基于供应链的企业信贷风险评估.doc

摘要 本文通过分析企业信贷风险评估对我国金融业的重要性，以及现在信贷风险评估方法的发展概况及其存在的问题，结合新的市场竞争特点和供应链的相关理论实践，提出了基于供应链的企业信贷风险评估指标体系，包括三个部分：1）针对贷款申请企业的本身的信贷风险评估指标集合；2）针对供应链整体竞争力和生存能力的信贷风险评估指标集合；3）针对供应链中与申贷企业关系最紧密的直接上下游企业的相关因素进行评估．全面地评估贷款申请企业的偿贷能力，克服了当前企业信贷风险评估中存在的只对申贷企业孤立评判不足．应用BP神经网络，基于新提出的企业信贷风险评估指标体系，开发了风险评估的数学模型，通过样本数据的训练，使其经过自适应学习后得到的最终权值系数能够很好的反映输入/输出映射的关系，训练好的神经网络就可以作为对实际企业贷款申请进行有效评估的工具．实例研究的结果表明，该模型具有良好的可操作性，能对企业贷款申请进行有效精准的评估． 关键词：信贷风险评估；供应链；神经网络 ABSTRACT The thesis puts forward the corporate credit risk evaluation index system based on the supply chain, by analyzing the importance of the corporate credit risk assessment to Chinas financial industry and the development and problems of the current credit risk assessment methods. The thesis also involves the new features of the competition in the market and the related theory and practice of supply chain. Specifically, the thesis includes three parts. First, the credit risk assessment index set for business loan applications. Second, the credit risk assessment index set for the overall competitiveness and viability of the supply chain. Third, the assessment for the upstream and downstream enterprises with the closest relationship to the business loan applications in the supply chain. The overall assessment of the capacity of business loan applications to repay loans overcomes the shortcomings in the current corporate credit risk assessment which conducts assessment only on business loan applications themselves. The mathematical model of risk assessment is developed on the basis of the newly proposed corporate credit risk evaluation index system, with the application of the BP neural network. Through the training of the sample data, the final weighted value of the model can well reflect the input / output mapping relationship after the adaptive learning, therefore the trained neural network can be used as an effective tool to assess the practical applications for business loans. Case study results show that the model is of good operability and