本文選題：供應(yīng)鏈融資 + 應(yīng)收賬款融資　； 參考：《安徽工業(yè)大學(xué)》2017年碩士論文

【摘要】：供應(yīng)鏈金融是以解決中小企業(yè)融資難為目標(biāo)的創(chuàng)新性金融產(chǎn)品,有效緩解了中小企業(yè)融資難融資貴。供應(yīng)鏈金融的核心內(nèi)容供應(yīng)鏈融資發(fā)展非常迅速,供應(yīng)鏈融資主要包括應(yīng)收賬款融資、融通倉融資和保兌倉融資三種模式。時常發(fā)生的供應(yīng)鏈融資騙貸事件不僅造成難以估量的經(jīng)濟(jì)損失和社會影響,也給供應(yīng)鏈融資業(yè)務(wù)帶來巨大的負(fù)面效應(yīng),同時在供應(yīng)鏈融資的發(fā)展過程中存在實踐應(yīng)用領(lǐng)先于理論研究的情形,供應(yīng)鏈融資風(fēng)險研究較為薄弱。因此,本文以供應(yīng)鏈應(yīng)收賬款融資為研究對象,主要從風(fēng)險評價指標(biāo)體系建立、評價指標(biāo)權(quán)重衡量以及評價模型推廣應(yīng)用三個方面進(jìn)行研究。具體內(nèi)容如下:(1)建立供應(yīng)鏈應(yīng)收賬款融資風(fēng)險指標(biāo)體系。通過廣泛閱讀相關(guān)文獻(xiàn)和咨詢行業(yè)專家初步得到5個一級指標(biāo),11個二級指標(biāo),42個具體指標(biāo)的指標(biāo)體系;基于Wind中國企業(yè)庫和咨詢企業(yè)管理人員收集51條供應(yīng)鏈應(yīng)收賬款融資數(shù)據(jù);利用stata軟件對51條樣本數(shù)據(jù)進(jìn)行相關(guān)性分析和敏感性分析分別刪除9個和7個具體指標(biāo),最終得到5個一級指標(biāo)和26個具體指標(biāo)的指標(biāo)體系。(2)確定供應(yīng)鏈應(yīng)收賬款融資風(fēng)險指標(biāo)的組合權(quán)重。為保證指標(biāo)權(quán)重的優(yōu)越性,本文采用主客觀組合賦權(quán)法確定融資風(fēng)險指標(biāo)權(quán)重。主觀賦權(quán)法收集七位行業(yè)專家的指標(biāo)權(quán)重打分,利用yaahp軟件計算專家的AHP權(quán)重,matlab計算FAHP權(quán)重,對比結(jié)果認(rèn)為FAHP的計算結(jié)果優(yōu)于AHP;客觀賦權(quán)法介紹熵權(quán)法及部分改進(jìn)的熵權(quán)法,通過文獻(xiàn)分析認(rèn)為本文的數(shù)據(jù)預(yù)處理方法和計算較多指標(biāo)權(quán)重能夠克服熵值微小差異造成權(quán)重成倍波動這一問題,利用熵權(quán)法可得到較為理想的指標(biāo)客觀權(quán)重;主客觀賦權(quán)法組合比重的確定是以風(fēng)險評價值最小和最大熵原理為目標(biāo)建立的比重計算模型,利用FAHP和熵權(quán)法的權(quán)重計算結(jié)果求出兩種賦權(quán)法的比重并最終求得組合權(quán)重,實例驗證組合權(quán)重優(yōu)于賦權(quán)法單獨使用;最后利用組合權(quán)重加權(quán)相乘得到51個樣本的風(fēng)險值。(3)建立基于BP訓(xùn)練權(quán)重和閾值的風(fēng)險評估模型。為提高本文組合權(quán)重評估模型的便捷性,建立基于BP訓(xùn)練權(quán)重和閾值的風(fēng)險評估模型實現(xiàn)優(yōu)勢互補。采用實驗的方法確定BP訓(xùn)練模型的網(wǎng)絡(luò)層次、輸入層和輸出層節(jié)點數(shù)、各層傳遞函數(shù)、訓(xùn)練函數(shù)、隱含層節(jié)點數(shù)、學(xué)習(xí)速率等,建立基于BP訓(xùn)練權(quán)重和閾值的正向計算評估模型,以組合權(quán)重風(fēng)險評價值為期望輸出對評估模型進(jìn)行檢驗,檢驗結(jié)果表明BP評價模型完全能夠達(dá)到供應(yīng)鏈應(yīng)收賬款融資風(fēng)險評定的誤差要求,可在今后評價中小企業(yè)應(yīng)收賬款融資的過程中推廣應(yīng)用。本文所構(gòu)建的供應(yīng)鏈應(yīng)收賬款BP風(fēng)險評價模型能夠較好地衡量供應(yīng)鏈應(yīng)收賬款融資行為的風(fēng)險水平,為金融機(jī)構(gòu)開展此項業(yè)務(wù)提供一定的參考依據(jù)。
[Abstract]:Supply chain finance is an innovative financial product aimed at solving the financing difficulties of SMEs, which effectively alleviates the difficulty in financing SMEs. The core content of supply chain finance is the rapid development of supply chain financing. Supply chain financing mainly includes accounts receivable financing, finance warehouse financing and confirmed warehouse financing. The frequent supply chain financing fraud not only causes incalculable economic loss and social impact, but also brings huge negative effects to the supply chain financing business. At the same time, in the process of the development of supply chain financing, the practical application is ahead of the theoretical research, and the research of supply chain financing risk is relatively weak. Therefore, this paper takes the supply chain accounts receivable financing as the research object, mainly from the risk evaluation index system establishment, the evaluation index weight measurement and the evaluation model promotion application three aspects carries on the research. The concrete contents are as follows: 1) establishing the index system of supply chain accounts receivable financing risk. Through extensive reading of relevant