我国船舶融资租赁承租人信用风险管理研究

发布时间：2018-03-03 03:04

本文选题：船舶融资租赁　切入点：信用风险管理　出处：《对外经济贸易大学》2017年硕士论文　论文类型：学位论文

【摘要】：近年来船舶融资租赁业务快速发展,成为银行信贷之外的第二大船舶融资渠道,为推动造船和航运市场的发展,加快航运产业链升级发挥了重要作用。但船舶融资租赁项目本身的资金密集、投资周期长、涉及面复杂的特点使得项目具有很多不确定性和较高的风险。再加上航运业目前的极度不景气,承租人违约甚至破产现象越来越严重,船舶租赁所面临的承租人信用风险加大,这使得船舶融资租赁行业进入瓶颈。由此可见,研究船舶融资租赁的承租人信用风险并加强信用风险管理十分必要。本文围绕我国船舶融资租赁承租人信用风险管理这一研究对象,从船舶融资租赁、承租人信用风险和风险管理原理及现状入手,首先阐述了船舶融资租赁承租人信用风险识别、度量和评估、控制和管理上的问题。然后从还款意愿和还款能力两个角度对承租人信用风险来源进行分析和全面识别,充分考虑到宏观经济、航运周期和船舶租赁资产价格变动等指标因素对承租人信用风险的影响。在此基础上,确立了船舶融资租赁承租人信用风险评估体系,并借鉴商业银行的信用风险评估方法,构建了相应的层次分析和模糊数学综合评价法模型。之后用真实案例验证了评估模型的可行性。最后提出一系列改进船舶融资租赁承租人信用风险管理的建议措施,对承租人信用风险管理具有一定的参考意义。
[Abstract]:In recent years, ship financing lease business has developed rapidly and become the second largest ship financing channel besides bank credit, in order to promote the development of shipbuilding and shipping market. Speeding up the upgrading of the shipping industry chain has played an important role. However, the ship financing lease project itself is capital-intensive and has a long investment cycle. The complicated characteristics of the project make the project have a lot of uncertainty and high risk. In addition, the charterer defaults and even goes bankrupt more and more seriously, and the charterer's credit risk is increased. This makes the ship finance leasing industry enter the bottleneck. It is necessary to study the charterer's credit risk and strengthen the credit risk management. The principle and present situation of charterer's credit risk and risk management are introduced. Firstly, the identification, measurement and evaluation of the charterer's credit risk are expounded. Control and management problems. Then from the perspective of repayment willingness and repayment ability to analyze and comprehensively identify the sources of credit risk of the lessee, taking full account of the macroeconomic, On the basis of this, the credit risk assessment system of ship financing charterer is established, and the credit risk assessment method of commercial banks is used for reference. Then the feasibility of the evaluation model is verified by real cases. Finally, a series of measures to improve the credit risk management of ship charterers are put forward. For lessee credit risk management has certain reference significance.
【学位授予单位】：对外经济贸易大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F552;F832.49

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