本文選題：小微企業(yè) + 貸款可獲得性　； 參考：《蘇州大學(xué)》2014年博士論文

【摘要】：小微企業(yè)是維系“國計”和“民生”的重要支柱，應(yīng)該得到大力的支持和長足的發(fā)展，但是其融資狀況卻與國民經(jīng)濟經(jīng)濟中的重要性形成鮮明對比。為了改善小微企業(yè)的融資狀況，從國務(wù)院、發(fā)改委、工信部、金融監(jiān)管部門到各級地方政府出臺了一系列政策措施，尤其針對如何提高小微企業(yè)貸款可獲得性、拓寬小微企業(yè)金融服務(wù)覆蓋面的問題。而商業(yè)銀行迫于外部競爭壓力和內(nèi)部利潤增長驅(qū)動，也需要逐漸調(diào)整信貸結(jié)構(gòu)，，增加對小微企業(yè)貸款的力度。 在中國小微企業(yè)貸款業(yè)務(wù)大發(fā)展的時機，深入剖析小微企業(yè)貸款可獲得性的現(xiàn)狀及主要障礙，借鑒國外小企業(yè)信用評分模型的做法和經(jīng)驗，探索中國小企業(yè)信用評分模型開發(fā)的技術(shù)和策略，有助于提高中國小微企業(yè)貸款的可獲得性。 首先，論文分析了中國小微企業(yè)貸款的可獲得性不高的現(xiàn)狀及原因。通過供給和需求比較得出：商業(yè)銀行在貸款客戶選擇上偏愛規(guī)模較大的企業(yè)，冷落微型企業(yè)；小微企業(yè)貸款的可獲得性不高。運用利潤函數(shù)分析得出，銀行在貸款客戶選擇上的厚此薄彼行為是基于追求利潤最大化的動因，并指出應(yīng)該從降低小微企業(yè)貸款的經(jīng)營成本和貸款風險的角度入手，提高小微企業(yè)貸款的利潤，解決信貸配給的問題。 然后，論文從基本原理入手論述了小企業(yè)信用評分模型對于提高小微企業(yè)貸款可獲得性的有效性，以Fair Isaac與RMA開發(fā)的SBCS模型為例介紹了其基本原理，緊接著運用富國銀行的案例，證明了小企業(yè)信用評分可以有效降低運營成本和風險，并運用動態(tài)博弈模型，對比引入小企業(yè)信用評分前后的變化，論述了其在降低小微企業(yè)的道德風險，提高貸款的可獲得性方面的有效性。 在此基礎(chǔ)上，論文從模型開發(fā)和應(yīng)用兩個方面具體論述了小企業(yè)信用評分模型如何實施。論文詳細介紹了模型開發(fā)的基本流程和關(guān)鍵技術(shù)，包括樣本的選擇與變量的分組、模型的創(chuàng)建與檢驗、模型的實施與調(diào)整、模型的監(jiān)測與跟蹤；并且運用信息統(tǒng)計量進行變量的篩選和粗分組，結(jié)合Logistic回歸構(gòu)建了信用評分模型，并開發(fā)了簡易、可操作性強的信用評分卡。 最后，論文總結(jié)了美國、日本、意大利、俄羅斯等其他國家在開發(fā)和應(yīng)用該模型時的經(jīng)驗和教訓(xùn)，并提出了對中國的借鑒意義。首先分析了中國商業(yè)銀行應(yīng)用小企業(yè)信用評分模型的現(xiàn)狀、不足之處及有利條件，并從商業(yè)銀行角度提出轉(zhuǎn)變信用觀念、合作開發(fā)等建議，從政府角度提出轉(zhuǎn)變監(jiān)管理念、做好數(shù)據(jù)服務(wù)和對小微企業(yè)貸款的動態(tài)監(jiān)測等建議。
[Abstract]:Small and micro enterprises are important pillars to maintain "national planning" and "people's livelihood", which should be supported and developed greatly, but their financing status is in sharp contrast with the importance of national economy. In order to improve the financing situation of small and micro enterprises, from the State Council, the Development and Reform Commission, the Ministry of Industry and Information Technology and the financial supervision department to the local governments at all levels, a series of policies and measures have been issued, especially aimed at how to improve the availability of loans for small and micro enterprises. The issue of broadening the coverage of financial services for small and micro enterprises. Commercial banks, driven by external competitive pressure and internal profit growth, also need to gradually adjust the credit structure and increase the strength of lending to small and micro enterprises. In the opportunity of the great development of the loan business of small and micro enterprises in China, the present situation and main obstacles of the loan availability of small and micro enterprises are deeply analyzed, and the practice and experience of the credit scoring model of foreign small and micro enterprises are used for reference. To explore the techniques and strategies of developing the credit scoring model of small enterprises in China is helpful to improve the availability of loans for small and micro enterprises in China. First of all, the paper analyzes the current situation and reasons of the low availability of small and micro-enterprise loans in China. Through the comparison of supply and demand, it is concluded that commercial banks favor larger enterprises in the choice of loan customers, while the loan availability of small and micro enterprises is not high. Based on the analysis of profit function, it is concluded that the bank's behavior of favoring one or the other in the choice of loan customers is based on the motive of pursuing the maximization of profits, and it is pointed out that we should start from the angle of reducing the operating cost and loan risk of small and micro enterprises' loans. Raise the profit of small and micro enterprise loan, solve the problem of credit rationing. Then, the paper discusses the effectiveness of the small enterprise credit scoring model to improve the loan availability of small and micro enterprises from the basic principle. Taking the SBCS model developed by Fair Isaac and RMA as an example, the basic principle of the model is introduced. Then using the case of Wells Fargo, it proves that the small enterprise credit scoring can effectively reduce the operating cost and risk, and use the dynamic game model to compare the changes before and after the introduction of small business credit score. This paper discusses its effectiveness in reducing the moral hazard of small and micro enterprises and improving the availability of loans. On this basis, the paper discusses how to implement the small business credit scoring model from two aspects: model development and application. The basic process and key technologies of model development are introduced in detail, including sample selection and variable grouping, model creation and verification, model implementation and adjustment, model monitoring and tracking. Using information statistics to screen variables and coarse grouping, combined with Logistic regression, a credit scoring model is constructed, and a simple and operable credit scoring card is developed. Finally, the paper summarizes the experiences and lessons of other countries, such as the United States, Japan, Italy, Russia and other countries in the development and application of the model, and puts forward the reference significance for China. Firstly, this paper analyzes the present situation, shortcomings and favorable conditions of the application of small enterprise credit scoring model in Chinese commercial banks, and puts forward some suggestions from the perspective of commercial banks, such as changing credit concept, cooperative development and so on, and puts forward the idea of changing supervision from the angle of government. Do a good job of data services and small and micro-enterprise loan dynamic monitoring and other recommendations.
【學(xué)位授予單位】：蘇州大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2014
【分類號】：F275;F832.4;F276.3

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