研宄生签名:
师签名 r無瞧十.r 基于业务流程关键节点的商业银行
供应链金融信用风险管理策略研究
研宄生:张敏燕
导师:江其玟副教授
东南大学
摘要
随着经济全球化以及金融改革的深化发展,供应链金融作为一种创新金融模式,在国内
外商业银行都得到了蓬勃发展。商业银行以核心企业为切入点,将其上下游及相关联者联系
在一起,基于信息流、物流和资金流,提供一系列的金融产品和组合服务。供应链金融一方
面使得商业银行通过优化业务结构、改善盈利模式以提升竞争力;另一方面在一定程度上解
决了中小企业融资难的问题,也增强了供应链整体竞争力。因此,供应链金融成为商业银行
拓展业务、激烈竞争的新领域。供应链金融业务在给商业银行带来巨大收益的同时,也伴随
着不容忽视的风险。其中最为重要的就是信用风险

本文首先介绍了供应链及供应链金融的概念、特征、基本模式及信用风险管理内涵,通
过梳理国内外相关研究,揭示当前供应链金融业务发展由于面临信息不对称、委托代理、交
易成本等,面临较大的信用风险;其次,介绍了基于业务流程关键节点的商业银行供应链金
融信用风险管理框架,从风险管理原则、风险管理模块、业务流程关键节点以及理论基础几
个方面,构建了基于业务流程关键节点的商业银行供应链金融信用风险管理框架,即从客户
准入、授信总量、三流监管及贷后管理四个业务流程的关键节点,对供应链金融进行信用风
险识别、评价及控制;同时指出,在当前互联网金融的大背景下,线上供应链金融也呈现蓬
勃发展之势,结合上述几个方面的风险管理,提出线上供应链金融的开展在一定程度上降低
了线下供应链金融的信用风险;最后,结合ZGJS银行供应链金融风险管理的具体案例,对
我国商业银行供应链金融风险管理提出一些参考性的建议

研究结果表明:(1)作为一项比较新的融资模式,供应链金融在发展中存在大量的不同
于传统信贷业务的风险,其中最核心的是信用风险。(2)商业银行釆用基于业务流程关键节
点的风险管理方法,可以较好地管理供应链金融信用风险。(3)商业银行在客户准入环节进
行风险识别、评价与控制,可以很好地防范客户准入不慎风险;在授信总量环节进行风险识
别、评价与控制,可以很好地防范授信总量过度风险;在三流监管环节进行风险识别、评价
与控制,可以很好地防范三流监管不当风险;在贷后环节进行风险识别、评价与控制,可以
I 很好地防范贷后管理失控风险。(4)线上供应链金融业务为商业银行实施信用风险管理创造
了新条件,在一定程度上解决了线下供应链金融业务的信用风险管理难题

