本文選題：信用風險 + 區(qū)域風險　； 參考：《山東財經大學》2014年碩士論文

【摘要】：自20世紀90年代以來，隨著市場經濟制度的不斷完善，中小企業(yè)在國民經濟中的作用日益凸顯。中小企業(yè)是現(xiàn)代市場經濟中對市場機制反映最靈敏、最具活力的組成部分，在刺激經濟增長、促進產業(yè)競爭、推進產業(yè)創(chuàng)新、改善人民生活、吸納社會剩余勞動力等方面發(fā)揮著無可替代的作用。據工商聯(lián)統(tǒng)計數(shù)據顯示，在我國企業(yè)總數(shù)中，中小企業(yè)占比超過99%，對我國的GDP的貢獻達68%，對外貿的貢獻達68%，對稅收的貢獻達52%，提供了80%的城鎮(zhèn)就業(yè)崗位和82%的新產品開發(fā)，已然成為我國國民經濟和社會發(fā)展的重要力量。 然而，制約我國中小企業(yè)生存和發(fā)展的融資難題依舊突出，在新的經營環(huán)境下，中小企業(yè)融資難還出現(xiàn)了一些新的特點：一是隨著貨幣政策取向由寬松轉向穩(wěn)健，銀根逐步收緊，融資難由以前主要體現(xiàn)為市場難、訂單難轉變?yōu)橹饕琴Y金難；二是隨著融資成本的不斷上升，以前主要體現(xiàn)為中小企業(yè)“融資難”，現(xiàn)在更集中反映為中小企業(yè)“融資貴”；三是中小企業(yè)提供信用有限，與銀行間信息不對稱，融資時品種單一，貸款“長”變“短”現(xiàn)象嚴重，區(qū)域互保關系明顯。種種問題無疑進一步加劇了中小企業(yè)融資困難現(xiàn)象。特別是13來隨著經濟增速放緩，銀行“錢荒”問題的出現(xiàn)，國內制造業(yè)普遍面臨產能過剩的局面，中小企業(yè)間低端同類產品的無序競爭，民間融資行為日益活躍，以互保網絡為擔保基礎的中小企業(yè)正在面臨新一輪的區(qū)域金融風險。 但是，目前國內理論界對影響中小企業(yè)信用風險的區(qū)域金融因素分析尚處于探索階段，在授信操作、風險控制等方面的理念、技術等方面也與國際先進銀行具備一定差距。現(xiàn)階段國內商業(yè)銀行采用的信用風險模型主要基于借款企業(yè)的財務報表而進行的定量分析模型以及基于企業(yè)自身發(fā)展情況而做的定性分析模型，然而對于企業(yè)所處的區(qū)域金融環(huán)境以及企業(yè)主營行業(yè)的地區(qū)產業(yè)鏈往往采取主觀評價的方法。因此，基于區(qū)域金融環(huán)境下的中小企業(yè)信用風險研究這一課題對于完善我國商業(yè)銀行對于中小企業(yè)信用風險的度量方法，進一步加強我國商業(yè)銀行抵御中小企業(yè)信用風險的能力具有比較重要的現(xiàn)實意義和實用價值。 本文在結合選題背景的基礎上，綜述相關理論及研究方法，第二章對中小企業(yè)、基于商業(yè)銀行視角的中小企業(yè)信用風險以及當前金融環(huán)境下中小企業(yè)所面臨的區(qū)域風險進行界定。第三章分析中小企業(yè)信用風險成因，主要從宏觀經濟因素（國內生產總值、生產者物價指數(shù)、房地產價格指數(shù)）、區(qū)域風險因素（區(qū)域既有風險因素、區(qū)域外部經濟環(huán)境、區(qū)域偶發(fā)性風險因素）、企業(yè)自身因素（包括企業(yè)償債能力、盈利能力、運營能力、成長能力）等層面出發(fā)，進而分析影響中小企業(yè)信用風險不同層面因素見的耦合關系。在第三章的基礎上，在第四章中首先簡述現(xiàn)有的中小企業(yè)信用風險評價模型，進而構建蘊含區(qū)域風險因素的中小企業(yè)信用風險評價模型，進而基于AHP法分析區(qū)域風險因素指標對中小企業(yè)信用風險的影響程度，最后構建蘊含區(qū)域風險因素的中小企業(yè)信用風險評價AHP-Logistic模型。第五章中首先將山東省劃分為四區(qū)域，根據區(qū)域風險指標體系測算各區(qū)域區(qū)域風險值，進而選取山東省76家中小企業(yè)樣本并按各自區(qū)域劃分，對樣本中小企業(yè)進行實證研究。最后通過實證得出結論，蘊含區(qū)域風險因素的中小企業(yè)信用風險評價模型有效的提升了傳統(tǒng)Logistic模型精確度。第六章中進而基于商業(yè)銀行視角對于中小企業(yè)信用風險的控制作出建議。
[Abstract]:Since the 1990s, with the continuous improvement of the market economy system, the role of small and medium-sized enterprises in the national economy has become increasingly prominent. Small and medium-sized enterprises are the most sensitive and dynamic component of the market mechanism in the modern market economy, which are stimulating economic growth, promoting industry competition, promoting industrial innovation, improving people's life and absorbing. The social surplus labor force plays an irreplaceable role. According to the statistics of the Federation of industry and commerce, small and medium-sized enterprises accounted for more than 99% of the total number of enterprises in our country, contributed 68% to China's GDP, contributed 68% to foreign trade, contributed 52% to tax revenue, and provided 80% of urban jobs and 82% of new product development. The important force of national economic and social development.
