發(fā)布時(shí)間：2018-10-29 23:05

【摘要】：目前我國(guó)小微企業(yè)融資需求以10%以上的增速迅速擴(kuò)大,但與此相應(yīng),每年的需求缺口也以13%的增幅擴(kuò)大,信貸需求供不應(yīng)求明顯,目前小微企業(yè)融資需求與銀行貸款供給之間存在嚴(yán)重矛盾。 從信貸現(xiàn)狀來(lái)看,受小微企業(yè)企業(yè)規(guī)模小、經(jīng)營(yíng)風(fēng)險(xiǎn)高,財(cái)務(wù)制度不規(guī)范,信用偏低,資金鏈緊張,資金周轉(zhuǎn)困難等主客觀原因影響,小微企業(yè)的信貸業(yè)務(wù)存在信貸缺口大、成本高等問(wèn)題。 進(jìn)一步就商業(yè)銀行小微企業(yè)信用風(fēng)險(xiǎn)成因及特征分析可看出,商業(yè)銀行及小微企業(yè)雙方均對(duì)信用風(fēng)險(xiǎn)的形成有著一定的責(zé)任：一方面,商業(yè)銀行角度,社會(huì)信用基礎(chǔ)、銀行體制、管理方式、業(yè)務(wù)品種的因素是受理模式引致小微企業(yè)信用風(fēng)險(xiǎn)的重要方面；信用標(biāo)準(zhǔn)、評(píng)級(jí)手段、基礎(chǔ)數(shù)據(jù)、審批流程則在審批環(huán)節(jié)引致了小微企業(yè)信用風(fēng)險(xiǎn)；信息反饋機(jī)制未能建立、信用評(píng)級(jí)調(diào)整不及時(shí)、缺乏有效補(bǔ)償機(jī)制從監(jiān)管層面加大了小微企業(yè)的信用風(fēng)險(xiǎn)。另一方面,從小微企業(yè)自身角度而言,經(jīng)濟(jì)環(huán)境風(fēng)險(xiǎn)、產(chǎn)業(yè)風(fēng)險(xiǎn)等行業(yè)風(fēng)險(xiǎn)因素,小微企業(yè)業(yè)主素質(zhì)、財(cái)務(wù)狀況等經(jīng)營(yíng)管理風(fēng)險(xiǎn)因素以及還款能力意愿因素則是小微企業(yè)信用風(fēng)險(xiǎn)的原動(dòng)力。在上述兩方的不斷影響下,小微企業(yè)信用風(fēng)險(xiǎn)具有信息不對(duì)稱(chēng)性、不穩(wěn)定性及聯(lián)動(dòng)性的鮮明特征。 基于上述分析,考慮建立商業(yè)銀行小微企業(yè)信用風(fēng)險(xiǎn)評(píng)級(jí)體系,以風(fēng)險(xiǎn)管理量化、風(fēng)險(xiǎn)管理逐戶(hù)監(jiān)管、風(fēng)險(xiǎn)管理數(shù)據(jù)匹配為原則,客戶(hù)調(diào)查、業(yè)務(wù)受理、分析評(píng)價(jià)、授信決策與實(shí)施、貸后管理等多部門(mén)密切配合,創(chuàng)新小微企業(yè)信用風(fēng)險(xiǎn)評(píng)級(jí)體系的“兩步分級(jí)”法,即準(zhǔn)入性和可控性。在準(zhǔn)入性評(píng)級(jí)方面,以?xún)?nèi)嵌的方式在商業(yè)銀行風(fēng)控管理建構(gòu)中進(jìn)行運(yùn)作,用內(nèi)部評(píng)級(jí)法為基礎(chǔ)進(jìn)行構(gòu)建,用以衡量小微企業(yè)的綜合信用風(fēng)險(xiǎn),用以解決小微企業(yè)是否能夠獲得貸款的問(wèn)題；在可控性評(píng)級(jí)方面,選取選取企業(yè)銷(xiāo)售因素、營(yíng)運(yùn)資金周轉(zhuǎn)因素、自有資金量因素、訂單融資因素、抵押物價(jià)值因素等因素構(gòu)成指標(biāo)體系,衡量單筆貸款的信用風(fēng)險(xiǎn),主要測(cè)量貸款期限內(nèi)小微企業(yè)經(jīng)營(yíng)狀況、擔(dān)保覆蓋性等方面出現(xiàn)風(fēng)險(xiǎn)的可能性,從而解決怎樣向小微企業(yè)授信的問(wèn)題,衡量“貸不貸”及“如何貸”的兩級(jí)風(fēng)險(xiǎn)。 某小微企業(yè)TZ公司向J銀行申請(qǐng)500萬(wàn)信貸額度的個(gè)案實(shí)證了上述信用風(fēng)險(xiǎn)評(píng)估體系的可操作性,同時(shí)對(duì)小微企業(yè)的信用風(fēng)險(xiǎn)管理提出了拓展性建議。一方面對(duì)小微企業(yè)貸款風(fēng)險(xiǎn)分類(lèi)體系的思考,結(jié)合《銀行開(kāi)展小企業(yè)貸款業(yè)務(wù)指導(dǎo)意見(jiàn)》,探索適合小微企業(yè)信貸風(fēng)險(xiǎn)特色的、按銀行信貸項(xiàng)目別的風(fēng)險(xiǎn)評(píng)級(jí)方式；另一方面對(duì)建立全方位的貸后風(fēng)險(xiǎn)監(jiān)管體系的思考,在信用風(fēng)險(xiǎn)模型監(jiān)控頻度、對(duì)重大事項(xiàng)貸后監(jiān)控對(duì)第二還款來(lái)源貸后監(jiān)控方面,商業(yè)銀行仍有努力的空間。
[Abstract]:At present, the financing demand of small and micro enterprises in our country is increasing rapidly by more than 10%, but accordingly, the annual demand gap also increases by 13%, and the demand for credit exceeds the demand obviously. At present, there is a serious contradiction between the financing demand of small and micro enterprises and the supply of bank loans. Judging from the present credit situation, the small and micro enterprises are affected by such subjective and objective reasons as the small scale of small and micro enterprises, high operating risk, irregular financial system, low credit, tight capital chain, difficult capital turnover and other subjective and objective reasons, so there is a large credit gap in the credit business of small and micro enterprises. Problems such as high cost. Further analysis of the causes and characteristics of the credit risk of small and micro enterprises in commercial banks shows that both commercial banks and small and micro enterprises have certain responsibilities for the formation of credit risks: on the one hand, from the perspective of commercial banks, from the social credit basis, The factors of banking system, management mode and business variety are the important aspects of accepting the credit