基于企业规模的信贷决策支持：运用外部信用评级的一个试验  

The External Credit Rating System for Small and Medium-sized Enterprises

作　　者：刘振海[1] 杨金柱[1] 

机构地区：[1]中国人民银行潍坊市中心支行,山东潍坊261041

出　　处：《金融研究》2008年第8期177-185,共9页Journal of Financial Research

摘　　要：中小企业作为一个整体,需要根据企业的风险度来确定对它的信贷规模,风险度以企业信用级别来表示,信用级别通过外部评级来确定。为此本文介绍了一个外部评级体系,利用一个地区的评级样本——59家中小企业,反映外部评级体系对中小企业风险度的独特揭示,在此基础上建立了一个对中小企业的、基于信用级别的最高授信额度测算模型。The credit scope for small and medium-sized enterprises should be determined in line with their credit risk evaluation that decided by external credit rating system. Therefore, the paper introduces an exterrial rating system and then studies the credit risk ＂evaluation made by the system based on rating sample including 59 small and medium-sized enterprises. Finally, the authors build up a model to calculate the credit line for those small and medium-sized enterprises according to their credit rating.

关 键 词：中小企业 信贷风险 外部资信评级 最高授信模型 

分 类 号：F832.4[经济管理—金融学] F224