本文選題：供應(yīng)鏈金融 + 信用風(fēng)險(xiǎn)評(píng)估　； 參考：《武漢理工大學(xué)》2015年碩士論文

【摘要】：供應(yīng)鏈金融作為解決中小企業(yè)融資難問題的一種有效途徑,受到銀行、中小企業(yè)、物流企業(yè)等多方面的關(guān)注。近些年,互聯(lián)網(wǎng)、云計(jì)算等科技逐漸被應(yīng)用到金融領(lǐng)域,催生了一些新的供應(yīng)鏈金融模式及衍生產(chǎn)品,這使得相關(guān)的業(yè)務(wù)控制變得更加復(fù)雜,導(dǎo)致風(fēng)險(xiǎn)爆發(fā)的可能性增大。因此,科學(xué)客觀的評(píng)價(jià)供應(yīng)鏈金融的信用風(fēng)險(xiǎn)成為銀行關(guān)注的焦點(diǎn),也是銀行成功實(shí)施供應(yīng)鏈金融的基礎(chǔ),具有巨大現(xiàn)實(shí)意義。本文在對(duì)現(xiàn)有文獻(xiàn)資料、研究成果進(jìn)行深入分析歸納的基礎(chǔ)上,闡述了供應(yīng)鏈金融的概念和特征,通過對(duì)供應(yīng)鏈金融信用風(fēng)險(xiǎn)進(jìn)行分析,建立基于模糊突變理論的供應(yīng)鏈金融信用風(fēng)險(xiǎn)評(píng)價(jià)模型,并設(shè)計(jì)了相應(yīng)的評(píng)價(jià)指標(biāo)體系,最后通過實(shí)證研究證明了該方法的有效性和適用性。供應(yīng)鏈金融信用風(fēng)險(xiǎn)評(píng)估方法很多,本文在闡述和分析了多種風(fēng)險(xiǎn)評(píng)估方法后,對(duì)其各自的優(yōu)缺點(diǎn)做了比較。由于供應(yīng)鏈金融信用風(fēng)險(xiǎn)狀況復(fù)雜,存在相對(duì)性、動(dòng)態(tài)性、模糊性、突變性等不確定特質(zhì),其風(fēng)險(xiǎn)的變化往往是突然的、非連續(xù)性的,然而傳統(tǒng)風(fēng)險(xiǎn)評(píng)價(jià)方法具有一定的局限性,突變理論作為研究非連續(xù)性變化的數(shù)學(xué)理論,對(duì)于研究信用風(fēng)險(xiǎn)這樣具有非連續(xù)變化特征的事物具有一定的啟發(fā)作用和開拓價(jià)值。本文首先介紹了突變理論的基本原理以及數(shù)理模型,分析了基于突變理論的供應(yīng)鏈金融信用風(fēng)險(xiǎn)評(píng)估方法的可行性,并結(jié)合模糊數(shù)學(xué)理論,將其應(yīng)用于供應(yīng)鏈金融信用風(fēng)險(xiǎn)評(píng)估領(lǐng)域,建立了基于模糊突變的供應(yīng)鏈金融信用風(fēng)險(xiǎn)評(píng)價(jià)模型,該模型僅需考慮評(píng)價(jià)指標(biāo)的相對(duì)排序,有效降低了評(píng)價(jià)工作的主觀性,提高了風(fēng)險(xiǎn)評(píng)價(jià)的準(zhǔn)確性和效率。在建立風(fēng)險(xiǎn)評(píng)估模型后,本文綜合運(yùn)用頻數(shù)統(tǒng)計(jì)法和專家打分法對(duì)供應(yīng)鏈金融信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)進(jìn)行篩選,根據(jù)指標(biāo)體系構(gòu)建的原則,基于突變理論的特點(diǎn),重點(diǎn)考察突變因素的影響,建立了基于模糊突變理論的供應(yīng)鏈金融信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系。本文最后結(jié)合四家乳制品集團(tuán)2004-2010年的經(jīng)營(yíng)數(shù)據(jù)和行業(yè)狀況,利用本文建立的模型對(duì)其供應(yīng)鏈金融信用風(fēng)險(xiǎn)進(jìn)行了度量。同時(shí),將得到的評(píng)估結(jié)果與模糊綜合評(píng)價(jià)法的評(píng)估結(jié)果進(jìn)行比較,研究結(jié)果表明,基于突變理論的評(píng)估方法在信用風(fēng)險(xiǎn)評(píng)估中對(duì)突發(fā)風(fēng)險(xiǎn)反應(yīng)更為靈敏,結(jié)果更符合實(shí)際情況,該理論模型不失為現(xiàn)有信用風(fēng)險(xiǎn)評(píng)估方法的有效補(bǔ)充,具有更好科學(xué)性與適用性。
[Abstract]:As an effective way to solve the financing problem of SMEs, supply chain finance is concerned by banks, small and medium-sized enterprises, logistics enterprises and so on. In recent years, Internet, cloud computing and other technologies have been gradually applied to the financial field, resulting in a number of new supply chain financial models and derivatives, which makes the related business control become more complex, leading to the increased likelihood of risk outbreak. Therefore, the scientific and objective evaluation of the credit risk of supply chain finance has become the focus of attention of banks, and is also the foundation of successful implementation of supply chain finance, which has great practical significance. Based on the deep analysis and induction of the existing literature and research results, this paper expounds the concept and characteristics of supply chain finance, and analyzes the credit risk of supply chain finance. The credit risk evaluation model of supply chain finance based on fuzzy catastrophe theory is established, and the corresponding evaluation index system is designed. Finally, the validity and applicability of this method are proved by empirical research. There are many methods of credit risk assessment in supply chain finance. After explaining and analyzing various risk assessment methods, this paper compares their advantages and disadvantages. Because of the complexity of credit risk in supply chain, there are some uncertain characteristics, such as relativity, dynamic, fuzziness, mutation and so on, so the change of risk is often sudden and discontinuous. However, the traditional risk assessment method has some limitations. The catastrophe theory, as a mathematical theory to study discontinuous change, has a certain enlightening effect and pioneering value for the study of discontinuous changes such as credit risk. This paper first introduces the basic principle and mathematical model of catastrophe theory, analyzes the feasibility of credit risk assessment method of supply chain finance based on catastrophe theory, and combines with fuzzy mathematics theory. Applying it to the field of supply chain financial credit risk assessment, a model of supply chain financial credit risk evaluation based on fuzzy mutation is established. The model only needs to consider the relative ranking of evaluation indexes, which effectively reduces the subjectivity of evaluation work. The accuracy and efficiency of risk evaluation are improved. After establishing the risk assessment model, this paper uses the frequency statistics method and the expert scoring method to screen the credit risk evaluation index of the supply chain finance, according to the principle of the index system construction, based on the characteristics of the catastrophe theory. Based on fuzzy catastrophe theory, the credit risk evaluation index system of supply chain finance is established. In the end, combined with the operating data and industry situation of four dairy groups from 2004 to 2010, this paper uses the model established in this paper to measure the credit risk of supply chain finance. At the same time, the evaluation results obtained are compared with the results of fuzzy comprehensive evaluation method. The results show that the assessment method based on catastrophe theory is more sensitive to the unexpected risk response in credit risk assessment, and the results are more in line with the actual situation. The theoretical model is an effective supplement to the existing credit risk assessment methods and has better scientific and applicability.
【學(xué)位授予單位】：武漢理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類號(hào)】：F274;F832.4

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本文編號(hào)：2021550