构建中国商业银行中小企业风险评价模型研究与实证
发布时间：2018-10-18 08:39
【摘要】：伴随着经济全球化的进程不断加快,金融全球化也日趋深化,近些年中国的商业银行已经开始在世界金融业的舞台上崭露头角,国有商业银行海外并购、开立子公司的步伐逐渐加快。与世界金融并轨的同时,现有传统的金融文化和管理理念明显不能适应当今世界金融发展的需要,中国商业银行在迎接历史发展机遇的同时,也面临着崭新挑战。 同时,随着国内经济的发展,商业银行金融服务经济的角色定位显得越来越重要。尤其在经历了1998年和2008年的两次世界性经济危机后,中国的经济发展受到了严重的影响,要走出困境,必须实现经济转型,扩大内需,寻求一条可持续发展的道路。能否成功实现转型,关键在于中小企业。 在中国,中小企业的数量占到了企业总数的99%以上,因此中国经济发展是否健康在很大程度上要看中国中小企业在经济市场上的生命力。而现状是,如今中小的发展面临很大的困境,原因是多方面的,其中关键的一点原因是中小企业“融资难”的问题,这当中商业银行难推其责。 为此,围绕解决“融资难”这一问题,本文对我国中小企业的发展现状、融资现状作了深入的剖析,同时从商业银行角度,分析了导致中小企业融资难的深层次原因——中小企业的信息不对称以及商业银行先进信用风险度量工具的缺失。针对以上两点原因,本文深入研究了信用风险评价的理论,对国内外信用风险评价、度量手段和工具作了多角度的比较与分析,探讨了各种工具的优缺点以及适用性。最后,作者结合在实际工作中的研究与实践经验,提出了构建商业银行信用风险模型的设想：通过对Z模型的改进,建立了一套符合我国中小企业特点的商业银行风险评价模型。文中对模型的构建过程作了详细描述。同时,随机采样了3000个样本,通过实证方法,对模型作了验证,证明了模型的合理性和科学性。最后,作者采用线性回归的方法,建立了违约率与风险评价值之间的线性关系。在本文结尾处,作者对信用风险评价广泛的应用价值作了展望,提出科学的信用风险评价体系对解决中小企业融资难,促进中小企业发展将有革命性的意义。
[Abstract]:With the accelerating process of economic globalization and the deepening of financial globalization, in recent years, China's commercial banks have begun to emerge on the stage of the world financial industry. State-owned commercial banks have acquired overseas mergers and acquisitions. The pace of opening a subsidiary has gradually quickened. At the same time, the traditional financial culture and management concept can not meet the needs of the financial development in the world. Chinese commercial banks are facing new challenges while meeting the opportunities of historical development. At the same time, with the development of domestic economy, the role of commercial bank financial service economy becomes more and more important. Especially after two world economic crises in 1998 and 2008, China's economic development has been seriously affected. In order to get out of the predicament, it is necessary to realize the economic transformation, expand domestic demand and seek a sustainable development road. The key to successful transformation lies in the small and medium-sized enterprises. In China, the number of SMEs accounts for more than 99% of the total number of enterprises, so the health of China's economic development depends on the vitality of Chinese SMEs in the economic market. The present situation is that the development of small and medium-sized enterprises is facing a lot of difficulties, for many reasons, one of the key reasons is the problem of "difficult financing" for small and medium-sized enterprises, in which the commercial banks are difficult to shirk their responsibilities. Therefore, focusing on solving the problem of "financing difficulties", this paper makes a deep analysis of the development status quo and financing status of small and medium-sized enterprises in China, and at the same time, from the perspective of commercial banks, This paper analyzes the deep reasons that cause the financing difficulty of SMEs-the information asymmetry of SMEs and the lack of advanced credit risk measurement tools in commercial banks. In view of the above two reasons, this paper deeply studies the theory of credit risk evaluation, compares and analyzes the domestic and foreign credit risk evaluation, measurement methods and tools, and discusses the advantages and disadvantages and applicability of various tools. Finally, combining with the research and practical experience in the practical work, the author puts forward the assumption of constructing the credit risk model of commercial banks: through the improvement of Z model, A set of risk assessment model of commercial banks is set up in accordance with the characteristics of small and medium-sized enterprises in China. The construction process of the model is described in detail. At the same time, 3000 samples were sampled at random. The model was verified by empirical method, and the rationality and scientificity of the model were proved. Finally, the linear relationship between default rate and risk evaluation value is established by linear regression method. At the end of this paper, the author looks forward to the widely applied value of credit risk evaluation, and points out that a scientific credit risk evaluation system will have revolutionary significance in solving the difficulty of financing and promoting the development of small and medium-sized enterprises.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33;F224
本文编号：2278587
[Abstract]:With the accelerating process of economic globalization and the deepening of financial globalization, in recent years, China's commercial banks have begun to emerge on the stage of the world financial industry. State-owned commercial banks have acquired overseas mergers and acquisitions. The pace of opening a subsidiary has gradually quickened. At the same time, the traditional financial culture and management concept can not meet the needs of the financial development in the world. Chinese commercial banks are facing new challenges while meeting the opportunities of historical development. At the same time, with the development of domestic economy, the role of commercial bank financial service economy becomes more and more important. Especially after two world economic crises in 1998 and 2008, China's economic development has been seriously affected. In order to get out of the predicament, it is necessary to realize the economic transformation, expand domestic demand and seek a sustainable development road. The key to successful transformation lies in the small and medium-sized enterprises. In China, the number of SMEs accounts for more than 99% of the total number of enterprises, so the health of China's economic development depends on the vitality of Chinese SMEs in the economic market. The present situation is that the development of small and medium-sized enterprises is facing a lot of difficulties, for many reasons, one of the key reasons is the problem of "difficult financing" for small and medium-sized enterprises, in which the commercial banks are difficult to shirk their responsibilities. Therefore, focusing on solving the problem of "financing difficulties", this paper makes a deep analysis of the development status quo and financing status of small and medium-sized enterprises in China, and at the same time, from the perspective of commercial banks, This paper analyzes the deep reasons that cause the financing difficulty of SMEs-the information asymmetry of SMEs and the lack of advanced credit risk measurement tools in commercial banks. In view of the above two reasons, this paper deeply studies the theory of credit risk evaluation, compares and analyzes the domestic and foreign credit risk evaluation, measurement methods and tools, and discusses the advantages and disadvantages and applicability of various tools. Finally, combining with the research and practical experience in the practical work, the author puts forward the assumption of constructing the credit risk model of commercial banks: through the improvement of Z model, A set of risk assessment model of commercial banks is set up in accordance with the characteristics of small and medium-sized enterprises in China. The construction process of the model is described in detail. At the same time, 3000 samples were sampled at random. The model was verified by empirical method, and the rationality and scientificity of the model were proved. Finally, the linear relationship between default rate and risk evaluation value is established by linear regression method. At the end of this paper, the author looks forward to the widely applied value of credit risk evaluation, and points out that a scientific credit risk evaluation system will have revolutionary significance in solving the difficulty of financing and promoting the development of small and medium-sized enterprises.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33;F224
【引证文献】
相关博士学位论文 前1条
1 韩文强;基于成长的我国中小企业融资结构优化研究[D];中南大学;2008年
相关硕士学位论文 前1条
1 王营;基于供应链金融融资模式的企业信用风险评价研究[D];浙江理工大学;2014年
，本文编号：2278587
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