XX银行小企业信用评级及应用研究及应用

发布时间：2018-05-10 14:48

本文选题：信用风险 + 信用评价　；参考：《青岛大学》2017年硕士论文

【摘要】：小企业已经成为我国市场经济发展中不可忽视的重要因素,然而小企业融资难成为制约小企业发展的瓶颈。资金是小企业发展的血脉,由于小企业财务信息不健全,抗风险能力较差,使得小企业融资比较困难。本研究通过考察小企业的还款能力和还款意愿对小企业信用情况进行准确判定,为银行贷款发放和贷款定价提供重要依据。本论文共分五章。第一章分析了论文的选题背景、国内外研究进展、研究方法、研究的技术路线。第二章信用评级理论。第三章构建小企业信用评级指标体系。第四建立小企业信用评级模型。第五章建立小企业信用评级划分标准。第六章为结论与展望。论文的主要工作如下:(1)通过定性和定量相结合的方法构建小企业信用评级指标体系。借鉴权威机构评级指标和先进银行实践经验以及经典学术成果,确定海选信用评价指标集。通过专家知识经验和筛选原则对海选指标进行简化,并借助定量评级指标之间的相关关系筛选出信息含量高的指标,构建小企业信用评级指标体系,确保评级结果准确性。(2)小企业信用评级模型。对正向、负向的评价指标进行标准化消除指标的量纲,通过对主观赋权法和客观赋权法得到的评级指标的权重进行组合赋权,建立了小企业信用评级模型,确保评级结果能够充分反映专家知识经验,又能实现对小企业财务数据真实信息客户的信用状况进行评价。(3)建立小企业信用评级标准。利用专家经验确评级结果的离散程度,将小企业信用等级划分为9个等级,并依据大数定律给出不同级别的累计概率,并依据累计概率和800个小企业评级结果得分,制定小企业信用评级标准,实现小企业客户真实的信用风险大小排序。
[Abstract]:Small enterprises have become an important factor that can not be ignored in the development of market economy in our country. However, the difficulty of financing small enterprises has become the bottleneck restricting the development of small enterprises. Capital is the blood of the development of small enterprises. Because the financial information of small enterprises is not perfect and the ability to resist risks is poor, it is difficult for small enterprises to raise funds. By investigating the repayment ability and repayment willingness of small enterprises, this study makes an accurate judgment on the credit situation of small enterprises, which provides important basis for bank loan issuance and loan pricing. This thesis is divided into five chapters. The first chapter analyzes the background, research progress, research methods and technical route of the thesis. The second chapter is credit rating theory. The third chapter constructs the small enterprise credit rating index system. Fourth, the establishment of small business credit rating model. Chapter five establishes the standard of credit rating of small enterprises. Chapter six is the conclusion and prospect. The main work of this paper is as follows: (1) A credit rating index system for small enterprises is constructed by combining qualitative and quantitative methods. For reference of the rating index of authoritative institution, the practical experience of advanced bank and the classical academic achievement, the evaluation index set of audition credit is determined. Through expert knowledge, experience and screening principle, the selection index is simplified, and the index with high information content is screened by the correlation between quantitative rating indexes, and the credit rating index system of small enterprises is constructed. Ensure the accuracy of rating results. 2) small business credit rating model. The dimension of the index is eliminated by standardizing the positive and negative evaluation indexes, and the credit rating model of small enterprises is established by combining the weights of the rating indexes obtained by the subjective and objective weighting methods. To ensure that the rating results can fully reflect the expert knowledge and experience, and to realize the evaluation of the credit status of the clients of the real information of financial data of small enterprises. 3) to establish the credit rating standards of small enterprises. The credit rating of small enterprises is divided into 9 grades by the discrete degree of expert experience, and the accumulative probability of different grades is given according to the law of large numbers, and the cumulative probability and the score of 800 small enterprises are obtained according to the cumulative probability and the result of rating of 800 small enterprises. To establish credit rating standards for small enterprises, to achieve the size of the real credit risk ranking of small business customers.
【学位授予单位】：青岛大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4;F275

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