供应链金融下我国商业银行信用风险评估与控制研究
发布时间:2018-05-01 11:09
本文选题:供应链金融 + 信用风险 ; 参考:《东北大学》2012年硕士论文
【摘要】:供应链金融是将供应链上相关企业作为一个整体进行融资服务的新型信贷产品。供应链金融不仅有效解决中小企业融资难的困境,也增加了商业银行客户空间和盈利模式,并且促进了物流企业的发展。但是供应链金融作为我国商业银行一种新型的信贷业务,其信用风险特征和传统信贷业务不尽相同。如果商业银行只顾一味推出供应链金融产品而忽视对其信用风险管理,很有可能对商业银行利益造成损失,后果恶劣时可能使整个银行系统遭受破坏,因此有必要对我国商业银行供应链金融业务信用风险管理进行系统性研究。 本文主要从商业银行的角度比较系统的研究了供应链金融信用风险管理。可以分为五部分:第一,对供应链金融的定义、基本模式、特点和信用风险等理论进行概述。第二、对商业银行供应链金融业务的信用风险识别进行研究。分析归纳其业务开展时主要的致险因素等问题。第三、对商业银行供应链金融业务信用风险评估进行研究。其中在信用风险评估方法的选择上,利用专家打分法和logistic信用风险评估模型对信用风险进行定量研究。第四、研究商业银行控制供应链金融业务信用风险可以采取的措施,综合这些措施构建供应链融资业务贷前、贷中、贷后的风险控制体系,期望全面持续的控制信用风险。第五、结合研究结论,通过具体实例阐述商业银行在实践中如何对供应链金融业务进行信用风险管理。 论文对供应链金融的理论和应用进行研究,主要的研究方法是定性研究和定量研究相结合,理论联系实例,综合运用文献资料、数量模型运算、案例等研究方法,期望取得更好的研究效果,使得研究内容和结论具有更强的实践意义,为银行等金融机构健康发展供应链金融业务提供一定的借鉴作用。
[Abstract]:Supply chain finance is a new type of credit product which provides financing services to related enterprises in the supply chain as a whole. Supply chain finance not only effectively solves the difficulty of financing for small and medium-sized enterprises, but also increases the customer space and profit model of commercial banks, and promotes the development of logistics enterprises. However, as a new type of credit business of commercial banks in China, supply chain finance has different characteristics of credit risk and traditional credit business. If commercial banks only focus on the introduction of supply chain financial products while neglecting their credit risk management, it is likely to cause losses to the interests of commercial banks, and the entire banking system may be damaged if the consequences are abominable. Therefore, it is necessary to conduct systematic research on credit risk management of supply chain financial business of Chinese commercial banks. This paper systematically studies the credit risk management of supply chain finance from the point of view of commercial banks. It can be divided into five parts: first, the definition, basic model, characteristics and credit risk theory of supply chain finance are summarized. Secondly, the credit risk identification of the supply chain financial business of commercial banks is studied. Analyze and sum up the main risk factors when the business is carried out. Thirdly, the credit risk assessment of the supply chain financial business of commercial banks is studied. In the selection of credit risk assessment methods, the expert scoring method and logistic credit risk assessment model are used to quantitatively study credit risk. Fourthly, the paper studies the measures that commercial banks can take to control the credit risk of supply chain financial business, and synthesizes these measures to construct the risk control system before, during and after the loan of the supply chain financing business, in order to control the credit risk in a comprehensive and sustainable manner. Fifthly, combining with the conclusion of the research, this paper expounds how the commercial banks manage the credit risk of the supply chain financial business in practice through concrete examples. In this paper, the theory and application of supply chain finance are studied. The main research methods are the combination of qualitative and quantitative research, the combination of theory and examples, the comprehensive use of literature, quantitative model operation, case studies, etc. It is expected to achieve better results, make the research content and conclusions have a stronger practical significance, and provide a certain reference for banks and other financial institutions to develop supply chain financial business healthily.
【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】:F832.33;F830.42
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