本文關(guān)鍵詞：供應(yīng)鏈融資模式下商業(yè)銀行信用風(fēng)險評價研究　出處：《東北大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 供應(yīng)鏈融資 logistic回歸分析 信用風(fēng)險評價

【摘要】：供應(yīng)鏈融資是通過對核心企業(yè)實行捆綁,以融資企業(yè)交易項下資產(chǎn)實現(xiàn)自我償還,進而為供應(yīng)鏈上下游中小企業(yè)提供信貸支持的一籃子金融產(chǎn)品服務(wù)方案。通過供應(yīng)鏈融資,中小企業(yè)拓寬了融資渠道,獲得了資金支持,解決了發(fā)展中對資金的燃眉之急。然而,由于我國商業(yè)銀行供應(yīng)鏈融資業(yè)務(wù)開展尚處于初級階段,相關(guān)的風(fēng)險評價系統(tǒng)還未建立。這會影響到供應(yīng)鏈融資優(yōu)勢的進一步發(fā)揮,不利于銀企長久合作和從根本上解決中小企業(yè)融資難這一關(guān)乎國計民生的難題。因此,供應(yīng)鏈融資模式下銀行對風(fēng)險的評價變得及為重要,尤其對于信用風(fēng)險的精確評估更是影響到供應(yīng)鏈融資參與方合作關(guān)系的持久發(fā)展。 本文主要從供應(yīng)鏈融資模式的角度,對商業(yè)銀行信用風(fēng)險評價進行實證分析。首先,回顧和梳理了供應(yīng)鏈融資及信用風(fēng)險相關(guān)理論。從供應(yīng)鏈融資的定義、特征、模式等方面對供應(yīng)鏈融資模式與傳統(tǒng)融資方式進行比較,闡明供應(yīng)鏈融資模式的優(yōu)勢。同時,分析了供應(yīng)鏈融資信用風(fēng)險的定義、特點和類型,說明供應(yīng)鏈融資信用風(fēng)險評價與傳統(tǒng)評價方式的差別。其次,論文比較了常用的供應(yīng)鏈融資信用風(fēng)險評價方法,通過比較,認(rèn)為logistic回歸分析優(yōu)于其他方法。最后,選取了深交所中小板2010年度144家上市企業(yè),以深交所2010誠信檔案劃分好壞客戶(好客戶126、壞客戶18家)。論文根據(jù)國泰安數(shù)據(jù)庫財務(wù)數(shù)據(jù)和財務(wù)報告附注等對自變量指標(biāo)進行量化,構(gòu)建了信用風(fēng)險評價的指標(biāo)體系,然后運用主成分分析和logistic回歸分析模型,分別對傳統(tǒng)融資模式和供應(yīng)鏈融資模式下融資企業(yè)信用風(fēng)險進行評判,得到供應(yīng)鏈融資下企業(yè)信用風(fēng)險總體判別準(zhǔn)確率為93.80%,高于傳統(tǒng)融資方式的87.50%,表明供應(yīng)鏈融資模式下,中小企業(yè)資信度得到提高,更容易獲得銀行貸款。說明供應(yīng)鏈融資是解決中小企業(yè)融資難的有效途徑,推進供應(yīng)鏈融資業(yè)務(wù)的發(fā)展有利于中小企業(yè)的快速發(fā)展,進而更好的發(fā)揮中小企業(yè)在國計民生中的重要作用。
[Abstract]:Supply chain financing is to achieve self-repayment of assets under the transaction of financing enterprises by bundling the core enterprises. Through the supply chain financing, SMEs broaden the financing channels and get financial support. However, the supply chain financing business of commercial banks in China is still in the initial stage. The related risk evaluation system has not been established. This will affect the further development of supply chain financing advantages. It is not conducive to long-term cooperation between banks and enterprises and fundamentally solve the financing difficulties of small and medium-sized enterprises, which is a difficult problem related to the national economy and the people's livelihood. Therefore, the evaluation of banks' risk becomes important under the mode of supply chain financing. Especially the accurate evaluation of credit risk affects the sustainable development of supply chain financing participants. This article mainly from the supply chain financing model angle, carries on the empirical analysis to the commercial bank credit risk appraisal. First, reviewed and combed the supply chain financing and the credit risk correlation theory. This paper compares the supply chain financing mode with the traditional financing mode, and clarifies the advantages of the supply chain financing mode. At the same time, it analyzes the definition, characteristics and types of the supply chain financing credit risk. Explain the difference between supply chain financing credit risk evaluation and traditional evaluation methods. Secondly, the paper compares the common methods of supply chain financing credit risk evaluation, through comparison. The conclusion is that logistic regression analysis is superior to other methods. Finally, 144 listed enterprises of Shenzhen Stock Exchange in 2010 are selected. Based on the Shenzhen Stock Exchange 2010 credit records divided into good and bad customers (good customers 126, bad customers 18). The paper according to Cathay Pacific database financial data and financial report notes and other independent variables are quantified. The index system of credit risk evaluation is constructed, and then principal component analysis and logistic regression model are used. The credit risk of financing enterprises under traditional financing mode and supply chain financing mode is evaluated, and the overall accuracy of judging enterprise credit risk under supply chain financing is 93.80%. Higher than the traditional financing mode 87.50, indicating that the supply chain financing mode, SMEs capital confidence has been improved. It is easier to obtain bank loans. It shows that supply chain financing is an effective way to solve the financing difficulties of small and medium-sized enterprises, and to promote the development of supply chain financing business is conducive to the rapid development of small and medium-sized enterprises. And then better play the role of small and medium-sized enterprises in the national economy and people's livelihood.
【學(xué)位授予單位】：東北大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.51;F224

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