我国商业银行的中小企业贷款风险研究

发布时间：2018-07-23 07:44

【摘要】：中小企业是我国国民经济发展的重要支柱,是吸纳广大就业人员的主力军。在我国改革开放几十年的进程中,中小企业发挥了不可或缺的推动作用,是大型企业的重要伙伴和助手。随着我国经济市场化进程不断深入,中小企业面临着人民币升值,劳动力及原材料成本不断攀升等挑战,尤其是自2013年开始,我国实体经济发展形势严峻,经济发展速度减缓,在这种背景下,中小企业面临着较大的生存压力,长期依赖的“低成本驱动”需要向创新驱动转型,而转型的最大困难在于企业融资。我国商业银行承担着为客户尤其是中小企业客户提供多种金融服务的重要功能。商业银行需要结合自身优势,逐渐开展制定中小企业的信用等级评估体系,以及出台相应的担保机制,规划良好的信用环境和信用关系。中小企业本身需要从更多的层面加强其经营管理水平、丰富资本结构、构建健全的财务制度,稳步提升经济实力以及抗市场风险能力。从国家层面上,中小企业现在以及在今后较长时期对我国经济增长发挥不可替代的作用,因此为中小企业的金融服务需要进行实质性的更多改变,以更加适应我国市场经济的发展。本文主要以我国商业银行对中小企业信贷的经营现状、综述和理论为基础,对150家中小企业样本的信贷风险特征进行识别,进而总结出商业银行对中小企业贷款的难点所在。运用统计学中的Logistic回归分析的方法判断中小企业贷款发生违约的概率,并提出建设性的指导策略。本文的主要创新是运用Logistic模型对商业银行向中小企业贷款时是否具有违约风险进行定量分析。在国内外相关理论的基础上,本文通过实证分析为商业银行提供具有可操作性的实施方案。
[Abstract]:Small and medium enterprises are the main pillar of our national economic development and the main force to absorb the large number of employees. In the process of China's reform and opening up for several decades, small and medium-sized enterprises have played an indispensable role and are important partners and assistants of large enterprises. With the continuous deepening of the process of economic market development in China, small and medium-sized enterprises are facing people. Since 2013, the development of the real economy and the speed of economic development have slowed down. In this context, small and medium-sized enterprises are facing greater pressure of survival, and the long-term dependence on "low cost drive" needs to be driven by innovation driven, and the greatest difficulty in transformation. It's hard for enterprises to finance.
Commercial banks in China undertake the important functions of providing various financial services for customers, especially small and medium-sized enterprises. Commercial banks need to combine their own advantages, gradually develop a credit rating system for small and medium-sized enterprises, and introduce a corresponding guarantee mechanism to plan a good credit environment and credit relationship. From more level, we should strengthen its management level, enrich the capital structure, build a sound financial system, and steadily improve the economic strength and the ability to resist market risk. From the national level, small and medium-sized enterprises now play an alternative role to our country's economic growth for a long time in the future, so it is necessary for the financial services of small and medium-sized enterprises. More substantial changes should be made in order to better adapt to the development of China's market economy.
This paper, based on the current situation of the credit management of small and medium enterprises in China's commercial banks, identifies the credit risk characteristics of the samples of 150 small and medium-sized enterprises, and then summarizes the difficulties of the commercial banks' loans to small and medium-sized enterprises. The Logistic regression analysis of statistics is used to judge the loan development of small and medium-sized enterprises. The main innovation of this paper is to make a quantitative analysis of whether the commercial banks have the risk of default when they loan to small and medium enterprises by using the Logistic model. On the basis of relevant theories at home and abroad, this paper provides an operable implementation scheme for commercial banks through empirical analysis.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F276.3;F832.4

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