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  本文選題：供應(yīng)鏈金融　切入點：信用風(fēng)險　出處：《浙江理工大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：供應(yīng)鏈金融是一種快速增長的新型融資業(yè)務(wù)模式，也是學(xué)術(shù)界研究熱點問題之一。在以供應(yīng)鏈為主導(dǎo)的企業(yè)生產(chǎn)與制造模式下，融資問題已成為制約供應(yīng)鏈運營效率的一個關(guān)鍵因素。為滿足供應(yīng)鏈財務(wù)成本最小化需求，金融機構(gòu)可以通過供應(yīng)鏈金融為企業(yè)成員提供綜合性的金融服務(wù)解決方案。 然而，現(xiàn)有的信用風(fēng)險管理體系難以適用于供應(yīng)鏈金融這一融資模式，金融機構(gòu)通常缺乏針對這種融資模式的信貸審批方法與信用評級體系。為解決其信用風(fēng)險管理中存在的問題，有必要對供應(yīng)鏈金融信用風(fēng)險管理體系與方法進行深入研究。 本文從金融機構(gòu)視角，對供應(yīng)鏈金融融資模式下企業(yè)信用風(fēng)險評價問題進行研究探討。首先，在分析供應(yīng)鏈金融產(chǎn)生背景的基礎(chǔ)上，通過梳理與歸納相關(guān)文獻研究，對供應(yīng)鏈金融的概念、特點、與傳統(tǒng)融資模式的區(qū)別及其融資模式進行闡述；在明確信用風(fēng)險概念與特點的基礎(chǔ)上，對現(xiàn)有信用風(fēng)險評價方法與模型進行比較分析。其次，從融資企業(yè)、行業(yè)環(huán)境、核心企業(yè)、供應(yīng)鏈與融資項下資產(chǎn)五個層面，深刻剖析供應(yīng)鏈金融融資模式下企業(yè)信用風(fēng)險來源與影響因素，在定性分析的基礎(chǔ)上，通過頻數(shù)統(tǒng)計法、專家意見法、相關(guān)性分析法對相關(guān)研究中使用的評價指標(biāo)進行篩選，并設(shè)計和構(gòu)建企業(yè)信用風(fēng)險評價指標(biāo)體系，用以識別供應(yīng)鏈金融融資模式下企業(yè)信用風(fēng)險來源以及風(fēng)險類型。再次，以我國光伏行業(yè)上市公司為樣本，采用logistic回歸方法建立信用風(fēng)險評價模型，，用于度量供應(yīng)鏈金融融資模式下企業(yè)信用風(fēng)險大小�；貧w分析結(jié)果表明融資企業(yè)運營能力、融資企業(yè)素質(zhì)與信用狀況、核心企業(yè)資信水平、供應(yīng)鏈整體水平、融資項下資產(chǎn)質(zhì)量是信用風(fēng)險的關(guān)鍵影響因素。最后，以實證研究的方式，對本文構(gòu)建的信用風(fēng)險評價模型進行模擬和驗證。
[Abstract]:Supply chain finance is a fast growing new financing business model, and it is also one of the hot issues in academia. Financing problem has become a key factor restricting the efficiency of supply chain operation. In order to meet the minimum demand of financial cost of supply chain, financial institutions can provide comprehensive financial service solutions for enterprise members through supply chain finance. However, the existing credit risk management system is difficult to apply to the financing model of supply chain finance. In order to solve the problems in credit risk management, it is necessary to deeply study the credit risk management system of supply chain finance. From the perspective of financial institutions, this paper studies the evaluation of enterprise credit risk in the mode of supply chain finance. Firstly, on the basis of analyzing the background of supply chain finance, this paper summarizes the relevant literature. On the basis of defining the concept and characteristics of supply chain finance, comparing and analyzing the existing methods and models of credit risk evaluation, the paper expounds the difference between supply chain finance and traditional financing mode and its financing mode, and analyzes the credit risk evaluation methods and models on the basis of defining the concept and characteristics of credit risk. From five levels of financing enterprise, industry environment, core enterprise, supply chain and assets under financing item, this paper deeply analyzes the sources and influencing factors of enterprise credit risk under the financing mode of supply chain finance, and on the basis of qualitative analysis, through the method of frequency statistics, Expert opinion method, correlation analysis method to select the evaluation index used in the relevant research, and design and build enterprise credit risk evaluation index system, It is used to identify the source and type of credit risk in supply chain finance. Thirdly, the logistic regression method is used to establish the credit risk evaluation model with the listed companies of photovoltaic industry in China as the sample. The results of regression analysis show that the financing enterprises' operation ability, financing enterprises' quality and credit status, the credit level of the core enterprises, and the whole level of the supply chain, are used to measure the credit risk of the enterprises in the supply chain financial financing mode. Asset quality under financing is the key factor of credit risk. Finally, the credit risk evaluation model constructed in this paper is simulated and verified by empirical research.
【學(xué)位授予單位】：浙江理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F275;F832.4

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本文編號：1562468