【摘要】：伴隨著經(jīng)濟(jì)全球化的進(jìn)程不斷加快,金融全球化也日趨深化,近些年中國的商業(yè)銀行已經(jīng)開始在世界金融業(yè)的舞臺上嶄露頭角,國有商業(yè)銀行海外并購、開立子公司的步伐逐漸加快。與世界金融并軌的同時(shí),現(xiàn)有傳統(tǒng)的金融文化和管理理念明顯不能適應(yīng)當(dāng)今世界金融發(fā)展的需要,中國商業(yè)銀行在迎接歷史發(fā)展機(jī)遇的同時(shí),也面臨著嶄新挑戰(zhàn)。 同時(shí),隨著國內(nèi)經(jīng)濟(jì)的發(fā)展,商業(yè)銀行金融服務(wù)經(jīng)濟(jì)的角色定位顯得越來越重要。尤其在經(jīng)歷了1998年和2008年的兩次世界性經(jīng)濟(jì)危機(jī)后,中國的經(jīng)濟(jì)發(fā)展受到了嚴(yán)重的影響,要走出困境,必須實(shí)現(xiàn)經(jīng)濟(jì)轉(zhuǎn)型,擴(kuò)大內(nèi)需,尋求一條可持續(xù)發(fā)展的道路。能否成功實(shí)現(xiàn)轉(zhuǎn)型,關(guān)鍵在于中小企業(yè)。 在中國,中小企業(yè)的數(shù)量占到了企業(yè)總數(shù)的99%以上,因此中國經(jīng)濟(jì)發(fā)展是否健康在很大程度上要看中國中小企業(yè)在經(jīng)濟(jì)市場上的生命力。而現(xiàn)狀是,如今中小的發(fā)展面臨很大的困境,原因是多方面的,其中關(guān)鍵的一點(diǎn)原因是中小企業(yè)“融資難”的問題,這當(dāng)中商業(yè)銀行難推其責(zé)。 為此,圍繞解決“融資難”這一問題,本文對我國中小企業(yè)的發(fā)展現(xiàn)狀、融資現(xiàn)狀作了深入的剖析,同時(shí)從商業(yè)銀行角度,分析了導(dǎo)致中小企業(yè)融資難的深層次原因——中小企業(yè)的信息不對稱以及商業(yè)銀行先進(jìn)信用風(fēng)險(xiǎn)度量工具的缺失。針對以上兩點(diǎn)原因,本文深入研究了信用風(fēng)險(xiǎn)評價(jià)的理論,對國內(nèi)外信用風(fēng)險(xiǎn)評價(jià)、度量手段和工具作了多角度的比較與分析,探討了各種工具的優(yōu)缺點(diǎn)以及適用性。最后,作者結(jié)合在實(shí)際工作中的研究與實(shí)踐經(jīng)驗(yàn),提出了構(gòu)建商業(yè)銀行信用風(fēng)險(xiǎn)模型的設(shè)想：通過對Z模型的改進(jìn),建立了一套符合我國中小企業(yè)特點(diǎn)的商業(yè)銀行風(fēng)險(xiǎn)評價(jià)模型。文中對模型的構(gòu)建過程作了詳細(xì)描述。同時(shí),隨機(jī)采樣了3000個(gè)樣本,通過實(shí)證方法,對模型作了驗(yàn)證,證明了模型的合理性和科學(xué)性。最后,作者采用線性回歸的方法,建立了違約率與風(fēng)險(xiǎn)評價(jià)值之間的線性關(guān)系。在本文結(jié)尾處,作者對信用風(fēng)險(xiǎn)評價(jià)廣泛的應(yīng)用價(jià)值作了展望,提出科學(xué)的信用風(fēng)險(xiǎn)評價(jià)體系對解決中小企業(yè)融資難,促進(jìn)中小企業(yè)發(fā)展將有革命性的意義。
[Abstract]:With the accelerating process of economic globalization and the deepening of financial globalization, in recent years, China's commercial banks have begun to emerge on the stage of the world financial industry. State-owned commercial banks have acquired overseas mergers and acquisitions. The pace of opening a subsidiary has gradually quickened. At the same time, the traditional financial culture and management concept can not meet the needs of the financial development in the world. Chinese commercial banks are facing new challenges while meeting the opportunities of historical development. At the same time, with the development of domestic economy, the role of commercial bank financial service economy becomes more and more important. Especially after two world economic crises in 1998 and 2008, China's economic development has been seriously affected. In order to get out of the predicament, it is necessary to realize the economic transformation, expand domestic demand and seek a sustainable development road. The key to successful transformation lies in the small and medium-sized enterprises. In China, the number of SMEs accounts for more than 99% of the total number of enterprises, so the health of China's economic development depends on the vitality of Chinese SMEs in the economic market. The present situation is that the development of small and medium-sized enterprises is facing a lot of difficulties, for many reasons, one of the key reasons is the problem of "difficult financing" for small and medium-sized enterprises, in which the commercial banks are difficult to shirk their responsibilities. Therefore, focusing on solving the problem of "financing difficulties", this paper makes a deep analysis of the development status quo and financing status of small and medium-sized enterprises in China, and at the same time, from the perspective of commercial banks, This paper analyzes the deep reasons that cause the financing difficulty of SMEs-the information asymmetry of SMEs and the lack of advanced credit risk measurement tools in commercial banks. In view of the above two reasons, this paper deeply studies the theory of credit risk evaluation, compares and analyzes the domestic and foreign credit risk evaluation, measurement methods and tools, and discusses the advantages and disadvantages and applicability of various tools. Finally, combining with the research and practical experience in the practical work, the author puts forward the assumption of constructing the credit risk model of commercial banks: through the improvement of Z model, A set of risk assessment model of commercial banks is set up in accordance with the characteristics of small and medium-sized enterprises in China. The construction process of the model is described in detail. At the same time, 3000 samples were sampled at random. The model was verified by empirical method, and the rationality and scientificity of the model were proved. Finally, the linear relationship between default rate and risk evaluation value is established by linear regression method. At the end of this paper, the author looks forward to the widely applied value of credit risk evaluation, and points out that a scientific credit risk evaluation system will have revolutionary significance in solving the difficulty of financing and promoting the development of small and medium-sized enterprises.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.33;F224

【引證文獻(xiàn)】

相關(guān)博士學(xué)位論文 前1條

1 韓文強(qiáng);基于成長的我國中小企業(yè)融資結(jié)構(gòu)優(yōu)化研究[D];中南大學(xué);2008年

相關(guān)碩士學(xué)位論文 前1條

1 王營;基于供應(yīng)鏈金融融資模式的企業(yè)信用風(fēng)險(xiǎn)評價(jià)研究[D];浙江理工大學(xué);2014年

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本文編號：2278587