本文選題：供應(yīng)鏈金融 + 信用風(fēng)險度量��； 參考：《哈爾濱工業(yè)大學(xué)》2012年碩士論文

【摘要】：近年來，供應(yīng)鏈金融融資成為一種新興的融資模式，它有效解決了中小企業(yè)的融資困境，改變了傳統(tǒng)的銀企單一授信模式。供應(yīng)鏈金融業(yè)務(wù)根據(jù)產(chǎn)業(yè)鏈結(jié)構(gòu)特點和商品交易詳情，以核心企業(yè)為金融支持者，對中小企業(yè)進行專項授信，有效地進行了風(fēng)險轉(zhuǎn)移。隨著供應(yīng)鏈金融業(yè)務(wù)的增多，市場的壯大，如何進行融資過程中信用風(fēng)險度量成為了銀行信貸業(yè)務(wù)的中心。因此，對供應(yīng)鏈金融信用風(fēng)險體系的完善具有了很重要的現(xiàn)實意義。 本文先從供應(yīng)鏈的發(fā)展歷史出發(fā)，介紹了供應(yīng)鏈金融的相關(guān)定義和構(gòu)成要素。并對供應(yīng)鏈金融的三種基本融資模式進行了詳細敘述，包括各模式的應(yīng)用范圍，具體業(yè)務(wù)流程。然后從博弈論角度對供應(yīng)鏈金融中銀企雙方的行為進行了分析，通過分析得出供應(yīng)鏈金融可以降低中小企業(yè)貸款違約風(fēng)險，提高銀行向中小企業(yè)放貸率這一結(jié)論。這對整個信貸市場來說是個良性發(fā)展，揭示了供應(yīng)鏈金融業(yè)務(wù)的優(yōu)勢。隨后本文采用邊界Logistic模型對供應(yīng)鏈金融下中小企業(yè)信用風(fēng)險度量進行了實證研究，選取了具有供應(yīng)鏈金融特色的指標體系。該模型從定量角度系統(tǒng)地對企業(yè)進行信用風(fēng)險度量，，減少了目前對供應(yīng)鏈金融業(yè)務(wù)評價大多依靠專家評價的局限性。實證結(jié)果表明，在對供應(yīng)鏈金融中的中小企業(yè)進行信用風(fēng)險度量時，邊界Logistic模型分類準確度更高，模型整體擬合程度更好，H-L檢驗結(jié)果更顯著，明顯優(yōu)于一般Logistic模型。接著本文應(yīng)用實證模型對具體企業(yè)進行案例分析，結(jié)果顯示在供應(yīng)鏈金融模式下，企業(yè)的違約率更低，該結(jié)果與博弈分析結(jié)論一致，即供應(yīng)鏈金融模式下中小企業(yè)更容易通過銀行的審批，獲得貸款。最后，在研究成果的基礎(chǔ)上對銀行和中小企業(yè)如何防控供應(yīng)鏈金融信用風(fēng)險提出了幾點建議。
[Abstract]:In recent years, supply chain finance has become a new financing mode, which has effectively solved the financing dilemma of small and medium-sized enterprises and changed the traditional single credit mode of banks and enterprises. According to the characteristics of industrial chain structure and the details of commodity transaction, the supply chain financial business, taking the core enterprise as the financial supporter, gives special credit to the small and medium-sized enterprises and effectively carries out the risk transfer. With the increase of the supply chain financial business and the expansion of the market, how to measure the credit risk in the financing process has become the center of the bank credit business. Therefore, it has important practical significance to perfect the credit risk system of supply chain finance. Starting from the history of supply chain development, this paper introduces the definition and components of supply chain finance. Three basic financing models of supply chain finance are described in detail, including the scope of application of each model and the specific business process. Then it analyzes the behavior of both banks and enterprises in the supply chain finance from the perspective of game theory and draws the conclusion that supply chain finance can reduce the risk of loan default of SMEs and improve the lending rate of banks to SMEs. This is a benign development for the entire credit market, revealing the advantages of supply chain financial business. Then this paper uses the boundary Logistic model to study the credit risk measurement of SMEs under the supply chain finance, and selects the index system with the characteristics of supply chain finance. This model systematically measures the credit risk of enterprises from the quantitative point of view, which reduces the limitation that most of the evaluation of supply chain financial business depends on expert evaluation. The empirical results show that in the credit risk measurement of SMEs in supply chain finance, the classification accuracy of the boundary Logistic model is higher, and the overall fitting degree of the model is better than that of the general Logistic model. Then the empirical model is applied to the case study of specific enterprises. The results show that the default rate of enterprises is lower under the supply chain financial model, which is consistent with the conclusion of game analysis. That is, under the supply chain financial model, SMEs are easier to obtain loans through the approval of banks. Finally, on the basis of the research results, some suggestions on how to prevent and control the supply chain financial credit risk for banks and small and medium-sized enterprises are put forward.
【學(xué)位授予單位】：哈爾濱工業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.4;F275;F276.3

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