之急。然而,由于我国商业银行供应链融资业务开展尚处于初级阶段,相关的风险评价系统还未建立。这会影响到供应链融资优势的进一步发挥,不利于银企长久合作和从根本上解决中小企业融资难这一关乎国计民生的难题。因此,供应链融资模式下银行对风险的评价变得及为重要,尤其对于信用风险的精确评估更是影响到供应链融资参与方合作关系的持久发展。本文主要从供应链融资模式的角度,对商业银行信用风险评价进行实证分析。首先,回顾和梳理了供应链融资及信用风险相关理论。从供应链融资的定义、特征、模式等方面对供应链融资模式与传统融资方式进行比较,阐明供应链融资模式的优势。同时,分析了供应链融资信用风险的定义、特点和类型,说明供应链融资信用风险评价与传统评价方式的差别。其次,论文比较了常用的供应链融资信用风险评价方法,通过比较,认为logistic回归分析优于其他方法。最后,选取了深交所中小板2010年度144家上市企业,以深交所2010诚信档案划分好坏客户(好客户126、坏客户18家)。论文根据国泰安数据库财务数据和财务报告附注等对自变量指标进行量化,构建了信用风险评价的指标体系,然后运用主成分分析和logistic回归分析模型,分别对传统融资模式和供应链融资模式下融资企业信用风险进行评判,得到供应链融资下企业信用风险总体判别准确率为93.80%,高于传统融资方式的87.50%,表明供应链融资模式下,中小企业资信度得到提高,更容易获得银行贷款。说明供应链融资是解决中小企业融资难的有效途径,推进供应链融资业务的发展有利于中小企业的快速发展,进而更好的发挥中小企业在国计民生中的重要作用。
[Abstract]:Supply chain financing is to achieve self-repayment of assets under the transaction of financing enterprises by bundling the core enterprises. Through the supply chain financing, SMEs broaden the financing channels and get financial support. However, the supply chain financing business of commercial banks in China is still in the initial stage. The related risk evaluation system has not been established. This will affect the further development of supply chain financing advantages. It is not conducive to long-term cooperation between banks and enterprises and fundamentally solve the financing difficulties of small and medium-sized enterprises, which is a difficult problem related to the national economy and the people's livelihood. Therefore, the evaluation of banks' risk becomes important under the mode of supply chain financing. Especially the accurate evaluation of credit risk affects the sustainable development of supply chain financing participants. This article mainly from the supply chain financing model angle, carries on the empirical analysis to the commercial bank credit risk appraisal. First, reviewed and combed the supply chain financing and the credit risk correlation theory. This paper compares the supply chain financing mode with the traditional financing mode, and clarifies the advantages of the supply chain financing mode. At the same time, it analyzes the definition, characteristics and types of the supply chain financing credit risk. Explain the difference between supply chain financing credit risk evaluation and traditional evaluation methods. Secondly, the paper compares the common methods of supply chain financing credit risk evaluation, through comparison. The conclusion is that logistic regression analysis is superior to other methods. Finally, 144 listed enterprises of Shenzhen Stock Exchange in 2010 are selected. Based on the Shenzhen Stock Exchange 2010 credit records divided into good and bad customers (good customers 126, bad customers 18). The paper according to Cathay Pacific database financial data and financial report notes and other independent variables are quantified. The index system of credit risk evaluation is constructed, and then principal component analysis and logistic regression model are used. The credit risk of financing enterprises under traditional financing mode and supply chain financing mode is evaluated, and the overall accuracy of judging enterprise credit risk under supply chain financing is 93.80%. Higher than the traditional financing mode 87.50, indicating that the supply chain financing mode, SMEs capital confidence has been improved. It is easier to obtain bank loans. It shows that supply chain financing is an effective way to solve the financing difficulties of small and medium-sized enterprises, and to promote the development of supply chain financing business is conducive to the rapid development of small and medium-sized enterprises. And then better play the role of small and medium-sized enterprises in the national economy and people's livelihood.
【学位授予单位】：东北大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.51;F224

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