However, the financing problems that restrict the survival and development of small and medium enterprises in China still stand out. Under the new operating environment, small and medium-sized enterprises have some new characteristics. First, with the monetary policy orientation from loose to steady, the money is gradually tightened, the difficulty of financing is difficult to be reflected by the former owners, and the difficulty in order to change is mainly capital. The two is that with the rising of the financing cost, the former is mainly reflected in the "financing difficulty" of small and medium enterprises, and now it is more concentrated on the "financing expensive" for small and medium enterprises; the three is that the small and medium enterprises provide the limited credit, the asymmetric information between the banks, the single variety of the financing, the "short" phenomenon of the loan, and the regional mutual insurance relations. Obviously, all kinds of problems have undoubtedly exacerbated the financing difficulties of small and medium-sized enterprises, especially in 13, with the slowdown of the economic growth and the emergence of the "money shortage" problem, the domestic manufacturing industry generally faces the situation of overcapacity, the disordered competition of the low end similar products among the small and medium enterprises, the increasingly active folk financing behavior, and the mutual insurance network as a burden. The small and medium-sized enterprises that support the foundation are facing a new round of regional financial risks.
However, the analysis of regional financial factors affecting credit risk of small and medium-sized enterprises is still in the exploration stage at present, and there is a gap between the ideas of credit operation, risk control and so on with the international advanced banks. At present, the credit risk model used by domestic commercial banks is mainly based on the money of the borrowers. The quantitative analysis model of the business report and the qualitative analysis model based on the development of the enterprise, however, it often takes the subjective evaluation method for the regional financial environment and the regional industrial chain of the enterprise's main industry. Therefore, the research on the credit risk of small and medium-sized enterprises based on the regional financial environment It is of great practical significance and practical value to improve the measurement method of credit risk for small and medium-sized enterprises in China's commercial banks and to further strengthen the ability of Chinese commercial banks to resist the credit risk of small and medium-sized enterprises.
On the basis of the background of topic selection, this paper summarizes related theories and research methods, and the second chapter defines SMEs, credit risk of small and medium enterprises based on commercial banks and the regional risks faced by small and medium enterprises under the current financial environment. The third chapter analyzes the causes of SMEs' credit risk, mainly from macroeconomic factors. (gross domestic product, producer price index, real estate price index), regional risk factors (regional risk factors, regional external economic environment, regional incidental risk factors), enterprise self factors (including enterprise solvency, profitability, operational power, growth ability), and then analyze the impact of SME credit On the basis of the third chapter, on the basis of the third chapter, the existing credit risk evaluation model of small and medium enterprises is briefly introduced in the fourth chapter, and then the credit risk evaluation model of small and medium enterprises with regional risk factors is constructed, and then based on the AHP method, the image of regional risk factors is analyzed for the credit risk of small and medium-sized enterprises. In the fifth chapter, Shandong is divided into four regions in the fifth chapter, and the regional risk values are calculated according to the regional risk index system, and then 76 small and medium-sized enterprises in Shandong province are selected and divided according to their respective regions. The final conclusion is that the credit risk evaluation model of small and medium enterprises with regional risk factors effectively improves the accuracy of the traditional Logistic model. In the sixth chapter, the credit risk control of small and medium-sized enterprises is proposed based on the commercial bank perspective.
【學位授予單位】：山東財經大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F276.3;F832.4

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本文編號：2000674