基于供应链金融的商业银行信用风险评估

摘要

Supply Chain Finance (SCF) provides a way for SEMs to solve their financing problem, but it also comes with a certain amount of credit risk. This paper studies the credit risk of commercial bank based on the pattern of SCF, puts forward a credit risk assessment index system considering the key enterprise credit status, the status of the supply chain and the macro environment factors, and combined with principal component analysis and Logistic regression method, establishes an evaluation model, through analyzing and comparing the empirical results, confirms the effective of SCF financing model in improving the financing environment of SME.%供应链金融融资模式为中小企业解决融资难问题提供了新思路，但过程中存在一定的信用风险。本文以基于供应链金融融资模式的商业银行信用风险为研究对象，提出了综合考虑核心企业资信状况、供应链营运状况及宏观环境因素的信用风险评估指标体系，利用主成分分析方法确定主要影响因素，建立Logistic模型评估其信用风险，通过与传统信用风险评估体系下的结果进行实证对比分析，结果表明银行通过供应链金融融资业务能有效地扩大授信范围，减少信用风险。