供应链金融模式下中小企业信用风险评价体系构建  

The Construction of SMEs Credit Risk Evaluation System under the Mode of Supply Chain Finance

作　　者：刘兢轶[1] 王彧婧[1] 王静思 Liu Jingyi;Wang Yujing;Wang Jingsi(Research Center of Financial Innovation and Risk Management,Hebei Finance University,Hebei Baoding 071051;North China Electric Power University,Hebei Baoding 071000)

机构地区：[1]河北金融学院金融创新与风险管理研究中心,河北保定071051 [2]华北电力大学,河北保定071000

出　　处：《金融发展研究》2019年第11期63-67,共5页Journal Of Financial Development Research

基　　金：河北省软科学研究计划项目“互联网供应链金融模式下河北省科技型中小企业融资约束化解研究”（174576450）;河北金融学院金融创新与风险管理研究中心开放基金项目“河北省科技型中小企业云融资体系研究”（2017JDKF009）

摘　　要：供应链金融已成为帮助中小企业摆脱融资困境的有效途径。本文首先分析了影响供应链金融模式下中小企业信用风险的因素,进而通过因子分析和Logit模型建立了供应链金融模式下中小企业信用风险评价指标体系,验证了中小企业的盈利能力、偿债能力及核心企业的信用水平显著影响中小企业信用风险评级。实证结果表明,该模型预测准确度较高,对金融机构衡量供应链金融模式下中小企业信用风险及中小企业提升自身信用水平具有一定意义。This paper first analyzes the factors that affect the credit risk of SMEs in the supply chain financial model. Then,the credit risk evaluation index system of SMEs in supply chain finance mode is established based on factor analysis and Logit model,which verifies the profitability,debt paying ability and credit level of the core enterprises significantly affect the credit risk rating of SMEs. The empirical results show that the model established in this paper has high-level accuracy of prediction,which has certain significance for financial institutions to measure the credit risk assessment of SMEs under the supply chain financial model,and for SMEs to improve their own credit level.

关 键 词：中小企业 信用风险 供应链金融 

分 类 号：F832.5[经济管理—金融学]