信用评分模型在中小企业信贷风险管理中的应用

发布时间：2018-03-01 14:21

本文关键词： 风险管理信用评分模型逻辑回归中小企业　出处：《华东理工大学》2014年硕士论文　论文类型：学位论文

【摘要】：传统银行通常根据企业的财务状况结合经验模型来控制和管理信贷风险,而其中企业的财务状况有着决定性的作用,一般只有大的企业才具有融资资格,而中小企业由于信息不对称很难融到所需资金。随着互联网金融大数据时代的到来,传统的风险管理水平已经无法满足日益增加的企业融资需求,尤其中小企业的迅猛发展使得融资需求更加的迫切。信用评分模型是利用一切可以得到的数据公正地评估中小企业的融资能力和信贷风险,并科学地管理中小企业的信贷风险,给予中小企业较为公平的融资环境。本文在介绍了目前国内中小企业融资现状和信用风险模型的概念的基础上,对比传统银行业的风险管理方法,探讨了互联网金融的风险管理框架和基本方法。同时,本文阐述了数据的来源和重要性,以及信用评分模型的开发过程和风险管理的策略应用。具体地,运用数据分析的方法,采用统计模型中较为常用的逻辑回归来对中小企业的信用风险进行预测分析,进而,提出若干科学公平的信贷风险管理政策和策略,对控制风险提高效益,优化风险管理的流程起到了一定的借鉴意义。
[Abstract]:The traditional bank usually controls and manages the credit risk according to the financial situation of the enterprise combined with the empirical model, but the financial situation of the enterprise plays a decisive role, and generally only the large enterprise has the qualification of financing. With the advent of the era of Internet finance big data, the traditional level of risk management has been unable to meet the increasing financing needs of enterprises. Especially, the rapid development of small and medium-sized enterprises makes the financing demand more urgent. The credit scoring model is to use all available data to evaluate the financing ability and credit risk of small and medium-sized enterprises fairly, and to manage the credit risk of small and medium-sized enterprises scientifically. To give SMEs a more equitable financing environment. On the basis of introducing the present situation of domestic SME financing and the concept of credit risk model, compared with the traditional banking risk management methods, this paper discusses the risk management framework and basic methods of Internet finance. This paper expounds the source and importance of data, the development process of credit rating model and the application of risk management strategy. This paper uses the commonly used logic regression in the statistical model to predict and analyze the credit risk of small and medium-sized enterprises, and then puts forward some scientific and fair credit risk management policies and strategies to improve the efficiency of controlling the risk. Optimizing the process of risk management has played a certain reference significance.
【学位授予单位】：华东理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4;F276.3;F275

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