供应链金融视角下的中小企业信用风险评估研究——基于SVM与BP神经网络的比较研究

摘要

In recent years, supply chain finance(SCF) services based on the real trade background between Small and Medium Enterprises (SMEs) and core enterprises have developed rapidly in China, which provide a new and creative perspective for commercial banks to assess the credit risk of SMEs. This paper is to research credit risk assessment in SCF services. An index system of credit risk assessment considering the core enterprise's credit status and the supply chain relationship is developed. Furthermore, a credit risk assessment model based on SVM is conducted in this paper. At last through analyzing and comparing the empirical results, it is testified that the SVM-based SMEs credit risk assessment model is more effective and advantageous than BP Neural Network-based credit risk assessment model, and the new assessment index system can alleviate the financing difficulties of SMEs.%近年来．依托中小企业与核心企业间真实贸易背景开发的供应链金融业务在我国发展迅速，这要求商业银行从新的视角对中小企业的信用风险进行认识和评估。本文从供应链金融的视角，提出了新的中小企业信用风险评估指标体系，该体系结合了核心企业资信情况及供应链关系情况，运用机器学习的方法支持向量机（SVM）建立信用风险评估模型：并通过与用BP神经网络算法建立的信用风险评估模型进行实证结果对比．结果表明在小样本下基于SVM的信用风险评估模型更具有效性和优越性，同时证实了供应链金融视角下的中小企业信用风险评估指标体系能够更准确地判断中小融资企业的信用状况，有助于缓解中小企业融资困境。