商业银行对贷款企业的信用评价研究-管理科学与工程专业论文.docxVIP

摘要在贷款以前对贷款企业的信用状况进行评价，是商业银行防范风险的‘个重 摘要 在贷款以前对贷款企业的信用状况进行评价，是商业银行防范风险的‘个重 要环节。本文在对国内外信用风险评价方法的分析和研究的基础上，结合我国商 业银行的实际情况，指出我国商业银行现行信贷评级方法的不足：打分法单一、 主观性强等。针对这些问题，建立了一套全面的贷款企业信用评价体系。运用因 子分析法和二元相对比较法计算贷款企业在本行业中的财务能力排名，更好地确 定其在本行业中的地位；运用时间序列模型预测企业未来的现金流量，从而测度 贷款企业未来的还款能力；运用Logit模型计算贷款企业的违约概率，估计其违 约的可能性；从贷款企业的行业风险、经营风险、管理风险、借款人还款意愿等 方面对贷款企业的非财务因素进行分析。基于以上对贷款企业的财务指标、非财 务因素、现金流量等的计算、分析，本文还提出了综合评价贷款企业信贷能力的 打分方法。最后，通过具体案例演示了本文方法的具体运用，并指出了可以进一 步研究的方向。 关键词：商业银行、贷款企业、信用评价 AbstractTo Abstract To do an appraisal on credit condition of a loan enterprise before its loan behavior is a vital process for a commercial bank to avoid ventures．Based on analysis and research on credit venturelS appraisal method at home and abroad and combining with the practical circumstances of commercial banks in China，this paper indicates the deficiency of the method for classifying credit in commercial banks in China at present—the singleness of marking method．the inevitability of subjectivity,etc．Aiming at resolving these problems this paper establishes an all—around system for appraising credit of a loan enterprise．It uses factor analysis method and dualistic relative comparative method to account the ability place of a loan enterprise in its industry．which can confirm the station in its industry better．By using time series model to forecast arl enterprise’S cash flow in the future，we can measure the repayment ability of an enterprise．By using Logit model to account the probability of default for a loan enterprise，we can estimate the possibility of its default．From the industry risk、conduct risk、management i isk and repayment willing of a loan enterprise，this paper analyses non币nancial factor of enterprise．Based on the calculation and analysis of loan enterprise’S financial guidelines，non—financial factor and cash flow above，this paper also bring forward the marking method of appraising the credit ability synthetically． Finally,it demonstrates the factual application by virtual cases in this paper And a