【作者】 李新华；

【导师】 杜宽旗；

【作者基本信息】 南京理工大学 ， 工商管理（专业学位）， 2020， 硕士

【摘要】 伴随着“互联网+”的进程,线上供应链金融业务逐渐兴起,特别是通过对供应链金融业务的线上化运营,为解决传统供应链业务中存在的参与企业多、信息收集及审批难度大等问题,提供了一定的思路。在这一背景下,快速推动“互联网+供应链金融”新模式,依托银行自己占有的数据资源,既实现了供应链上信息共享,同时又解决了传统供应链信贷信息不共享的问题。然而,线上供应链金融业务依然存在着固有的风险隐患,譬如数据资源占有不充分导致信息不对称,贷后监管不到位导致风险剧增,链上企业监管不充分等,需要引起理论界和实际管理工作者的高度重视。基于此,本文以PA银行线上供应链金融信贷风险作为案例,运用现代信用风险管理的相关理论和方法,尝试对供应链金融的信贷风险识别与评价进行研究,以期能够为PA银行的线上供应链金融的信贷风险管理提供有益的借鉴与参考。基于对线上供应链金融信贷风险产生背景的分析认识,本文通过相关研究文献的回顾与综述,对线上供应链金融风险的相关基本概念及理论进行了分析和梳理;运用财务分析和专家分析等方法,对PA银行线上供应链金融业务的信贷风险进行判别,确定出线上供应链金融业务中的主要风险类型,经过分析发现,PA银行线上供应链金融业务主要存在信用风险、市场风险、操作风险、质押物风险;基于对主要信用风险的判别和认识,本文针对PA银行线上供应链金融业务的信贷风险展开进一步的分析评价,识别出每一个类风险类型下所包括的具体风险评价指标,对相关指标的权重进行测算,确定出PA银行线上供应链金融信贷风险识别指标体系与权重以及相应的识别评价方法;然后,选取2019年PA银行线上供应链金融业务客户,尝试对线上供应链金融风险进行识别,结果发现PA银行线上供应链金融业务中,信用风险、质押物风险处于高风险级别,市场风险、操作风险处于中风险级别,总体风险处于中风险级别。最后本文针对PA银行线上供应链金融业务方面的风险控制与管理提出对应的建议策略与保障措施。更多还原

【Abstract】 With the continuous development of commercial credit business,supply chain finance business has gradually become an important area of business transformation of commercial banks.Supply chain finance through the core enterprises and supply chain upstream and downstream enterprises to implement credit sharing,provides convenient conditions for SMEs’ credit loans,and provides a certain solution to the problem of SMEs’ loan difficulty.Along with the process of "Internet plus",online supply chain finance has been gradually emerging.Through the online operation of supply chain finance business,the traditional supply chain business has provided many solutions to the problems such as the participation of enterprises,the difficulty of information collection and approval,and so on.Under this background,we quickly promote the new mode of "Internet plus supply chain finance",which relies on the data resources owned by banks to realize information sharing in the supply chain,and solves the problem of not sharing credit information in traditional supply chain.However,there are inherent risks in online supply chain finance business,such as insufficient data resources,resulting in asymmetric information and inadequate supervision after loans.It leads to a sharp increase in risk and inadequate supervision of enterprises on the chain.Based on this,this paper takes PA bank’s online supply chain financial credit business as an example to study its credit risk identification and evaluation.This paper first introduces the background of online supply chain financial credit risk research,and then reviews the relevant literature,and analyzes the relevant concepts and theories.Then,this paper carries out the credit risk identification of PA bank online supply chain financial business,and uses financial analysis and expert analysis to screen the types of risks in the online supply chain financial business It is understood that there are mainly credit risk,market risk,operational risk and pledge risk in PA bank’s online supply chain financial business.Secondly,this paper conducts credit risk assessment for PA bank’s online supply chain financial business,further screening the specific indicators of risk assessment and calculating the weight of relevant indicators.On this basis,This paper starts the application of credit risk evaluation of PA bank’s online supply chain financial business,selects the customers of PA bank’s online supply chain financial business in 2019,carries out quantitative and qualitative index evaluation,and carries out overall index risk evaluation and scoring,and concludes that in PA bank’s online supply chain financial business,credit risk and collateral risk are in high risk level,market risk and operation The risk is at medium risk level,and the overall risk is at medium risk level.Finally,this paper puts forward the corresponding establishment strategy and safeguard measures for the risk control and management of online supply chain financial business of PA bank.This paper hopes that the relevant research can provide a reference for PA bank and other commercial banks to identify and evaluate the risk of online supply chain financial services,and provide a useful reference for the improvement of their risk management level.更多还原