基于熵权-TOPSIS模型的运力供应链信用风险评估研究
|
摘要
中小物流企业由于没有足够的固定资产提供担保,银行也无法通过财务数据判别信用,这种信息不对称造成了银企的信用隔阂。运力供应链下中小企业信用风险的评价不能仅仅局限于对融资主体资产端的评估,对交易端和监管端的评估能够使静态评估转为动态评估,实现银企互通。因此构建了包括主体信用、交易信用和监管信用三个维度的信用评价体系,运用熵权-TOPSIS模型对各个指标赋予权重,对中小企业进行信用风险评价排序,为金融机构的融资决策提供依据。
Because the shortage of fixed assets, the small and medium logistics enterprises cannot provide guarantee. At the same time, bank cannot differentiate credit by financial data. This kind of information asymmetry made the credit gap between banks and enterprises. Under the capacity supply chain, we cannot evaluate the SME's credit risk only from the evaluation on financial main body assets side. The evaluation of trading side and supervision side can turn the static evaluation into dynamic evaluation which realize the bank-enterprise exchange. This paper built a credit evaluation system including 3 factors of main credit, trading credit and regulatory credit, and gave weights to each index by entropy method-TOPSIS. Providing a basis for financial institutions' financial decision by sorting the SME's credit evaluation.
Because the shortage of fixed assets, the small and medium logistics enterprises cannot provide guarantee. At the same time, bank cannot differentiate credit by financial data. This kind of information asymmetry made the credit gap between banks and enterprises. Under the capacity supply chain, we cannot evaluate the SME's credit risk only from the evaluation on financial main body assets side. The evaluation of trading side and supervision side can turn the static evaluation into dynamic evaluation which realize the bank-enterprise exchange. This paper built a credit evaluation system including 3 factors of main credit, trading credit and regulatory credit, and gave weights to each index by entropy method-TOPSIS. Providing a basis for financial institutions' financial decision by sorting the SME's credit evaluation.
引文
[1]储雪俭,李聘飞.供应链金融信用风险扩散防控机制研究[J].金融发展研究,2017(2):63-67.
[2]蒋曼曼.供应链金融视角下企业信用风险评价研究[J].经营与管理,2017(2):140-142.
[3]熊熊,马佳,赵文杰.供应链金融模式下的信用风险评价[J].南开管理评论,2009,12(4):92-98.
[4]白少布.面向供应链融资企业信用风险评估指标体系设计[J].经济经纬,2009(6):96-100.
[5]王琪.基于决策树的供应链金融模式信用风险评估[J].新金融,2010(4):38-41.
[6]李毅学.供应链金融风险评估[J].中央财经大学学报,2011(10):36-41.
[7]陈长彬,盛鑫.供应链金融中信用风险的评价体系构建研究[J].福建师范大学学报,2013(2):79-86.
[8]刘远亮,高书丽.供应链金融模式下的小企业信用风险识别:基于北京地区信贷数据的实证研究[J].新金融,2013(1):45-49.
[9]邓爱民,王珂.中小企业在供应链金融业务中信用风险评估的实证研究[J].征信,2015(9):22-28.
[10]Su Y,Lu N.Simulation of Game Model for Supply Chain Finance Credit Risk Based on MultiAgent[J].Open Journal of Social Sciences,2015,3(01):31-36.
[11]田江,陈晨.第三方物流企业信用风险评估指标体系研究:基于供应链金融视角[J].科学与管理,2016,36(2):65-71.
(1)数据来源:国家发展改革委和中国物流与采购联合会联合发布的《2016年全国物流运行情况通报》。
(2)数据来源:中国物流与采购联合会和中国物流信息中心发布的《2016年1—10月物流运行情况通报》。
(3)数据来源:江西省高速公路投资集团有限公司统计。
(1)数据来源:《车轮之上的“苦与痛”——3000多万货车司机生存状况调查》[EB/OL].(2015-12-28)[2017-03-24].http://news.xinhuanet.com/2015-12/28/c_1117602586.htm。
[2]蒋曼曼.供应链金融视角下企业信用风险评价研究[J].经营与管理,2017(2):140-142.
[3]熊熊,马佳,赵文杰.供应链金融模式下的信用风险评价[J].南开管理评论,2009,12(4):92-98.
[4]白少布.面向供应链融资企业信用风险评估指标体系设计[J].经济经纬,2009(6):96-100.
[5]王琪.基于决策树的供应链金融模式信用风险评估[J].新金融,2010(4):38-41.
[6]李毅学.供应链金融风险评估[J].中央财经大学学报,2011(10):36-41.
[7]陈长彬,盛鑫.供应链金融中信用风险的评价体系构建研究[J].福建师范大学学报,2013(2):79-86.
[8]刘远亮,高书丽.供应链金融模式下的小企业信用风险识别:基于北京地区信贷数据的实证研究[J].新金融,2013(1):45-49.
[9]邓爱民,王珂.中小企业在供应链金融业务中信用风险评估的实证研究[J].征信,2015(9):22-28.
[10]Su Y,Lu N.Simulation of Game Model for Supply Chain Finance Credit Risk Based on MultiAgent[J].Open Journal of Social Sciences,2015,3(01):31-36.
[11]田江,陈晨.第三方物流企业信用风险评估指标体系研究:基于供应链金融视角[J].科学与管理,2016,36(2):65-71.
(1)数据来源:国家发展改革委和中国物流与采购联合会联合发布的《2016年全国物流运行情况通报》。
(2)数据来源:中国物流与采购联合会和中国物流信息中心发布的《2016年1—10月物流运行情况通报》。
(3)数据来源:江西省高速公路投资集团有限公司统计。
(1)数据来源:《车轮之上的“苦与痛”——3000多万货车司机生存状况调查》[EB/OL].(2015-12-28)[2017-03-24].http://news.xinhuanet.com/2015-12/28/c_1117602586.htm。