摘要
I
GT 农村商业银行中小企业信贷风险评价研究
摘要
伴随着我国经济的飞速发展，中小企业在我国现代化建设中
起到越来越重要的作用，但同时，中小企业的发展也受到了诸多
限制，其中融资难问题一直是困扰中小企业的首要问题。在我国，
目前金融体系不尽完善的情形下，中小企业的融资形式相对单一，
主要是向商业银行申请贷款。商业银行发生信贷风险的诱发因素
有很多，诸如市场大环境的不确定性，借款中小企业的经营水平
的变动等都可能导致信贷风险的发生。一旦商业银行信贷风险大
量爆发，整个国家的金融体系极有可能因此而瘫痪，对国民经济
造成的冲击将不可估量。因此，商业银行针对中小企业信贷制定
行之有效的风险评价体系是当务之急

本文的研究思路：本论文首先阐述论题中小企业信贷风险评
价研究的目的和意义，对国内外信贷风险评价及中小企业信贷风摘要
II
险评价的研究现状进行了分析与借鉴，在此基础上，分析评价了
GT 农村商业银行对中小企业信贷评价体系的现状，建立适合 GT
农村商业银行中小企业信贷风险评价指标体系的综合评价模型

该体系运用层次分析法和模糊数学原理，构架适合 GT 农村商业银
行中小企业信贷风险管理综合评价模型。最后，通过实例说明对
中小企业信贷风险评价体系的使用方法，进一步验证模型的正确
性

本文在以下方面做了一些探索性的研究工作：
（1）量化、构建中小企业信贷风险评价指标体系。针对中小
企业经营管理特点及企业性质，侧重对企业的定性分析，并综合
运用层次分析法、专家调查方法、信贷五级分类将定性分析指标
予以量化，将模糊的定性指标转化为了明确的定量指标，实现了
核心信贷风险评价指标的数字化，建立了更具针对性和可操作性
的中小企业信贷风险评价指标体系，对解决中小企业信贷风险评
价失真问题提供了较高的参考价值；
（2）构建适应中小企业特点的动态信贷风险评价模型的思路摘要
III
和方法，运用 AHP 法、模糊数学原理，将金融政策法规的严肃性
与中小企业信贷管理的灵活机制相结合，实现了实时风险评价

关键词中小企业；信贷风险；模糊数学；层次分析ABSTRACT
IV
A Study on Evaluation of Credit Risk from the Small&
Medium-sized Enterprises based on GT Rural Commercial Bank
ABSTRACT
With the rapid development of China&39;s economy, small and medium enterprises in
China&39;s modern household construction plays an increasingly important role, But at the same
time, in the development of small and medium enterprises,there has been a lot of constraints.
Financing difficult problem has been the primary problem for the small and medium-sized
enterprise.. In our country, the current financial system is so imperfect that small and
medium enterprises can only finance through commercial bank loans . There are many
factors that lead to the credit risk of commercial banks, such as the uncertainty of the market
environment, the management level of small and medium enterprises. Once a large number
of commercial banks credit risk, it is likely to cause the whole country&39;s financial
system,,which can have an important impact on the national economy.. Therefore, it is a
difficult problem for commercial banks to customer service to develop an effective credit
risk assessment of small and medium enterprises..
This paper’s research idea is organized as follows:Firstly,by using the recent literature
about Median or Small corporations’ credit risk estimation’s objective and significance are
illustrated.Secondly,The GT Rural Commercial Bank’s Median or Small corporations’ credit
risk estimation model.By adopting the AHP method and Fuzzy mathematics principle,the
credit risk estimation model adapts to GT Rural Commercial Bank.And Five Class SortingABSTRACT
V
method is adopt as the kemel of credit risk alarming system.Finally,we give an example to
show how to use the model to estimate corporation credit risk.
This article did some exploratory research in the following areas:(1)Aiming at the
median and small corporation’s quality and management trait,emphasizing particularly on
corporation qualitative analysis and combining and AHP,Expert investigation,Credit Five
Class Sorting Methods to measure the qualitative analysis index,the GT Rural Commercial
Bank’s Median or Small corporations’ credit risk estimation indexes system is set up
pertinently.This guarantees that the credit risk indexes are quantified entirely.This solves the
problem of the median and small corporation credit risk estimation’s distortion.(2)The
dynamic credit risk estimation model’s thought and methods are built as adapt to the
character of median abd small enterprises.By adopting the AHP,fuzzy mathematics theory
and combining financial policies’ seriousness with median or small enterprises flexible
credit management mechanism,the real time risk estimation is achieved.
Zhang Lin
Supervised By Wang Qian Hong
KEY WORDS small and medium enterprises;credit risk;fuzzy mathematics;
analytic hierarchy processABSTRACT
VI
目录
摘要........... I
ABSTRACT ......... IV
第一章绪论...........1
1.1研究背景和意义...........1
1.2文献综述...........3
1.3研究内容和技术路线...6
1.4本文的创新与不足.......8
第二章相关概念界定与理论基础...........9
2.1我国中小企业的界定及特征...9
2.2商业银行信贷风险评价理论依据与方法.....10
2.3中小企业信贷特征及其评价的难点.14
2.4本章小结.........15
第三章 GT 农村商业银行中小企业信贷现状及其风险评价中存在的问题...16
3.1GT 农村商业银行中小企业信贷情况16
3.2GT 农村商业银行中小企业信贷风险评价体系现状18
3.3GT 农村商业银行行中小企业信贷风险评价存在的问题....20
3.4本章小结.........23
第四章 GT 农村商业银行中小企业信贷风险评价体系指标的建立...24
4.1信贷风险评价指标构建原则.24
4.2信贷风险评价指标体系指标的建立.25
4.3 GT 农村商业银行信贷风险评价指标体系的特点...34
4.4本章小结.........35
第五章 GT 农村商业银行中小企业信贷风险评价模型的建立...........36
5.1判断矩阵的确定.........36
5.2层次单排序的一致性检验.....38
5.3贷款分类的模糊综合评价.....39
5.4建立 GT 农村商业银行中小企业信贷风险模糊综合评价模型.....40
5.5本章小结........40
目录目录
VII
第六章 GT 农村商业银行中小企业信贷风险评价模型的应用效果及其工作建
议...42
6.1评价模型的应用效果分析.....42
6.2评价模型应用的工作配套措施建议.46
结论...........47
参考文献...48
致谢...........51VIII
图1-1技术路线图..1
表1-1数量标度.......
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