本文選題：中小企業(yè)　切入點：信貸風(fēng)險評估體系　出處：《新疆大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：中小企業(yè)是國家經(jīng)濟(jì)的重要組成部分，在促進(jìn)經(jīng)濟(jì)發(fā)展、保障社會穩(wěn)定、推動技術(shù)創(chuàng)新等方面起著重要的作用，但其發(fā)展受到融資難這一問題的限制。我國企業(yè)獲得資金的主要渠道是銀行貸款，但銀行缺乏向中小企業(yè)提供信貸支持的意愿，這是中小企業(yè)和商業(yè)銀行之間的信息不對稱導(dǎo)致中小企業(yè)信貸風(fēng)險較大，貸款管理成本較高所造成的。此外，中小企業(yè)信貸業(yè)務(wù)是商業(yè)銀行的主要利潤增長點，信貸風(fēng)險是商業(yè)銀行面對的主要風(fēng)險，商業(yè)銀行對中小企業(yè)信貸風(fēng)險控制是其在實踐中面臨的難題。解決這一難題的有力手段是在銀行內(nèi)部建立一套針對中小企業(yè)特點，能有效評估信貸風(fēng)險的評估體系。 本文首先指出商業(yè)銀行的穩(wěn)定對國家金融系統(tǒng)的重要意義和中小企業(yè)在國民經(jīng)濟(jì)中具有舉足輕重的地位，闡述中小企業(yè)和信貸風(fēng)險的定義，分析中小企業(yè)資金需求特點。接著回顧信貸風(fēng)險評估的相關(guān)理論，闡述現(xiàn)階段主流的信貸風(fēng)險評估方法并指出各個方法的優(yōu)缺點，引出Logistic回歸模型。并在現(xiàn)有中小企業(yè)信貸風(fēng)險評估理論的基礎(chǔ)上，結(jié)合中小企業(yè)資金需求特點構(gòu)建中小企業(yè)信貸風(fēng)險評估體系。然后闡述Logistic回歸模型原理，構(gòu)建分析模型，并根據(jù)構(gòu)建的中小企業(yè)信貸風(fēng)險評估體系和創(chuàng)業(yè)板上市公司以及中國證券業(yè)協(xié)會網(wǎng)站上公布年度報告的非上市公司的信息，利用SPSS軟件對影響中小企業(yè)信貸風(fēng)險的評估體系進(jìn)行實證分析。最后結(jié)合實證分析的結(jié)論，對我國商業(yè)銀行現(xiàn)有的中小企業(yè)信貸風(fēng)險評估體系提出改進(jìn)意見。 本文根據(jù)中小企業(yè)的實際情況，保證了數(shù)據(jù)和信息的真實性，使本文的主題更加明確，更加具有操作性和說服力。其次，本文專門研究了針對中小企業(yè)特點的風(fēng)險評估體系，引入納稅增長率、“克強指數(shù)”中的用電增長率等指標(biāo)，而不是簡單依據(jù)現(xiàn)有的大中型企業(yè)信貸風(fēng)險評估體系，并在建立風(fēng)險評估體系中應(yīng)該著重關(guān)注的方面提出了自己的看法。 本文最后得出結(jié)論：財務(wù)基本指標(biāo)中的現(xiàn)金債務(wù)比率對信貸風(fēng)險有一定影響；企業(yè)成長潛力指標(biāo)中的銷售增長率對中小企業(yè)的信貸風(fēng)險有較大影響，，年納稅額增長率和用電增長率對中小企業(yè)的信貸風(fēng)險有一定影響。
[Abstract]:As an important part of the national economy, small and medium-sized enterprises play an important role in promoting economic development, ensuring social stability and promoting technological innovation. However, its development is limited by the difficulty of financing. The main channel for Chinese enterprises to obtain funds is bank loans, but the banks lack the willingness to provide credit support to small and medium-sized enterprises. This is caused by the asymmetric information between small and medium-sized enterprises and commercial banks, which leads to the higher credit risk and higher loan management cost of small and medium-sized enterprises. In addition, the credit business of small and medium-sized enterprises is the main profit growth point of commercial banks. Credit risk is the main risk faced by commercial banks, and it is difficult for commercial banks to control the credit risk of small and medium-sized enterprises. An evaluation system that can effectively assess credit risk. This paper first points out the importance of the stability of commercial banks to the national financial system and the pivotal position of SMEs in the national economy, and expounds the definition of SMEs and credit risk. This paper analyzes the characteristics of the capital demand of small and medium-sized enterprises, then reviews the relevant theories of credit risk assessment, expounds the mainstream credit risk assessment methods at this stage, and points out the advantages and disadvantages of each method. The Logistic regression model is introduced. On the basis of the existing theory of credit risk assessment of small and medium-sized enterprises, the credit risk assessment system of small and medium-sized enterprises is constructed according to the characteristics of the capital demand of small and medium-sized enterprises. Then, the principle of Logistic regression model is expounded, and the analysis model is constructed. And according to the information of the credit risk assessment system for small and medium-sized enterprises and the listed companies on the gem and the non-listed companies published on the website of the China Securities Industry Association, This paper makes an empirical analysis on the credit risk assessment system of small and medium-sized enterprises by using SPSS software. Finally, combining with the conclusion of the empirical analysis, the paper puts forward some suggestions to improve the credit risk assessment system of small and medium-sized enterprises in China's commercial banks. According to the actual situation of small and medium-sized enterprises, this paper ensures the authenticity of data and information, makes the subject of this paper more clear, more operable and persuasive. Secondly, this paper specifically studies the risk assessment system according to the characteristics of small and medium-sized enterprises. This paper introduces tax growth rate and electricity consumption growth rate in Keqiang Index, instead of simply according to the existing credit risk assessment system of large and medium-sized enterprises, and puts forward its own views in establishing risk assessment system. Finally, the paper concludes that the cash debt ratio in the basic financial indicators has a certain impact on the credit risk, and the sales growth rate in the growth potential index has a great impact on the credit risk of small and medium-sized enterprises. The growth rate of annual tax and electricity consumption has certain influence on the credit risk of small and medium-sized enterprises.
【學(xué)位授予單位】：新疆大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.4

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