农村供应链金融信用风险度量

Credit Risk Measurement of Rural Supply Chain Finance

建立农村供应链金融是解决农村中小企业融资难的有效途径,农村供应链金融的发展将银行与农村企业结合起来,以农村企业为核心,将单个企业的不可控风险,转化为整条供应链金融的可控风险,从而降低了银行的损失。文中基于CreditMetrics模型对农村供应链金融中核心企业信用风险进行度量,再通过农村供应链金融中相关企业的资产相关系数量化整条供应链金融的信用风险,最终对农村供应链金融的信用风险得出结论并提出建议。

Building rural supply chain finance is an effective way of solving the difficult financing of small and medium rural enterprises,and development of rural supply chain finance integrates banks with rural enterprises,setting rural enterprises as the core,transforming individual enterprise’s uncontrollable risks to the controllable risks of the whole supply chain finance,so as to reduce banks’loss.In the thesis,based on the CreditMetrics model,core enterprise credit risks in rural supply chain finance has been measured,also through relevant enterprises’asset correlation coefficients in rural supply chain finance,the whole supply chain finance’s credit risks have been quantized,so finally conclusions have been gotten and suggestions have been proposed for credit risks of rural supply chain finance.