GT农村商业银行中小企业信贷风险评价研究

发布时间：2018-04-08 13:43

本文选题：中小企业　切入点：信贷风险　出处：《东华大学》2017年硕士论文

【摘要】：伴随着我国经济的飞速发展,中小企业在我国现代化建设中起到越来越重要的作用,但同时,中小企业的发展也受到了诸多限制,其中融资难问题一直是困扰中小企业的首要问题。在我国,目前金融体系不尽完善的情形下,中小企业的融资形式相对单一,主要是向商业银行申请贷款。商业银行发生信贷风险的诱发因素有很多,诸如市场大环境的不确定性,借款中小企业的经营水平的变动等都可能导致信贷风险的发生。一旦商业银行信贷风险大量爆发,整个国家的金融体系极有可能因此而瘫痪,对国民经济造成的冲击将不可估量。因此,商业银行针对中小企业信贷制定行之有效的风险评价体系是当务之急。本文的研究思路:本论文首先阐述论题中小企业信贷风险评价研究的目的和意义,对国内外信贷风险评价及中小企业信贷风险评价的研究现状进行了分析与借鉴,在此基础上,分析评价了GT农村商业银行对中小企业信贷评价体系的现状,建立适合GT农村商业银行中小企业信贷风险评价指标体系的综合评价模型。该体系运用层次分析法和模糊数学原理,构架适合GT农村商业银行中小企业信贷风险管理综合评价模型。最后,通过实例说明对中小企业信贷风险评价体系的使用方法,进一步验证模型的正确性。本文在以下方面做了一些探索性的研究工作:(1)量化、构建中小企业信贷风险评价指标体系。针对中小企业经营管理特点及企业性质,侧重对企业的定性分析,并综合运用层次分析法、专家调查方法、信贷五级分类将定性分析指标予以量化,将模糊的定性指标转化为了明确的定量指标,实现了核心信贷风险评价指标的数字化,建立了更具针对性和可操作性的中小企业信贷风险评价指标体系,对解决中小企业信贷风险评价失真问题提供了较高的参考价值;(2)构建适应中小企业特点的动态信贷风险评价模型的思路和方法,运用AHP法、模糊数学原理,将金融政策法规的严肃性与中小企业信贷管理的灵活机制相结合,实现了实时风险评价。
[Abstract]:With the rapid economic development of our country, small and medium-sized enterprises play an increasingly important role in the modernization construction of our country, but at the same time, the development of small and medium-sized enterprises is also subject to many restrictions.Among them, the problem of financing difficulty has always been the primary problem puzzling small and medium-sized enterprises.In China, under the imperfect financial system, the financing form of small and medium-sized enterprises is relatively single, mainly to apply for loans from commercial banks.There are many inducing factors of credit risk in commercial banks, such as the uncertainty of market environment, the change of management level of loan medium and small enterprises and so on, which may lead to the occurrence of credit risk.Once the credit risk of commercial banks explodes, the whole country's financial system is likely to be paralyzed, and the impact on the national economy will be incalculable.Therefore, it is urgent for commercial banks to establish an effective risk evaluation system for SME credit.The purpose and significance of the research on credit risk evaluation of small and medium-sized enterprises are first expounded in this paper, and the present situation of credit risk assessment and credit risk evaluation of small and medium-sized enterprises at home and abroad are analyzed and used for reference.This paper analyzes and evaluates the present situation of the credit evaluation system of small and medium-sized enterprises in GT Rural Commercial Bank, and establishes a comprehensive evaluation model suitable for the credit risk evaluation index system of small and medium-sized enterprises in rural commercial banks of GT.Based on the analytic hierarchy process (AHP) and fuzzy mathematics theory, this system is suitable for the comprehensive evaluation model of credit risk management of small and medium-sized enterprises in GT rural commercial banks.Finally, an example is given to illustrate the application of the credit risk assessment system for SMEs to verify the correctness of the model.In this paper, we do some exploratory research work in the following aspects: 1) Quantification to construct the credit risk evaluation index system of small and medium-sized enterprises.In view of the characteristics of small and medium-sized enterprises' operation and management and the nature of the enterprises, the qualitative analysis indexes are quantified by the comprehensive use of AHP, the expert investigation method and the five-level classification of credit.The fuzzy qualitative index is transformed into a definite quantitative index, the core credit risk evaluation index is digitized, and a more pertinence and maneuverability index system of SME credit risk evaluation is established.This paper provides a high reference value for solving the problem of distortion in credit risk evaluation of small and medium-sized enterprises. (2) the idea and method of constructing dynamic credit risk evaluation model adapted to the characteristics of small and medium-sized enterprises, using AHP method and fuzzy mathematics principle, are used to solve the problem of credit risk evaluation distortion in small and medium-sized enterprises.Combining the seriousness of financial policies and regulations with the flexible mechanism of credit management of small and medium-sized enterprises, real time risk assessment is realized.
【学位授予单位】：东华大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4;F276.3

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