基于信用评分模型的小微企业贷款的可获得性研究

发布时间：2018-05-28 09:08

本文选题：小微企业 + 贷款可获得性　；参考：《苏州大学》2014年博士论文

【摘要】：小微企业是维系“国计”和“民生”的重要支柱，应该得到大力的支持和长足的发展，但是其融资状况却与国民经济经济中的重要性形成鲜明对比。为了改善小微企业的融资状况，从国务院、发改委、工信部、金融监管部门到各级地方政府出台了一系列政策措施，尤其针对如何提高小微企业贷款可获得性、拓宽小微企业金融服务覆盖面的问题。而商业银行迫于外部竞争压力和内部利润增长驱动，也需要逐渐调整信贷结构，，增加对小微企业贷款的力度。在中国小微企业贷款业务大发展的时机，深入剖析小微企业贷款可获得性的现状及主要障碍，借鉴国外小企业信用评分模型的做法和经验，探索中国小企业信用评分模型开发的技术和策略，有助于提高中国小微企业贷款的可获得性。首先，论文分析了中国小微企业贷款的可获得性不高的现状及原因。通过供给和需求比较得出：商业银行在贷款客户选择上偏爱规模较大的企业，冷落微型企业；小微企业贷款的可获得性不高。运用利润函数分析得出，银行在贷款客户选择上的厚此薄彼行为是基于追求利润最大化的动因，并指出应该从降低小微企业贷款的经营成本和贷款风险的角度入手，提高小微企业贷款的利润，解决信贷配给的问题。然后，论文从基本原理入手论述了小企业信用评分模型对于提高小微企业贷款可获得性的有效性，以Fair Isaac与RMA开发的SBCS模型为例介绍了其基本原理，紧接着运用富国银行的案例，证明了小企业信用评分可以有效降低运营成本和风险，并运用动态博弈模型，对比引入小企业信用评分前后的变化，论述了其在降低小微企业的道德风险，提高贷款的可获得性方面的有效性。在此基础上，论文从模型开发和应用两个方面具体论述了小企业信用评分模型如何实施。论文详细介绍了模型开发的基本流程和关键技术，包括样本的选择与变量的分组、模型的创建与检验、模型的实施与调整、模型的监测与跟踪；并且运用信息统计量进行变量的筛选和粗分组，结合Logistic回归构建了信用评分模型，并开发了简易、可操作性强的信用评分卡。最后，论文总结了美国、日本、意大利、俄罗斯等其他国家在开发和应用该模型时的经验和教训，并提出了对中国的借鉴意义。首先分析了中国商业银行应用小企业信用评分模型的现状、不足之处及有利条件，并从商业银行角度提出转变信用观念、合作开发等建议，从政府角度提出转变监管理念、做好数据服务和对小微企业贷款的动态监测等建议。
[Abstract]:Small and micro enterprises are important pillars to maintain "national planning" and "people's livelihood", which should be supported and developed greatly, but their financing status is in sharp contrast with the importance of national economy. In order to improve the financing situation of small and micro enterprises, from the State Council, the Development and Reform Commission, the Ministry of Industry and Information Technology and the financial supervision department to the local governments at all levels, a series of policies and measures have been issued, especially aimed at how to improve the availability of loans for small and micro enterprises. The issue of broadening the coverage of financial services for small and micro enterprises. Commercial banks, driven by external competitive pressure and internal profit growth, also need to gradually adjust the credit structure and increase the strength of lending to small and micro enterprises. In the opportunity of the great development of the loan business of small and micro enterprises in China, the present situation and main obstacles of the loan availability of small and micro enterprises are deeply analyzed, and the practice and experience of the credit scoring model of foreign small and micro enterprises are used for reference. To explore the techniques and strategies of developing the credit scoring model of small enterprises in China is helpful to improve the availability of loans for small and micro enterprises in China. First of all, the paper analyzes the current situation and reasons of the low availability of small and micro-enterprise loans in China. Through the comparison of supply and demand, it is concluded that commercial banks favor larger enterprises in the choice of loan customers, while the loan availability of small and micro enterprises is not high. Based on the analysis of profit function, it is concluded that the bank's behavior of favoring one or the other in the choice of loan customers is based on the motive of pursuing the maximization of profits, and it is pointed out that we should start from the angle of reducing the operating cost and loan risk of small and micro enterprises' loans. Raise the profit of small and micro enterprise loan, solve the problem of credit rationing. Then, the paper discusses the effectiveness of the small enterprise credit scoring model to improve the loan availability of small and micro enterprises from the basic principle. Taking the SBCS model developed by Fair Isaac and RMA as an example, the basic principle of the model is introduced. Then using the case of Wells Fargo, it proves that the small enterprise credit scoring can effectively reduce the operating cost and risk, and use the dynamic game model to compare the changes before and after the introduction of small business credit score. This paper discusses its effectiveness in reducing the moral hazard of small and micro enterprises and improving the availability of loans. On this basis, the paper discusses how to implement the small business credit scoring model from two aspects: model development and application. The basic process and key technologies of model development are introduced in detail, including sample selection and variable grouping, model creation and verification, model implementation and adjustment, model monitoring and tracking. Using information statistics to screen variables and coarse grouping, combined with Logistic regression, a credit scoring model is constructed, and a simple and operable credit scoring card is developed. Finally, the paper summarizes the experiences and lessons of other countries, such as the United States, Japan, Italy, Russia and other countries in the development and application of the model, and puts forward the reference significance for China. Firstly, this paper analyzes the present situation, shortcomings and favorable conditions of the application of small enterprise credit scoring model in Chinese commercial banks, and puts forward some suggestions from the perspective of commercial banks, such as changing credit concept, cooperative development and so on, and puts forward the idea of changing supervision from the angle of government. Do a good job of data services and small and micro-enterprise loan dynamic monitoring and other recommendations.
【学位授予单位】：苏州大学
【学位级别】：博士
【学位授予年份】：2014
【分类号】：F275;F832.4;F276.3

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