本文關(guān)鍵詞：商業(yè)銀行供應(yīng)鏈金融信用風(fēng)險(xiǎn)管理及實(shí)務(wù)分析　出處：《南華大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 供應(yīng)鏈金融 信用風(fēng)險(xiǎn)評(píng)價(jià) 風(fēng)險(xiǎn)預(yù)警 風(fēng)險(xiǎn)規(guī)避 灰色層次分析法

【摘要】：供應(yīng)鏈金融是商業(yè)銀行等從事金融業(yè)務(wù)的機(jī)構(gòu)，，為了盤(pán)活供應(yīng)鏈的現(xiàn)金流，降低供銷(xiāo)產(chǎn)業(yè)鏈的整體財(cái)務(wù)成本而提供的全面的系統(tǒng)的融資解決方案，它以中小企業(yè)為市場(chǎng)導(dǎo)向，致力于幫助中小企業(yè)解決其資金缺口的問(wèn)題，緩解融資壓力。開(kāi)展供應(yīng)鏈金融信用風(fēng)險(xiǎn)評(píng)價(jià)研及風(fēng)險(xiǎn)規(guī)避策略究，對(duì)于解決商業(yè)銀行開(kāi)展供應(yīng)鏈金融業(yè)務(wù)風(fēng)險(xiǎn)管理具有重要的參考價(jià)值。 首先，分析了我國(guó)當(dāng)前商業(yè)銀行供應(yīng)鏈金融業(yè)務(wù)三種主要模式及供應(yīng)鏈金融風(fēng)險(xiǎn)管理，探討了供應(yīng)鏈金融信用風(fēng)險(xiǎn)影響因素分析及評(píng)價(jià)指標(biāo)的評(píng)分規(guī)則和專門(mén)化，為商業(yè)銀行構(gòu)建供應(yīng)鏈金融信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系打下了基礎(chǔ)。 其次，根據(jù)供應(yīng)鏈模式下金融業(yè)務(wù)的特點(diǎn)和對(duì)象，提出了供應(yīng)鏈金融中主要的信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)，并且建立了新的商業(yè)銀行信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系。 再次，應(yīng)用灰色系統(tǒng)理論改進(jìn)層次分析法，確定信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系及權(quán)重。即聘請(qǐng)同行業(yè)專家，對(duì)擬定的金融信用風(fēng)險(xiǎn)具有從屬關(guān)系的目標(biāo)進(jìn)行客觀分析，構(gòu)建判斷矩陣，以白化矩陣的最大特征值對(duì)應(yīng)的特征根作為權(quán)重，最后通過(guò)一致性檢驗(yàn)判斷是否需要修正評(píng)價(jià)判斷矩陣，對(duì)每一層次的評(píng)價(jià)指標(biāo)采用該方法，最終求出全部評(píng)價(jià)指標(biāo)的權(quán)重值。 然后，開(kāi)展了湖南省某供應(yīng)鏈金融信用風(fēng)險(xiǎn)評(píng)價(jià)分析，即針對(duì)某特定企業(yè)供應(yīng)鏈體系，按照其金融信用風(fēng)險(xiǎn)評(píng)價(jià)方法得到了相應(yīng)評(píng)價(jià)指標(biāo)與指標(biāo)權(quán)重，并與傳統(tǒng)的融資信貸評(píng)價(jià)進(jìn)行比較，證明灰色評(píng)價(jià)能夠較好的評(píng)估供應(yīng)鏈金融信用風(fēng)險(xiǎn)。同時(shí)，聘請(qǐng)不同行業(yè)與商業(yè)銀行專家為其打分與分類，得到不同類別供應(yīng)鏈客戶群，較好的規(guī)避不同行業(yè)供應(yīng)鏈金融信用風(fēng)險(xiǎn)。 最后，在分析湖南某商業(yè)銀行供應(yīng)鏈金融業(yè)務(wù)基礎(chǔ)上，找出存在的問(wèn)題，提出相應(yīng)的風(fēng)險(xiǎn)規(guī)避策略與對(duì)策建議。尤其是制定了湖南某商業(yè)銀行優(yōu)勢(shì)目標(biāo)定位管理體系，授信企業(yè)的主體準(zhǔn)入和交易質(zhì)量的綜合評(píng)審體系，動(dòng)態(tài)優(yōu)化與調(diào)整了適用湖南某商業(yè)銀行的供應(yīng)鏈信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系，并構(gòu)建與之適應(yīng)的供應(yīng)鏈信用風(fēng)險(xiǎn)預(yù)警系統(tǒng)及配套設(shè)施。
[Abstract]:Supply chain finance is a comprehensive financing solution provided by commercial banks and other institutions engaged in financial business in order to activate the cash flow of the supply chain and reduce the overall financial cost of the supply and marketing industry chain. It takes the small and medium-sized enterprise as the market orientation, devotes to help the small and medium-sized enterprise to solve its fund gap question, alleviates the financing pressure, carries on the supply chain finance credit risk appraisal research and the risk aversion strategy investigation. It has important reference value for commercial banks to carry out risk management of supply chain financial business. First of all, it analyzes the three main modes of supply chain financial business of commercial banks in China and the risk management of supply chain finance. This paper probes into the analysis of the influencing factors of the supply chain financial credit risk and the scoring rules and specialization of the evaluation index, which lays a foundation for the commercial banks to construct the evaluation index system of the supply chain financial credit risk. Secondly, according to the characteristics and objects of the financial business in the supply chain mode, this paper puts forward the main credit risk evaluation indexes in the supply chain finance, and establishes a new credit risk evaluation index system for commercial banks. Thirdly, the grey system theory is applied to improve the analytic hierarchy process (AHP) to determine the credit risk evaluation index system and its weight. The objective of the proposed financial credit risk is analyzed objectively, and the judgment matrix is constructed, and the characteristic root corresponding to the maximum eigenvalue of the whitening matrix is taken as the weight. Finally, the consistency test is used to judge whether the evaluation judgment matrix needs to be revised, and the method is adopted to evaluate the indexes at each level, and the weight of all the evaluation indexes is finally calculated. Then, the financial credit risk evaluation analysis of a supply chain in Hunan Province is carried out, that is, according to the financial credit risk evaluation method of a specific enterprise supply chain system, the corresponding evaluation index and index weight are obtained. And compared with the traditional financing credit evaluation, it proves that the grey evaluation can better assess the credit risk of supply chain finance. At the same time, the experts from different industries and commercial banks are employed to score and classify it. Get different types of supply chain customer groups, better avoid different industries supply chain financial credit risk. Finally, on the basis of analyzing the supply chain financial business of a commercial bank in Hunan province, we find out the existing problems. Put forward the corresponding risk avoidance strategies and countermeasures, especially the establishment of a commercial bank in Hunan Province, the advantages of the positioning management system, the main body of credit enterprises access and transaction quality comprehensive evaluation system. This paper optimizes and adjusts the evaluation index system of supply chain credit risk for a commercial bank in Hunan province, and constructs a supply chain credit risk warning system and its supporting facilities.
【學(xué)位授予單位】：南華大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33

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