基于logistic模型的W担保公司企业信用风险评估研究

发布时间：2018-07-29 12:28

【摘要】：近年来伴随产业结构优化升级带来的经济下行,宁夏诸多企业经营困难,这种情况使得宁夏融资性担保机构不良贷款数量持续上涨,多家融资性担保公司经营不善被宁夏回族自治区金融局强制退出,融资性担保公司的风险逐渐显现,融资性担保公司的客户风险控制亟待解决,风险控制的关键在于对于客户信用的风险评估。本文以信息不对称理论、风险评估理论作为理论支撑,系统阐述了信用风险评估的必要性、方法论,并通过比较分析确认logistics模型最适合当前条件下构建风险量化模型。W担保公司成立多年,可以获取建模样本,并且这些样本具有地方特色,有利于构建符合地方实际的风险量化模型。同时,在介绍W担保公司时,分析了W担保公司风险控制目前存在的问题,即太强调定性分析,没有构建模型寻找影响信用风险因素的内在联系。本文的主要意义除了构建模型计算违约概率为W担保公司提供风险评估参考指标外,还为宁夏地区其他的担保公司,尤其是民营的担保公司,在建立风险量化模型时能够提供一些参考和借鉴,并且通过提出的建议,使类似的担保公司获得一定的启发,能够全面构建好风险控制体系,从而促进全面信用社会的构建。
[Abstract]:In recent years, with the economic downturn brought about by the optimization and upgrading of the industrial structure, many enterprises in Ningxia have had difficulties in operating. This situation has made the number of non-performing loans of financing guarantee institutions in Ningxia continue to rise. Many financing guarantee companies were forced out by Ningxia Hui Autonomous region Financial Bureau because of their poor management. The risks of financing guarantee companies gradually became apparent, and the customer risk control of financing guarantee companies urgently needed to be solved. The key to risk control lies in the risk assessment of customer credit. Based on asymmetric information theory and risk assessment theory, this paper systematically expounds the necessity and methodology of credit risk assessment. And through comparative analysis, it is confirmed that logistics model is most suitable for constructing risk quantification model. W guarantee company is established for many years, which can obtain modeling samples, and these samples have local characteristics. It is propitious to construct the risk quantification model which accords with the local reality. At the same time, in the introduction of W guarantee company, it analyzes the existing problems of risk control in W guarantee company, that is, it emphasizes the qualitative analysis too much, and does not build a model to find the internal relation of influencing factors of credit risk. The main significance of this paper is not only to build a model to calculate the probability of default for W guarantee company, but also to provide reference index for other guarantee companies in Ningxia, especially private guarantee companies. In the establishment of risk quantification model, it can provide some reference and reference, and through the suggestions, the similar guarantee companies can get some inspiration, and can fully build a risk control system, so as to promote the construction of a comprehensive credit union.
【学位授予单位】：宁夏大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.39

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