【摘要】：近年來(lái)我國(guó)商戶規(guī)模不斷擴(kuò)大,在我國(guó)經(jīng)濟(jì)發(fā)展中起著舉足輕重的作用,特別是促進(jìn)了服務(wù)業(yè)的發(fā)展,而且日趨顯著。但是商戶普遍面臨著阻礙其發(fā)展的一些問(wèn)題,其中最主要的就是商戶貸款難、融資難的問(wèn)題,鑒于此需要建立商戶貸款信用風(fēng)險(xiǎn)評(píng)價(jià)模型,同時(shí)為各大銀行等金融機(jī)構(gòu)提供貸款決策。 本文通過(guò)分析商戶的基本情況以及運(yùn)營(yíng)等方面因素,建立了商戶貸款信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系。通過(guò)熵值法確定了指標(biāo)的權(quán)重并建立了商戶貸款信用評(píng)分模型,運(yùn)用該模型計(jì)算了1311名貸款商戶的信用得分。根據(jù)貸款商戶的信用得分、應(yīng)收未收本息和應(yīng)收本息的數(shù)據(jù),將1311個(gè)商戶劃分為9個(gè)信用等級(jí)。 本文共四部分。第一章是緒論,主要是整理分析了現(xiàn)有的信用評(píng)價(jià)指標(biāo)體系、指標(biāo)篩選方法、信用評(píng)價(jià)模型的現(xiàn)狀。第二章是商戶貸款信用評(píng)價(jià)指標(biāo)體系與評(píng)價(jià)方程的構(gòu)建原理。第三章實(shí)證研究,建立了商戶貸款信用風(fēng)險(xiǎn)評(píng)價(jià)體系。第四章是本研究的結(jié)論以及創(chuàng)新點(diǎn)。 本文的主要工作如下： (1)建立了包含16個(gè)指標(biāo)的商戶貸款信用評(píng)價(jià)指標(biāo)體系。 通過(guò)秩和檢驗(yàn)篩選出能顯著區(qū)分商戶違約狀態(tài)的指標(biāo),運(yùn)用相關(guān)分析刪除反映信息冗余的指標(biāo)�；�105個(gè)海選指標(biāo),構(gòu)建了由16個(gè)評(píng)價(jià)指標(biāo)組成的商戶貸款信用評(píng)價(jià)指標(biāo)體系。最終用15%的指標(biāo)反映了82%的原始信息。 (2)建立了商戶貸款的信用風(fēng)險(xiǎn)評(píng)價(jià)方程。 建立了熵值法賦權(quán)的模型,通過(guò)熵值法求出各指標(biāo)熵值,然后確定了16個(gè)指標(biāo)的權(quán)重,通過(guò)構(gòu)建的商戶貸款信用評(píng)分方程計(jì)算1311名商戶的信用得分。 (3)對(duì)1311名商戶的信用等級(jí)劃分。 根據(jù)信用等級(jí)越高、違約損失率越低的違約金字塔標(biāo)準(zhǔn),利用商戶貸款的信用得分、應(yīng)收未收本息、應(yīng)收本息數(shù)據(jù),通過(guò)調(diào)整不同等級(jí)的貸款商戶數(shù),找出滿足信用等級(jí)越高、違約損失率越低這一違約金字塔標(biāo)準(zhǔn)的信用等級(jí)劃分結(jié)果。最終將1311名貸款商戶劃分為AAA、AA、…、C等9個(gè)信用等級(jí)。
[Abstract]:In recent years, the scale of Chinese merchants has been expanding, which plays an important role in the economic development of our country, especially promotes the development of the service industry, and is becoming more and more remarkable. However, merchants are generally faced with some problems that hinder their development, the most important of which is the difficulties of loans and financing. In view of this, it is necessary to establish a credit risk evaluation model for commercial loans. At the same time for major banks and other financial institutions to provide loan decisions. Based on the analysis of the basic situation and operation of the merchant, this paper establishes the credit risk evaluation index system of the merchant loan. The weight of the index is determined by the entropy method and the credit scoring model of the merchant loan is established. The credit score of 1311 loan merchants is calculated by using the model. According to the credit score of loan merchants, the data of outstanding principal and interest receivable and principal and interest receivable, 1311 merchants are divided into 9 credit grades. There are four parts in this paper. The first chapter is the introduction, mainly collates and analyzes the existing credit evaluation index system, index screening method, credit evaluation model. The second chapter is the construction principle of credit evaluation index system and evaluation equation. Chapter three, empirical study, establishes the credit risk evaluation system of merchant loan. The fourth chapter is the conclusion and innovation of this study. The main work of this paper is as follows: (1) A credit evaluation index system of 16 indexes is established. Through the rank sum test, the index which can distinguish the state of breach of contract of the merchant is selected, and the index reflecting the information redundancy is deleted by the correlation analysis. Based on 105 audition indexes, a credit evaluation index system of merchant loans is constructed, which consists of 16 evaluation indexes. Finally, the index of 15% reflects 82% of the original information. (2) the credit risk evaluation equation of merchant loan is established. The weight model of entropy value method is established, the entropy value of each index is calculated by entropy value method, and the weight of 16 indexes is determined, and the credit score of 1311 merchants is calculated by the credit scoring equation of commercial households. (3) the credit rating of 1311 merchants. According to the pyramid standard of the higher credit grade, the lower the default loss rate, the higher the credit score, the outstanding principal and interest receivable, the principal and interest receivable data, and the higher the credit rating can be found by adjusting the number of credit quotients of different grades. The lower the default loss rate, the lower the credit rating of the default pyramid standard. Ultimately, 1311 loan merchants were divided into AAA,AA,. C, 9 credit ratings.
【學(xué)位授予單位】：大連理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.4

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