QD担保公司担保业务风险评估方法的改进研究

发布时间：2018-05-17 19:20

本文选题：融资担保 + 模糊综合评价　；参考：《中国海洋大学》2014年硕士论文

【摘要】：风险评估是担保公司业务管理的组成部分,在业务管理过程中处于极其重要的地位。对于现代担保公司而言,风险评估是进行有效风险防范所实施的一种保证活动。它应采取系统化、规范化的方法对各项业务采取风险把控,最大化的做到既要防范风险又要保证公司实现盈利的经营目标。本人所在的QD担保公司是一家以中小企业为服务对象,为之提供融资担保的全资国有控股担保公司,而中小企业本身是一个数量众多、分布广泛、结构复杂的经济群体,其经营的不稳定性决定了对其进行担保业务的开展存在着较大的风险性,所以QD担保公司对担保业务的风险评估就显得至关重要。目前,QD担保公司的风险评估方法是对各种规模担保业务均依靠评审会制度,以评委的个人主观经验和抵押物的价值来决定是否提供担保。这种方法可以集合所有评委的个人经验及智慧进行决策,尽可能减少担保风险。但是,由于主观局限性的存在,评审会的决策包含了太多的主观误差,并且风险的度量方法长期停留在非定量的主观判断基础上,可能会由于主观决策的偏差,最终导致错失优质客户或代偿赔付。因此,尽可能减少主观偏差的影响是QD担保公司风险评估方法研究的主要方向。本文在结合QD担保公司担保业务的特点和目前风险评估方法存在的不足,尝试利用模糊综合评价法为QD担保公司的风险评估探索出一种新的方法。通过对不同类型企业进行资料收集和现场调查,分析企业生产经营的特点,建立能够全面准确反映企业发展经营状况和真实偿贷能力的评价指标体系,利用改进的层次分析方法对指标体系进行两两相对重要度排序,从而确定体系的权重。并以此为基础利用模糊数学中的隶属度向量理论对其进行多因素多层次综合评价。将评价结果与QD担保公司传统风险评价结果进行对比分析,分析结果显示,基于模糊综合评价模型的风险评价方法在项目风险隐患评估中存在定量化的优势,能够准确分析项目风险隐患程度,为公司对项目决策提供有益的技术参考。
[Abstract]:Risk assessment is an integral part of the business management of the guarantee company and plays an extremely important role in the business management process. For modern guarantee companies, risk assessment is a kind of guarantee activity for effective risk prevention. It should take a systematic and standardized method to control the risks of each business, maximize both to prevent risks and to ensure that the company to achieve profit management objectives. The QD guarantee company I belong to is a wholly owned state-owned holding guarantee company, which takes small and medium-sized enterprises as the service object and provides financing guarantee for them. The small and medium-sized enterprises themselves are an economic group with a large number, wide distribution and complex structure. The instability of its operation determines the risk of carrying out the guarantee business, so the risk assessment of the guarantee business by QD guarantee company is very important. At present, the risk assessment method of QD guarantee company is to rely on the appraisal system for all kinds of guarantee business, and decide whether to provide the guarantee according to the judge's personal subjective experience and the value of collateral. This approach brings together the personal experience and wisdom of all the judges to make decisions that minimize the risk of collateral. However, due to the existence of subjective limitations, the decision of the evaluation committee contains too many subjective errors, and the risk measurement method stays on the basis of non-quantitative subjective judgment for a long time, which may be due to the deviation of the subjective decision. Ultimately lead to the loss of quality customers or compensatory payments. Therefore, minimizing the impact of subjective bias is the main research direction of risk assessment methods for QD guarantee companies. Combined with the characteristics of the guarantee business of QD guarantee company and the shortcomings of the current risk assessment method, this paper attempts to explore a new method for the risk assessment of QD guarantee company by using the fuzzy comprehensive evaluation method. Based on the data collection and on-the-spot investigation of different types of enterprises, this paper analyzes the characteristics of enterprises' production and operation, and establishes an evaluation index system that can reflect the development and operation status of enterprises and the true ability of repayment of loans. The improved analytic hierarchy process (AHP) is used to rank the relative importance of the index system to determine the weight of the system. On the basis of this, the membership degree vector theory in fuzzy mathematics is used to evaluate the multi-factor and multi-level comprehensive evaluation. Comparing the evaluation results with the traditional risk evaluation results of QD guarantee company, the results show that the risk evaluation method based on fuzzy comprehensive evaluation model has quantitative advantages in the project risk assessment. Can accurately analyze the hidden risks of the project, and provide a useful technical reference for the company to make project decision.
【学位授予单位】：中国海洋大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F272.3;F832.39

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