發(fā)布時間：2018-06-02 09:07

  本文選題：風險管理 + 信用評價��； 參考：《昆明理工大學》2014年碩士論文

【摘要】：供應鏈融資近幾年在國內(nèi)有了很大的發(fā)展,由于其依賴于供應鏈管理理論,并有效解決了中小企業(yè)融資難的問題,所以最近十年來,尤其是近五年在國內(nèi)得到了廣泛地研究。供應鏈融資是惠及多方的,對銀行而言,擴大了銀行的客戶群,為其進一步的業(yè)務拓展提供了空間,真正服務了實體經(jīng)濟；對物流企業(yè)而言,參與供應鏈融資是使其業(yè)務不再僅僅停留在傳統(tǒng)業(yè)務上；對中小企業(yè)而言,有效解決了業(yè)務發(fā)展過程中的資金短缺問題；對核心企業(yè)而言,中小企業(yè)的融資得到了解決,更有利于核心企業(yè)的供應鏈管理。然而供應鏈融資由于涉及的主體更多,融資方式較為靈活,信息不對稱更加復雜,所以運作起來風險因素更加多樣化。所以文章在定性分析以及前人研究的基礎(chǔ)上,構(gòu)建了一套針對供應鏈上融資中小企業(yè)的信用風險評價指標體系,通過計算判斷企業(yè)信用風險的相對大小,以期為商業(yè)銀行的供應鏈融資風險管理提供參考。 本文首先明確了供應鏈融資的概念、理論基礎(chǔ),指出供應鏈融資的風險特征。其次,基于信用風險管理理論及供應鏈融資在國內(nèi)的發(fā)展情況,對供應鏈融資中的信用風險進行識別。再次,結(jié)合前人研究及本文的定性分析,構(gòu)建融資企業(yè)的信用風險管理評價指標體系。隨后,本文使用主成分分析法從供應鏈融資樣本企業(yè)的信用風險評價指標中篩選出主要的風險因子,并將此作為關(guān)鍵指標構(gòu)建供應鏈融資企業(yè)的信用評價決策樣本。進一步通過灰色關(guān)聯(lián)理論,建立起企業(yè)供應鏈融資各樣本企業(yè)與信用評價最優(yōu)的供應鏈融資的灰色關(guān)聯(lián)關(guān)系,最終得出各供應鏈融資企業(yè)的綜合信用評價值大小,商業(yè)銀行以此判斷各樣本企業(yè)的信用風險相對大小。最后,本文結(jié)合供應鏈融資的發(fā)展現(xiàn)狀、遇到的問題以及模型分析過程,對供應鏈融資下商業(yè)銀行的風險管理提出了對策建議。
[Abstract]:Supply chain financing has developed greatly in China in recent years. Because it depends on the supply chain management theory and effectively solves the problem of financing difficulty for small and medium-sized enterprises, it has been widely studied in China in the last ten years, especially in the last five years. Supply chain financing benefits many parties. For banks, it expands the bank's customer base, provides room for further business expansion, and truly serves the real economy; for logistics enterprises, Participation in supply chain financing is to make its business no longer stay in the traditional business; for small and medium-sized enterprises, effectively solve the problem of shortage of funds in the process of business development; for core enterprises, the financing of SMEs has been resolved. More conducive to the core enterprise supply chain management. However, because supply chain financing involves more subjects, financing methods are more flexible, information asymmetry is more complex, so the operational risk factors are more diversified. On the basis of qualitative analysis and previous studies, this paper constructs a set of credit risk evaluation index system for SMEs in supply chain, and judges the relative size of enterprise credit risk by calculation. In order to provide a reference for the supply chain financing risk management of commercial banks. Firstly, this paper clarifies the concept and theoretical basis of supply chain financing, and points out the risk characteristics of supply chain financing. Secondly, based on the theory of credit risk management and the development of supply chain financing in China, credit risk in supply chain financing is identified. Thirdly, combining with the previous research and qualitative analysis of this paper, the credit risk management evaluation index system of financing enterprises is constructed. Then, the principal component analysis method is used to select the main risk factors from the credit risk evaluation index of the supply chain financing sample enterprises, and use this as the key index to construct the credit evaluation decision sample of the supply chain financing enterprises. Through the grey correlation theory, the grey correlation relationship between the sample enterprises and the supply chain financing with the best credit evaluation is established. Finally, the comprehensive credit evaluation value of the supply chain financing enterprises is obtained. Commercial banks judge the relative size of credit risk of each sample enterprise. Finally, based on the development of supply chain financing, the problems encountered and the process of model analysis, the paper puts forward some countermeasures and suggestions for the risk management of commercial banks under supply chain financing.
【學位授予單位】：昆明理工大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.33

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本文編號：1968214