中小企业信用评级模型构建及应用

发布时间：2018-01-13 12:04

本文关键词：中小企业信用评级模型构建及应用　出处：《天津财经大学》2014年硕士论文　论文类型：学位论文

【摘要】：中小企业为我国经济发展与民生改善作出了巨大的贡献,在国民经济中具有举足轻重的地位。但是中小企业融资困难的确是不争的事实,其原因在于商业银行对中小企业的信用评级问题,对中小企业信用评级方法进行改进是解决其信用问题的重要途径。中小企业信用评级指标体系设计得合理与否直接影响着中小企业信用等级对其信用状况的反映能力。而我国目前的评级标准并不是针对中小企业专门建立的,使中小企业的信用状况不能得到客观真实的反映。所以文章充分研究评级指标设置时的原则,运用定性与定量相结合的方法,确定最终的信用评级指标体系。层次分析法具有易于操作和能够定性定量相结合的两个优势,较为适合中小企业信用评级模型各指标权重的确定。所以,本文使用层次分析法进行模型的构建研究。通过对指标体系中各项指标进行重要性排名并构造判断矩阵,得出信用评级模型中各项指标权重情况,并建立了线性加权信用评分模型。得出模型评估结果后,这篇文章还选取了中小企业实际案例来对建立的评级模型进行实证检验,测试其评级的准确性、有效性及可行性。在文章最后,提出了一些政策建议,希望政府部门能帮助将此信用评级模型有效推广,帮助中小企业得到真实准确的评级,有效解决其融资困境。
[Abstract]:Small and medium-sized enterprises have made great contributions to the economic development and the improvement of people's livelihood in our country, which plays an important role in the national economy. However, it is an indisputable fact that the financing difficulties of small and medium-sized enterprises are indeed. The reason lies in the problem of commercial banks' credit rating to small and medium-sized enterprises. Improving the credit rating method of SMEs is an important way to solve their credit problems. Whether the credit rating index system of SMEs is reasonable or not has a direct impact on the reflection of the credit status of SMEs by credit rating. Ability. Our current rating standards are not specifically established for small and medium-sized enterprises. So that the credit status of small and medium-sized enterprises can not be objectively and truthfully reflected. Therefore, this paper fully studies the principles of rating index setting, and uses the method of combining qualitative and quantitative analysis. Determine the final credit rating index system. AHP has the advantages of easy to operate and can be combined with qualitative and quantitative analysis, which is more suitable for the determination of the weight of each index of credit rating model of small and medium-sized enterprises. This paper uses analytic hierarchy process to study the construction of the model. By ranking the importance of each index in the index system and constructing the judgment matrix, we can get the weight of each index in the credit rating model. After obtaining the evaluation results of the model, this paper also selects the actual cases of SMEs to test the rating model to test the accuracy of the rating. At the end of the article, we put forward some policy recommendations, hope that the government can help to effectively promote the credit rating model to help SMEs get a true and accurate rating. Effectively solve its financing difficulties.
【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F276.3;F832.4

【参考文献】