本文選題：供應(yīng)鏈金融　切入點(diǎn)：信用風(fēng)險(xiǎn)　出處：《浙江理工大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：供應(yīng)鏈金融是一種快速增長(zhǎng)的新型融資業(yè)務(wù)模式，也是學(xué)術(shù)界研究熱點(diǎn)問(wèn)題之一。在以供應(yīng)鏈為主導(dǎo)的企業(yè)生產(chǎn)與制造模式下，融資問(wèn)題已成為制約供應(yīng)鏈運(yùn)營(yíng)效率的一個(gè)關(guān)鍵因素。為滿足供應(yīng)鏈財(cái)務(wù)成本最小化需求，金融機(jī)構(gòu)可以通過(guò)供應(yīng)鏈金融為企業(yè)成員提供綜合性的金融服務(wù)解決方案。 然而，現(xiàn)有的信用風(fēng)險(xiǎn)管理體系難以適用于供應(yīng)鏈金融這一融資模式，金融機(jī)構(gòu)通常缺乏針對(duì)這種融資模式的信貸審批方法與信用評(píng)級(jí)體系。為解決其信用風(fēng)險(xiǎn)管理中存在的問(wèn)題，有必要對(duì)供應(yīng)鏈金融信用風(fēng)險(xiǎn)管理體系與方法進(jìn)行深入研究。 本文從金融機(jī)構(gòu)視角，對(duì)供應(yīng)鏈金融融資模式下企業(yè)信用風(fēng)險(xiǎn)評(píng)價(jià)問(wèn)題進(jìn)行研究探討。首先，在分析供應(yīng)鏈金融產(chǎn)生背景的基礎(chǔ)上，通過(guò)梳理與歸納相關(guān)文獻(xiàn)研究，對(duì)供應(yīng)鏈金融的概念、特點(diǎn)、與傳統(tǒng)融資模式的區(qū)別及其融資模式進(jìn)行闡述；在明確信用風(fēng)險(xiǎn)概念與特點(diǎn)的基礎(chǔ)上，對(duì)現(xiàn)有信用風(fēng)險(xiǎn)評(píng)價(jià)方法與模型進(jìn)行比較分析。其次，從融資企業(yè)、行業(yè)環(huán)境、核心企業(yè)、供應(yīng)鏈與融資項(xiàng)下資產(chǎn)五個(gè)層面，深刻剖析供應(yīng)鏈金融融資模式下企業(yè)信用風(fēng)險(xiǎn)來(lái)源與影響因素，在定性分析的基礎(chǔ)上，通過(guò)頻數(shù)統(tǒng)計(jì)法、專家意見(jiàn)法、相關(guān)性分析法對(duì)相關(guān)研究中使用的評(píng)價(jià)指標(biāo)進(jìn)行篩選，并設(shè)計(jì)和構(gòu)建企業(yè)信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系，用以識(shí)別供應(yīng)鏈金融融資模式下企業(yè)信用風(fēng)險(xiǎn)來(lái)源以及風(fēng)險(xiǎn)類型。再次，以我國(guó)光伏行業(yè)上市公司為樣本，采用logistic回歸方法建立信用風(fēng)險(xiǎn)評(píng)價(jià)模型，，用于度量供應(yīng)鏈金融融資模式下企業(yè)信用風(fēng)險(xiǎn)大小。回歸分析結(jié)果表明融資企業(yè)運(yùn)營(yíng)能力、融資企業(yè)素質(zhì)與信用狀況、核心企業(yè)資信水平、供應(yīng)鏈整體水平、融資項(xiàng)下資產(chǎn)質(zhì)量是信用風(fēng)險(xiǎn)的關(guān)鍵影響因素。最后，以實(shí)證研究的方式，對(duì)本文構(gòu)建的信用風(fēng)險(xiǎn)評(píng)價(jià)模型進(jìn)行模擬和驗(yàn)證。
[Abstract]:Supply chain finance is a fast growing new financing business model, and it is also one of the hot issues in academia. Financing problem has become a key factor restricting the efficiency of supply chain operation. In order to meet the minimum demand of financial cost of supply chain, financial institutions can provide comprehensive financial service solutions for enterprise members through supply chain finance. However, the existing credit risk management system is difficult to apply to the financing model of supply chain finance. In order to solve the problems in credit risk management, it is necessary to deeply study the credit risk management system of supply chain finance. From the perspective of financial institutions, this paper studies the evaluation of enterprise credit risk in the mode of supply chain finance. Firstly, on the basis of analyzing the background of supply chain finance, this paper summarizes the relevant literature. On the basis of defining the concept and characteristics of supply chain finance, comparing and analyzing the existing methods and models of credit risk evaluation, the paper expounds the difference between supply chain finance and traditional financing mode and its financing mode, and analyzes the credit risk evaluation methods and models on the basis of defining the concept and characteristics of credit risk. From five levels of financing enterprise, industry environment, core enterprise, supply chain and assets under financing item, this paper deeply analyzes the sources and influencing factors of enterprise credit risk under the financing mode of supply chain finance, and on the basis of qualitative analysis, through the method of frequency statistics, Expert opinion method, correlation analysis method to select the evaluation index used in the relevant research, and design and build enterprise credit risk evaluation index system, It is used to identify the source and type of credit risk in supply chain finance. Thirdly, the logistic regression method is used to establish the credit risk evaluation model with the listed companies of photovoltaic industry in China as the sample. The results of regression analysis show that the financing enterprises' operation ability, financing enterprises' quality and credit status, the credit level of the core enterprises, and the whole level of the supply chain, are used to measure the credit risk of the enterprises in the supply chain financial financing mode. Asset quality under financing is the key factor of credit risk. Finally, the credit risk evaluation model constructed in this paper is simulated and verified by empirical research.
【學(xué)位授予單位】：浙江理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F275;F832.4

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