商业银行中小企业信用风险评价研究

发布时间：2018-05-11 10:51

本文选题：中小企业 + 信用风险　；参考：《山东大学》2012年硕士论文

【摘要】：由于中小企业自身的局限性和外部的客观情况,导致中小企业难以从商业银行获得银行贷款,在目前信贷紧缩的情况下尤为突出。且目前贷款成本超出大部分企业的负荷,使得目前中小企业贷款也难,不贷款也难。但从银行角度来看,降低贷款风险的同时追求利润最大化是其经营目标。因此,构建一套有效且准确的适用于商业银行评价中小企业信用风险的评价模型有着重要的现实意义和理论意义。本文研究的目的是建立一套有效实用的商业银行中小企业信用风险评价模型。为实现该目的,本文在前人研究和理论分析的基础上,结合中小企业信用风险的特点,构建了适合商业银行的中小企业信用风险评价的三级指标体系。然后以深圳交易所中小企业板和创业板的330家有效样本的2010年的截面数据为研究对象,采用层次分析法进行实证研究。本文采用各专家排序向量加权算术平均的方法进行数据集结,确定评价指标体系中17个三级指标的权重,然后将其实际值和在信用评价体系中的权重进行加权平均求和,得出各有效样本的企业信用得分,并分别对中小企业板和创业板上市的有效样本的2010年信用得分进行排名。通过实证分析得出,企业销售收入的增长情况对企业信用的影响最大,而固定资产的周转情况对企业信用的影响最小；中小企业板上市的中小企业中涪陵榨菜、栋梁新材、安纳达、壹桥苗业和金新农企业信用得分较高,而富临运业、黔源电力、恒基达鑫企业信用得分较低；创业板上市的中小企业中南方泵业、东软载波、北陆药业和东富龙企业信用得分较高,而宝德股份、新宁物流、中青宝企业信用得分较低。本文从商业银行角度出发的适合中小企业的信用风险评价的体系,银行可以通过使用该模型,可以更快捷地为真正有实力并需要资金的企业提供贷款,降低企业贷款成本,帮助中小企业更快更好地发展。
[Abstract]:Due to the limitation of SMEs and external objective conditions, it is difficult for SMEs to obtain bank loans from commercial banks, especially in the current situation of credit crunch. At present, the cost of loans exceeds the burden of most enterprises, which makes it difficult for SMEs to borrow and not to lend. But from the bank point of view, reducing the risk of loans while pursuing profit maximization is its business goal. Therefore, it is of great practical and theoretical significance to construct an effective and accurate evaluation model suitable for commercial banks to evaluate the credit risk of small and medium-sized enterprises. The purpose of this paper is to establish an effective and practical credit risk evaluation model for small and medium-sized enterprises in commercial banks. In order to achieve this goal, this paper, on the basis of previous research and theoretical analysis, combined with the characteristics of the credit risk of small and medium-sized enterprises, constructs a three-level index system for the credit risk evaluation of small and medium-sized enterprises suitable for commercial banks. Then, the 2010 cross-section data of 330 valid samples of the SME and gem of Shenzhen Stock Exchange are taken as the research object, and the analytic hierarchy process (AHP) is used to carry on the empirical research. In this paper, the weight of 17 third-level indexes in the evaluation index system is determined by using the weighted arithmetic average method of each expert sort vector, and then the weighted average sum of the actual value and the weight in the credit evaluation system is obtained. The enterprise credit score of each effective sample is obtained, and the 2010 credit score of the effective sample listed on the SME board and the gem is ranked respectively. Through empirical analysis, it is concluded that the growth of enterprise sales income has the greatest impact on enterprise credit, while the turnover of fixed assets has the least impact on enterprise credit. Anada, Yiqiao Miao and Jin Xinnong enterprises have higher credit scores, while Fulin Transportation Industry, Qianyuan Electric Power Company and Henderson Daxin Enterprise have lower credit scores. Beilu Pharmaceutical and East Fulong have higher credit scores, while Baode shares, Xinning Logistics and Zhongqingbao have lower credit scores. From the perspective of commercial banks, this paper presents a credit risk evaluation system suitable for small and medium-sized enterprises. By using the model, banks can provide loans to enterprises with real strength and need funds more quickly, and reduce the cost of loans. To help small and medium-sized enterprises develop faster and better.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.4;F276.3;F224

【参考文献】