literature and consulting industry experts get 5 primary indicators, 11 secondary indicators, 42 specific indicators of the index system; Based on the Wind Chinese enterprise bank and consulting enterprise managers collect 51 supply chain accounts receivable financing data, using stata software to carry out correlation analysis and sensitivity analysis of 51 sample data to delete 9 and 7 specific indicators, respectively. Finally, the index system of 5 primary indexes and 26 specific indexes is obtained) to determine the combined weight of supply chain accounts receivable financing risk index. In order to ensure the superiority of index weight, this paper adopts subjective and objective combination weighting method to determine the index weight of financing risk. The subjective weighting method collects the index weights of seven industry experts and calculates the AHP weights of the experts by using yaahp software. The comparison results show that the calculation results of FAHP are superior to those of AHP, and the objective weighting method introduces the entropy weight method and the partially improved entropy weight method. Through the literature analysis, it is concluded that the method of data preprocessing and the calculation of the weight of more indexes can overcome the problem of multiplying the weight caused by the slight difference in entropy value, and the objective weight of the index can be obtained by using the entropy weight method. The determination of combined weight of subjective and objective weighting method is based on the principle of minimum and maximum entropy of risk evaluation. By using the weight calculation results of FAHP and entropy weight method, the weight of two weighting methods is obtained and the combined weight is finally obtained. Finally, a risk assessment model based on BP training weight and threshold is established by multiplying the combined weights to get the risk value of 51 samples. In order to improve the convenience of the combined weight evaluation model, a risk assessment model based on BP training weight and threshold is established to achieve complementary advantages. The network layer, input layer and output layer node number, transfer function, training function, hidden layer node number, learning rate of BP training model are determined by experimental method. A forward calculation evaluation model based on BP training weight and threshold is established, and the risk evaluation value of combined weight is used as the expected output to test the evaluation model. The test results show that the BP evaluation model can completely meet the error requirements of the risk assessment of the supply chain accounts receivable financing, and can be widely used in the process of evaluating the accounts receivable financing of small and medium-sized enterprises in the future. The BP risk evaluation model of supply chain accounts receivable constructed in this paper can better measure the risk level of supply chain accounts receivable financing behavior and provide a certain reference for financial institutions to carry out this business.
【學(xué)位授予單位】：安徽工業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：TP183;F275

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