本文選題：鋼鐵行業(yè)　切入點(diǎn)：產(chǎn)能過剩　出處：《廣東財(cái)經(jīng)大學(xué)》2013年碩士論文

【摘要】：近年來，鋼鐵行業(yè)的發(fā)展遭遇重創(chuàng)，產(chǎn)能過剩問題突出。2013年上半年，鋼鐵行業(yè)表現(xiàn)仍然不盡人意，平均銷售利潤率僅有0.13％，在工業(yè)中墊底。鋼鐵行業(yè)效益不好，，直接加大了潛在的銀行信貸風(fēng)險(xiǎn)，引起了銀行業(yè)乃至整個(gè)社會的關(guān)注。鋼鐵行業(yè)的發(fā)展受國家產(chǎn)業(yè)政策和經(jīng)濟(jì)波動(dòng)的影響比較大，同時(shí)整個(gè)行業(yè)又面臨進(jìn)口鐵礦石成本上漲的壓力，利潤被相應(yīng)擠壓。下游對鋼鐵產(chǎn)品的需求萎靡以及鋼企持續(xù)不斷的供應(yīng)，導(dǎo)致了嚴(yán)重的結(jié)構(gòu)性產(chǎn)能過剩。另外鋼企的還款意愿和還款能力對銀行信貸風(fēng)險(xiǎn)大小也起著至關(guān)重要的作用。而且銀行自身也存在很多影響鋼鐵行業(yè)信貸風(fēng)險(xiǎn)的因素，例如信貸風(fēng)險(xiǎn)管理方法落后、銀行工作人員操作不當(dāng)?shù)取?目前國內(nèi)外學(xué)者對鋼鐵行業(yè)的銀行信貸風(fēng)險(xiǎn)的研究，主要局限于理論分析，運(yùn)用風(fēng)險(xiǎn)度量模型進(jìn)行定量分析的比較少。本文綜合選取因子分析法與Logistic模型，對鋼鐵行業(yè)的銀行信貸風(fēng)險(xiǎn)進(jìn)行實(shí)證分析，可以得出上市鋼鐵企業(yè)的違約概率。最后本文分別對商業(yè)銀行和鋼鐵行業(yè)提出了建議措施，例如商業(yè)銀行進(jìn)行鋼鐵行業(yè)信貸風(fēng)險(xiǎn)的評估時(shí)，可以相結(jié)合地運(yùn)用Logisitc模型定量分析與定性分析，這樣可以大大提高信貸風(fēng)險(xiǎn)評估的準(zhǔn)確性。
[Abstract]:In recent years, the steel industry has been hit hard, with overcapacity. In the first half of 2013, the industry still underperformed, with an average sales margin of 0.13, the lowest in the industry.The benefit of the steel industry is not good, which directly increases the potential bank credit risk and attracts the attention of the banking industry and the whole society.The development of iron and steel industry is greatly affected by national industrial policies and economic fluctuations. At the same time, the whole industry faces the pressure of rising cost of imported iron ore, and profits are squeezed accordingly.Weak downstream demand for steel products and continued supply from steel companies have led to severe structural overcapacity.In addition, the repayment willingness and repayment ability of steel enterprises also play a vital role in the size of bank credit risk.Moreover, there are many factors that affect the credit risk of steel industry, such as the backward management method of credit risk, improper operation of bank staff and so on.At present, the domestic and foreign scholars' research on the bank credit risk in the steel industry is mainly limited to the theoretical analysis, and the quantitative analysis by using the risk measurement model is less.In this paper, factor analysis and Logistic model are selected to analyze the credit risk of steel industry, and the probability of default of listed iron and steel enterprises can be obtained.Finally, this paper puts forward some suggestions to the commercial banks and the steel industry. For example, when the commercial banks evaluate the credit risk of the steel industry, the quantitative analysis and qualitative analysis can be combined with the Logisitc model.This can greatly improve the accuracy of credit risk assessment.
【學(xué)位授予單位】：廣東財(cái)經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F426.31;F832.4

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 張欣,李亞琴;信息不對稱與防范銀行信貸風(fēng)險(xiǎn)[J];財(cái)經(jīng)問題研究;2002年08期

2 朱小宗,張宗益,耿華丹;現(xiàn)代信用風(fēng)險(xiǎn)度量模型剖析與綜合比較分析[J];財(cái)經(jīng)研究;2004年09期

3 張會恒;論產(chǎn)業(yè)生命周期理論[J];財(cái)貿(mào)研究;2004年06期

4 李婧;胡瀟博;;逆向選擇與銀行信貸風(fēng)險(xiǎn)控制淺析[J];海南金融;2008年09期

5 李萌;Logit模型在商業(yè)銀行信用風(fēng)險(xiǎn)評估中的應(yīng)用研究[J];管理科學(xué);2005年02期

6 沈沛龍,任若恩;現(xiàn)代信用風(fēng)險(xiǎn)管理模型和方法的比較研究[J];經(jīng)濟(jì)科學(xué);2002年03期

7 楊建平;;信息不對稱與我國商業(yè)銀行信貸風(fēng)險(xiǎn)控制機(jī)制分析[J];經(jīng)濟(jì)研究導(dǎo)刊;2007年08期

8 楊金霞;;產(chǎn)能過剩信貸風(fēng)險(xiǎn)：商業(yè)銀行面臨的新挑戰(zhàn)[J];金融電子化;2007年12期

9 袁亮;;淺議商業(yè)銀行對鋼鐵行業(yè)融資的主要信貸風(fēng)險(xiǎn)及防范措施[J];金融經(jīng)濟(jì);2009年20期

10 許國平,陸磊;不完全合同與道德風(fēng)險(xiǎn):90年代金融改革的回顧與反思[J];金融研究;2001年02期

本文編號：1722341