融资租赁公司的客户信用风险识别与管理

发布时间：2018-06-18 04:23

本文选题：融资租赁 + 信用风险　；参考：《上海交通大学》2014年硕士论文

【摘要】：有鉴于中国融资租赁行业迅猛的发展和风险管控手段的滞后这一突出矛盾,本文利用笔者所在公司的40家违约客户和40家正常客户的样本数据,构建了6个基本影响因素;并利用二分类Logistic回归模型的实证分析方法,发现上述6个基本因素中的log(总资产)、应收账款周转率、短期借款/收入比对信用违约与否有着显著性的影响;进而构建了融资租赁承租人的信用违约模型。从而为中国融资租赁行业针对民营企业的承租人进行有效的风险管控找到一定的方法。更进一步,本文结合笔者所在公司的业务实践,对融资租赁风险管控方法、融资租赁的风险溢价机制和融资租赁的资产管理预警机制三个方面的有效性进行了分析,并在此基础上给出了相关的管理建议。本文认为现有融资租赁风险管控方法在定量指标选择及权重选择上需要借助本文实证分析得到的相关结果;并且提出了离散型和连续型的风险溢价传递机制;同时基于不同风险偏好对应的Z值不同,定义安全保障系数并用于资产管理预警。
[Abstract]:In view of the outstanding contradiction between the rapid development of Chinese financial leasing industry and the lag of risk control methods, this paper constructs six basic influencing factors by using the sample data of 40 defaulting customers and 40 normal customers of our company. By using the two-class logistic regression model, it is found that the log-value (total asset turnover, account receivable turnover, short-term loan / income ratio) has a significant impact on credit default or not. Furthermore, the credit default model of financial lease lessee is constructed. Thus, we can find a certain method for the Chinese financial leasing industry to effectively manage the risk of the private enterprise lessee. Furthermore, this paper analyzes the effectiveness of the risk control method of financial lease, the risk premium mechanism of financial lease and the early warning mechanism of asset management of financial lease, combined with the business practice of my company. On this basis, the related management suggestions are given. This paper holds that the existing risk control methods of financial leasing need to use the relevant results of empirical analysis on quantitative index selection and weight selection, and put forward discrete and continuous risk premium transfer mechanism. At the same time, based on the different Z value corresponding to different risk preference, the security coefficient is defined and used in asset management early warning.
【学位授予单位】：上海交通大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F272.3;F832.39

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