商业银行中小企业信贷风险评价研究

发布时间：2018-02-27 12:01

本文关键词： 中小企业信贷风险评价灰色三角模糊数网络分析法　出处：《华北电力大学》2013年硕士论文　论文类型：学位论文

【摘要】：随着我国经济的不断发展和改革开放进程的不断深入，中小企业在现代化建设中的地位越来越重要。但中小企业在发展过程中受到很多制约，其中面临十分突出的问题就是融资问题。然而我国的金融体系发展不完善，绝大部分中小企业只能通过商业银行信贷来融资，市场环境的不确定性和中小企业自身的经营管理水平都可能导致商业银行产生信贷风险。当银行发生大量的信贷风险时，就可能引起国家金融系统的瘫痪，对国民经济产生重大冲击。因此商业银行对中小企业进行有效的信贷风险评价是一个十分重要的难题。本文在广泛收集资料和大量阅读的基础上，系统分析了国内外中小企业信贷风险研究现状，介绍了国内中小企业划分标准及其在社会经济中的地位，引入了风险定义、风险分类和风险要素内容，然后对中小企业信贷风险定义、特点和成因做了简单介绍。之后阐述了中小企业信贷风险评价的定义和步骤，接着介绍了风险识别的原则、流程和方法，，构建了本文应用的评价指标，并详细解释了每个指标的含义，同时列出了几个常用的信贷风险评价方法。通过研究现有的信贷风险评价方法，本文建立了基于三角模糊数的灰色网络信贷风险评价模型，利用三角模糊数将专家意见设定为三个值，利用网络分析法建立指标间的相互作用关系并求取指标权重，最后利用灰色综合评价方法计算信贷风险值。之后将信贷评价模型应用于案例分析中，取得了预期效果。本文最后提出了几点中小企业信贷风险控制措施。
[Abstract]:With the continuous development of our economy and the deepening of the reform and opening up process, the status of small and medium-sized enterprises in the modernization drive is becoming more and more important. However, the small and medium-sized enterprises are subject to a lot of constraints in the process of development. Among them, financing is a very prominent problem. However, the development of our financial system is not perfect. Most SMEs can only finance through commercial bank credit. The uncertainty of market environment and the level of operation and management of small and medium-sized enterprises may lead to credit risk for commercial banks. When banks have a large amount of credit risk, it may lead to the paralysis of the national financial system. It has a great impact on the national economy, so it is a very important problem for commercial banks to evaluate the credit risk of small and medium-sized enterprises. On the basis of extensive data collection and extensive reading, this paper systematically analyzes the present situation of credit risk research of small and medium-sized enterprises at home and abroad, introduces the domestic standards for the classification of SMEs and their status in social economy, and introduces the definition of risk. Then the definition, characteristics and causes of SME credit risk are briefly introduced. Then, the definition and steps of SME credit risk evaluation are expounded, and the principles of risk identification are introduced. Flow chart and method, the evaluation index applied in this paper is constructed, and the meaning of each index is explained in detail. At the same time, several common credit risk evaluation methods are listed. By studying the existing methods of credit risk evaluation, this paper establishes a grey network credit risk evaluation model based on triangular fuzzy number, and sets the expert opinion into three values by using triangular fuzzy number. The network analysis method is used to establish the interaction relationship between the indexes and obtain the index weight. Finally, the grey comprehensive evaluation method is used to calculate the credit risk value, and then the credit evaluation model is applied to the case analysis. Finally, this paper puts forward some measures to control the credit risk of small and medium-sized enterprises.
【学位授予单位】：华北电力大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F224;F832.4;F276.3

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