供应链金融视角下中小企业信用风险评估

发布时间：2018-04-08 07:37

本文选题：供应链金融　切入点：中小企业　出处：《厦门大学》2014年硕士论文

【摘要】：以往商业银行对中小企业信用风险评价主要是将单个融资企业作为主体,关注融资企业的财务指标。而这种风险评估方式忽略了企业作为供应链的一环,其信用风险很大程度上依赖于所在供应链这一关键因素。因此,本文构建了基于供应链金融视角的中小企业信用风险评估体系,该体系结合了供应链上核心企业的资信状况以及供应链关系情况,并采用基于自适应遗传算法的SVM方法建立信用风险评价分类模型。实验对比表明：该信用风险评价体系以及基于自适应遗传算法的SVM方法有助于提高商业银行信用风险评价能力,并可以缓解中小企业融资难的现状。
[Abstract]:In the past, commercial banks used to evaluate the credit risk of small and medium-sized enterprises (SMEs) by taking individual financing enterprises as the main body and paying attention to the financial indicators of financing enterprises.However, the risk assessment method neglects the enterprise as a supply chain, and its credit risk depends on the key factor of the supply chain to a great extent.Therefore, this paper constructs a credit risk assessment system for SMEs based on the perspective of supply chain finance, which combines the credit status of the core enterprises in the supply chain and the supply chain relationship.SVM method based on adaptive genetic algorithm is used to establish credit risk evaluation classification model.The experimental results show that the credit risk evaluation system and the SVM method based on adaptive genetic algorithm can improve the credit risk evaluation ability of commercial banks and alleviate the financing difficulties of SMEs.
【学位授予单位】：厦门大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F274;TP18;F832.4

【引证文献】