基于供应链金融的汽车零配件企业信用风险评价研究

发布时间：2018-01-24 23:48

本文关键词： 汽车零配件企业供应链金融信用风险评价　出处：《江西理工大学》2014年硕士论文　论文类型：学位论文

【摘要】：汽车产业,是我国国民经济结构中的重要组成部分,已经发展成为我国国民经济的支柱性产业。汽车产业的发展水平,是衡量大国装备制造业整体发展水平的重要标志。汽车产业链的上游是汽车零配件企业,其发展状况制约着整个汽车产业的向前发展。在转变国民经济发展方式和国际竞争日益激烈的大背景下,汽车零配件企业向前发展,因受到诸多阻碍而困难千重。在阻碍其发展的众多因素之中,资金困境始终是难以绕开的一个症结。除规模较小和自身原始积累不足之外,更重要的原因在于金融服务体制的不完善,特别是在银行传统信贷制度下,由于汽车零配件企业缺乏可供抵押担保的不动产,其可授信额度微乎其微。近年来,供应链金融服务方案发展迅速,成为解决汽车零配件企业融资困境的成功创新。在供应链金融创新方案中,涉及的一个重要问题便是供应链金融模式下的信用风险评价。正确的信用风险评价,对于银行安全开展供应链金融业务至关重要。因此,本文以商业银行开展汽车零配件企业供应链金融业务的信用风险为研究对象,使用文献研究、定性分析和实证研究等方法,拟建立基于供应链金融的汽车零配件企业信用风险评价指标体系和评价模型,为商业银行正确评价其信用风险提供有益借鉴。首先,论文梳理了供应链金融及其信用风险评价方面的研究文献,说明了国内外的研究现状;其次,阐述了供应链金融信用风险相关理论,奠定了信用风险评价的理论基础;再次,通过对汽车供应链及其特点的分析,归纳总结出了汽车零配件企业供应链金融信用风险的主要影响因素,在此基础上,建立了基于供应链金融的汽车零配件企业信用风险评价指标体系;进而,通过比较主要信用风险评价方法的优劣性之后,选择了论文适用的评价方法,在选取样本和收集、整理样本数据的基础上,运用主成分分析和Logistic回归分析方法,建立了基于供应链金融的汽车零配件企业信用风险评价模型。最后,以赣州某汽车零配件企业为例,通过对其在供应链金融模式和传统信贷模式下守约概率的比较,得到供应链金融模式下其守约概率更高的结论,揭示了供应链金融能够增强汽车零配件企业的信用,有利于解决汽车零配件企业融资难的问题,以及供应链金融模式下的信用风险评价模型能够更加全面、准确地评价汽车零配件企业的真实信用风险,为商业银行正确评价其信用风险提供有益借鉴。
[Abstract]:Automobile industry, which is an important part of the national economic structure of our country, has developed into the pillar industry of our national economy and the level of development of automobile industry. It is an important symbol to measure the overall development level of equipment manufacturing industry in big country. The upstream of automobile industry chain is automobile spare parts enterprise. Its development condition restricts the whole automobile industry forward development. Under the background of changing the mode of national economy development and the increasingly fierce international competition, the automobile spare parts enterprises develop forward. It is difficult because of many obstacles. Among the many factors hindering its development, it is always difficult to avoid the problem of capital predicament, except for its small scale and its own primitive accumulation. The more important reason lies in the imperfect financial service system, especially in the bank traditional credit system, because the automobile spare parts enterprise lacks the real estate which can provide the mortgage guarantee, its credit line is very small in recent years. The scheme of supply chain financial service has developed rapidly and has become a successful innovation to solve the financing dilemma of auto parts enterprises. An important issue involved is the credit risk evaluation under the supply chain finance model. The correct credit risk evaluation is very important for banks to carry out the supply chain financial business safely. This paper takes the credit risk of the supply chain finance business of the automobile spare parts enterprise as the research object, uses the literature research, the qualitative analysis and the empirical research and so on. This paper intends to establish the credit risk evaluation index system and evaluation model of automobile spare parts enterprises based on supply chain finance to provide a useful reference for commercial banks to correctly evaluate their credit risk. This paper reviews the literature on supply chain finance and its credit risk evaluation, and explains the current research situation at home and abroad. Secondly, the related theories of credit risk in supply chain finance are expounded, and the theoretical basis of credit risk evaluation is established. Thirdly, through the analysis of the automobile supply chain and its characteristics, the paper summarizes the main influencing factors of the financial credit risk of automobile spare parts enterprise supply chain, and on this basis. The credit risk evaluation index system of automobile spare parts enterprises based on supply chain finance is established. Then, after comparing the advantages and disadvantages of the main credit risk evaluation methods, the paper selects the suitable evaluation methods, on the basis of selecting samples and collecting, collating the sample data. Based on the principal component analysis and Logistic regression analysis, the credit risk evaluation model of automobile parts enterprises based on supply chain finance is established. Finally, an automobile parts enterprise in Ganzhou is taken as an example. By comparing the contract keeping probability between the supply chain finance model and the traditional credit model, the conclusion that the contract keeping probability is higher under the supply chain finance model is obtained. It is revealed that supply chain finance can enhance the credit of auto parts enterprises, which is helpful to solve the financing problem of auto parts enterprises, and the credit risk evaluation model under the supply chain finance model can be more comprehensive. To evaluate the true credit risk of automobile spare parts enterprise accurately, to provide useful reference for commercial bank to evaluate its credit risk correctly.
【学位授予单位】：江西理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F274;F426.471

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