基于大样本下的供应链金融风险评估研究

Research on Supply Chain Finance Risk Assessment Based on Large Samples

供应链金融为中小企业融资提供的新方向,同时也加大了金融机构对融资风险管理的难度,因此提供合理的风险评估方法对双方都尤为重要。首先,针对供应链金融的特点提出新的风险评价指标体系。其次,为解决融资对象数据难以精确获取的问题引入秩和比评定法从相对视角衡量融资方的风险。模型采用秩统计量而非顺序统计量,降低对数据精确度的要求。最后,基于大样本的角度阐释供应链金融风险评估的方法,其以深圳发展银行为某个供应链节点提供贷款为例,验证其可行性与实用性。

Supply chain finance provides a new direction for the financing of SMEs. At the same time, it also makes it more difficult for financial institutions to manage financing risks. Therefore, it is very important for both parties to provide a reasonable risk assessment method. First of all, a new risk evaluation index system is proposed according to the characteristics of supply chain finance. Secondly, in order to solve the problem that the financing object data can not be accurately obtained, the rank-sum ratio is introduced to measure the risk of the financing parties from a relative perspective. The model uses rank statistics rather than sequential statistics, reducing the need for data accuracy. Finally, the method of supply chain finance risk assessment is illustrated based on large sample. The example of loan provided by Shenzhen Development Bank to a supply chain node is used to verify its feasibility and practicability.