统一授信模式下商业银行对物流企业信用风险评价研究

发布时间：2018-03-10 11:27

本文选题：物流金融　切入点：统一授信　出处：《哈尔滨工业大学》2017年硕士论文　论文类型：学位论文

【摘要】：为了帮助中小企业融资,物流金融出现了一种创新性业务模式:“统一授信”模式。在“统一授信”模式中,最基础和最核心的环节就是商业银行要筛选出合适的物流企业进行授信。因此,有效识别出物流企业的信用风险和准确地度量物流企业信用风险大小对商业银行而言是至关重要的。学者们对物流金融方面的研究已经有了一定的成果,但是涉及到对物流企业信用风险进行度量时,实证研究的主要依据却是依靠专家打分的方法,缺乏一定的客观性。随着物流企业中出现的各种信用风险问题,商业银行急需一套能够衡量物流企业信用风险的评价指标体系。本文主要研究的是统一授信模式下,通过构建物流企业信用风险评估模型,为商业银行在开展对第三方物流企业授信业务时提供控制风险的有效参考。本文首先对我国物流企业的信用风险现状进行了简单介绍,并按照物流企业基本信息、财务因素、非财务因素以及担保分析四个方面对“统一授信”运作模式中可能会影响物流企业信用的风险进行了识别。之后,根据识别出的风险以及物流企业信用风险的影响因素,将指标划分为定性指标和定量指标,并以此为基础,构建了物流企业的信用风险评价指标体系。本文以我国2015年在A股上市的物流企业的基本数据为样本,并通过运用Logistic模型对物流企业的信用风险进行了实证研究,得到了每个影响因子的系数及每个因子对上市物流企业信用风险地影响大小。通过实证分析得到的结果如下:物流企业的经营能力和风险抵偿能力对物流企业信用风险地影响最大。其次是物流企业的发展能力。最后,物流企业的信用状况在某种程度上也会反映物流企业的信用风险状况。根据实证的结果,本文最后向商业银行提出了防范物流企业信用风险的建议,同时为物流企业提供了改进的方向。
[Abstract]:In order to help SMEs finance, logistics finance has emerged an innovative business model: "unified credit" mode. The most basic and core link is that commercial banks should screen out suitable logistics enterprises for credit. It is very important for commercial banks to identify the credit risk of logistics enterprise and measure the credit risk of logistics enterprise accurately. However, when it comes to measuring the credit risk of logistics enterprises, the main basis of empirical research is to rely on the method of scoring by experts, which lacks some objectivity. With the emergence of various credit risk problems in logistics enterprises, Commercial banks urgently need a set of evaluation index system which can measure the credit risk of logistics enterprises. This paper first introduces the current situation of credit risk of logistics enterprises in China, and according to the basic information of logistics enterprises, financial factors, The non-financial factors and guarantee analysis identify the risks that may affect the credit of logistics enterprises in the operation mode of "unified credit". Then, according to the identified risks and the influencing factors of the credit risks of logistics enterprises, The index is divided into qualitative index and quantitative index, and on this basis, the credit risk evaluation index system of logistics enterprises is constructed. And through the use of Logistic model to logistics enterprise credit risk empirical research, The coefficient of each influencing factor and the influence of each factor on the credit risk of listed logistics enterprises are obtained. The results obtained by empirical analysis are as follows: the management ability and risk offsetting ability of logistics enterprises are trust to logistics enterprises. The influence of risk is the most. Secondly, the development ability of logistics enterprises. Finally, The credit status of logistics enterprises also reflects the credit risk situation of logistics enterprises to some extent. According to the empirical results, this paper puts forward some suggestions to commercial banks to prevent the credit risk of logistics enterprises. At the same time for logistics enterprises to improve the direction.
【学位授予单位】：哈尔滨工业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4;F259.23;F253.7

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