D商业银行中小企业信用评级体系研究
发布时间：2018-07-27 14:09
【摘要】：中小企业群体对我国GDP的贡献超过65%,是推动我国经济增长不可或缺的力量。资金短缺是中小企业面临的最大困扰,单一的融资渠道和较高的融资成本都制约着中小企业的发展。尽管当前互联网金融为中小企业提供了诸如P2P网贷、众筹平台等融资渠道,但是仍无法解决融资难问题。中小企业目前最主要的融资渠道仍然是商业银行贷款,这也使商业银行面临着信用风险的挑战,因此对中小企业信用风险的评估尤为重要。城市商业银行是为地方经济提供金融支持而成立,已然成为中小企业融资的首选渠道。本文对D商业银行现有中小企业信用评级存在的问题进行分析,基于存在的问题和前人研究成果初步选择6类26个指标,并通过对中小板上市的中小企业财务数据的相关性分析筛选定量指标,通过问卷调查筛选定性指标,最终确定10个定性指标和6个定量指标。随后结合层次分析法,分别对上述指标进行权重的计算,在此基础上完成信用评级体系的构建。本文选取了7家信用良好和3家信用不良的D商业银行的客户进行实证分析,运用新指标体系对10家企业重新确定信用等级,与改进前的评级体系相比结果更为合理,对D商业银行防范中小企业信用风险、提高信贷水平有着重要意义和实践价值。
[Abstract]:Small and medium-sized enterprises (SMEs) contribute more than 65% to China's GDP, which is an indispensable force to promote China's economic growth. The shortage of funds is the biggest problem faced by SMEs. The development of SMEs is restricted by single financing channel and high financing cost. Although Internet finance provides financing channels for SMEs such as P2P loan and crowdfunding platform, it still can not solve the problem of financing. At present, the main financing channel of SMEs is still commercial bank loan, which makes commercial banks face the challenge of credit risk, so it is very important to evaluate the credit risk of SMEs. City commercial bank is established to provide financial support for local economy and has become the preferred financing channel for SMEs. This paper analyzes the problems existing in the credit rating of small and medium-sized enterprises in D commercial bank. Based on the existing problems and previous research results, this paper preliminarily selects 6 kinds of 26 indicators. Through the correlation analysis of the financial data of the small and medium-sized enterprises listed on the small and medium-sized enterprises, the quantitative indexes are screened, and the 10 qualitative indexes and 6 quantitative indexes are determined by the questionnaire survey. Then, the weight of the above indexes is calculated by AHP, and the credit rating system is constructed on this basis. In this paper, the customers of 7 D commercial banks with good credit and 3 D commercial banks with bad credit are selected for empirical analysis. The new index system is used to determine the credit rating of 10 enterprises. The results are more reasonable than those before the improvement. It is of great significance and practical value for D commercial bank to guard against the credit risk of small and medium-sized enterprises and to improve the credit level.
【学位授予单位】：北京化工大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.4
本文编号：2148071
[Abstract]:Small and medium-sized enterprises (SMEs) contribute more than 65% to China's GDP, which is an indispensable force to promote China's economic growth. The shortage of funds is the biggest problem faced by SMEs. The development of SMEs is restricted by single financing channel and high financing cost. Although Internet finance provides financing channels for SMEs such as P2P loan and crowdfunding platform, it still can not solve the problem of financing. At present, the main financing channel of SMEs is still commercial bank loan, which makes commercial banks face the challenge of credit risk, so it is very important to evaluate the credit risk of SMEs. City commercial bank is established to provide financial support for local economy and has become the preferred financing channel for SMEs. This paper analyzes the problems existing in the credit rating of small and medium-sized enterprises in D commercial bank. Based on the existing problems and previous research results, this paper preliminarily selects 6 kinds of 26 indicators. Through the correlation analysis of the financial data of the small and medium-sized enterprises listed on the small and medium-sized enterprises, the quantitative indexes are screened, and the 10 qualitative indexes and 6 quantitative indexes are determined by the questionnaire survey. Then, the weight of the above indexes is calculated by AHP, and the credit rating system is constructed on this basis. In this paper, the customers of 7 D commercial banks with good credit and 3 D commercial banks with bad credit are selected for empirical analysis. The new index system is used to determine the credit rating of 10 enterprises. The results are more reasonable than those before the improvement. It is of great significance and practical value for D commercial bank to guard against the credit risk of small and medium-sized enterprises and to improve the credit level.
【学位授予单位】：北京化工大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.4
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