risk of small and micro enterprises; Credit standards, rating means, basic data and approval process lead to the credit risk of small and micro enterprises in the examination and approval process; The information feedback mechanism has not been established, the credit rating adjustment is not timely, and the lack of effective compensation mechanism has increased the credit risk of small and micro enterprises from the aspect of supervision. On the other hand, from the point of view of the small and micro enterprises themselves, the economic environment risk, industrial risk and other industry risk factors, the quality of the owners of the small and micro enterprises, The risk factors such as financial condition and repayment ability are the driving force of credit risk of small and micro enterprises. Under the influence of the above two sides, the credit risk of small and micro enterprises is characterized by information asymmetry, instability and linkage. Based on the above analysis, we consider to establish a credit risk rating system for small and micro enterprises of commercial banks, with the principles of quantitative risk management, house-to-door supervision of risk management, matching of risk management data, customer investigation, business acceptance, analysis and evaluation. In order to innovate the "two-step grading" method of credit risk rating system for small and micro enterprises, such as credit decision and implementation, loan management and so on, the two step classification method, namely, admittance and controllability, is innovated. In the aspect of access rating, it operates in an embedded way in the construction of risk control management of commercial banks, and builds on the basis of internal rating method, which is used to measure the comprehensive credit risk of small and micro enterprises. To address the problem of access to credit for small and micro enterprises; In terms of controllable rating, factors such as sales factor, working capital turnover factor, private capital factor, order financing factor, collateral value factor and so on are selected to measure the credit risk of a single loan. This paper mainly measures the possibility of risk in the aspects of operation condition and guarantee coverage of small and micro enterprises during the loan period, so as to solve the problem of how to grant credit to small and micro enterprises, and to measure the two levels of risk of "no loan" and "how to borrow". The case of a small microenterprise TZ applying for 5 million credit line from Bank J has proved the feasibility of the credit risk assessment system mentioned above. At the same time, some suggestions are put forward for the credit risk management of small and micro enterprises. On the one hand, considering the classification system of the loan risk of the small and micro enterprises, combining with the guidance of the Bank to carry out the loan business of the small and micro enterprises, to explore the suitable credit risk characteristics of the small and micro enterprises, according to the other risk rating methods of the bank credit projects; On the other hand, there is still room for commercial banks to establish a comprehensive supervision system of post-loan risk, in terms of monitoring frequency of credit risk model and monitoring the second source of loan after major events.
【學(xué)位授予單位】：中國(guó)海洋大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類(lèi)號(hào)】：F276.3;F832.4

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本文編號(hào)：2299097