纖词:商业银行供应齡融业务藤信用风险管理
II Research on Credit Risk Management in Commercial
Bank Supply Chain Finance Based on Key Nodes of
Business Processes
Postgraduate: Zhang Minyan
Tutor: Jiang Qiwen
Southeast University
Abstract
Wiih the development of economic globalization and the deepening of financial refonn,
supply chain finance, as an innovative jSnancial model, developed rapidly in both domestic and
intrniational commercial banks. Gnunercial banks use core enterprise as a breakthrough point to
link upstream and dovvnstreatn enterprises and provide a range of financial prodiurts and services
based on information flow, logistic flow and cash flow. On the one hand, supply chain finance can
enhance the competitiveness of commercial banks by optimizing the business structure and
improving the profitability mode; on the other hand, it can enhance the overall competitiveness of
the sx^pply chain by partially solving the financing difficulties of small and medixim enterprises. As
a result, simply chain finance has become a new field for commercial banks to expand their
business and fierce competition. It has brought huge profits and inevitable risks to commercial
banks at the same time. Credit risk is the most important one among them.
Firstly, this paper introduces concepts, characteristics, basic models and credit risk
management of supply chain finance. By combir^ the relevant research at home and abroad, this
p叩er reveals thatj due to information asymmetry,principal-agmtj transaction costs^ etc” the current
development of the supply chain finance is facing a greater credit risL Secondly, through analysis
of the causes of the credit risk of supply chain finance and risk identification and evaluation method,
it is suggested that the risk management of supply chain finance should be based on key nodes of
business processes,and strengthened from the following aspects: credit subject access,credit limit
control, three flow monitoring and post-loan management It also points out that, online supply
chain finance presents a vigorous development trend under the background of Internet jBxiance. To a
certain extent, the development of online supply chain finance reduces the credit risk of oflF-line
financial supply chain. Finally, combined with the specie case of ZGJS bank supply chain
financial risk management, This paper will 〇j0Fer some reference suggestions for the financial risk
maxiagement of commercial banks in China.
ill The results shows: (l)As a new financing mode, Supply Chain Finance exists different risks
rather than traditional credit business, having credit risk as the core risL (2X^〇mmercial banks take
risk management method based on key nodes to preferably manage credit risk in Supply Chain
Finance. (3)Riak recognition, evaluation and control of credit subject access could adequately avoid
risks of inadequate customer access. Risk recognition, evaluation and control of credit limit control
could commendably avoid excessive risks of gross credit extension. Risk recognition, evaluation
and control of flow monitoring could adequately avoid risks of inappropriate siqervisioa Risk
recognition, evaluation and control of post-loan management could commendably avoid
out-of-control risk of post-loan management (4X)nline Supply Chain Finance, to an extent, solves
the credit risk management problem of ofifline Simply Chain Finance.
Key words : Commercial bank Supply chain finance Business Processes Credit Risk
Management
IV 目录
摘要
I
ABSTRACT ffl
第一章绪论 1
U研宄背景与意义 1
1.1.1研究背景 1
1.1.2研宄意义 2
1.2研宄思路与方法 3
1.2.1研宄思路 3
1.2.2研宄方法 3
1.3本文结构框架与创新之处1.3.1结构框架 4
1.3.2创新之处 5
第二章文献综述和相关理论2.1相关概念界定 7
2.1.1供应链的概念及特征2.1.2供应链金融的概念及参与主体2.1.3供应链金融信用风险的内涵2.1.4供应链金融信用风险管理的内涵2.2国内外相关研宄综述2.2.1国内外供应链金融研宄现状2.2.2国内外供应链金融风险管理研宄现状2.3供应链金融相关理论2.3.1信息不对称理论2.3.2委托代理理论2.3.3交易成本理论2.4辟树 15
第三章基于业务流程关键节点的商业银行供应链金融信用风险管理框抵3.1商业银行供应链金融信用风险管理原则及模块3.1.1商业银行供应链金融全面风险管理原则3.1.2商业银行供应链金融风险管理具体措施3.1.3商业银行供应链金融信用风险管理模块3.2基于业务流程关键节点的供应链金融信用风险管理框架构建3.2.1供应链金融业务流程的关键节点3.2.2基于业务流程关键节点的信用风险管理3.2.3基于业务流程关键节点的供应链金融信用风险管理框架
21
3.3本章小结 22
第四章基于业务流程关键节点的商业银行供应链金融信用风险识别与评价.
23
4.1供应链金融信用风险识别
23
4.1.1客户5tA不慎风险识别
23
V 4.1.2授信总量ag风险识别
23
4.1.3三流监管不当风险识别
24
4.1.4贷后管理失控风险识别
24
4.2供应链金融信用风险成因分析
25
4.2.1客户准入不慎风险成因分析——信息不对称
25
4.2.2授信总量过度风险成因分析一委托代理
26
4.2.3三流监管不当风险成因分析——交易成本
27
4.2.4贷后管理失控风险成因分析——业务特性
27
4.3供应链金融信用风险评价
28
4.3.1评价原则 28
4.3.2评价体系 28
4.3.3评价指标选择
29
4.4本章小结 31
第五章基于业务流程关键节点的商业银行供应链金融信用风险控制
32
5.1供应链金融客户准入风险控制
32
5.1.1核心企业的准入风险控制
32
5.1.2链条企业的准入风险控制
34
5.1.3线上供应链金融对准入控制的解决方案
34
5.2供应链金融授信总量风险控制
36
5.2.1授信额度总量控制
36
5.2.2授信额度分割控制
37
5.2.3线上供应链金融对授信总量控制的解决方案
37
5.3供应链金融三流监管风险控制
37
5.3.1资金流监管风险控制
38
5.3.2物流监管风险控制
38
5.3.3信息流监管风险控制
39
5.3.4线上供应链金融对三流监管风险控制的解决方案
40
5.4供应链金融贷后管理风险控制
40
5.4.1贷后管理风险控制
40
5.4.2线上供应链金融对贷后管理风险控制的解决方案
41
5.5本章小结 41
第六章ZGJS银行供应链金融信用风险管理案例分析.
42
6.1 ZGJS银行供应链金融业务概述
42
6.2 ZGJS银行供应链金融信用风险管理模式及分析
43
6.2.1信用风险识别
44
6.2.2信用风险评价
45
6.2.3信用风险控制
46
6.3 ZGJS银行供应链金融业务风险案例分析
49
6.3.1客户准入不慎,“保兑仓”引发大额诉讼
49
6.3.2授信总量过度,行业风险积聚造成巨额信贷风险
50
6.3.3三流监管得力,提示风险信号
51
6.3.4贷后管理失控,大宗商品重复质押
52
6.4 ZGJS银行供应链金融信用风险管理的未来发展趋势
53
VI 6.5本章小结 54
第七章结论与展望 55
7.1主要研宄结论 55
7.2本文研宄局限 56
7.3未来研宄建议 56
致谢 57
参考
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