摘要
商业银行是中小企业最重要的外部融资渠道,但限于信息不对称等因素的制约,商业银行对中小企业的授信额度远不能满足其发展的需要。在此背景下,对中小企业的信贷风险进行科学评估,增强商业银行授信的安全性,是有效解决其融资难的重要措施。通过采用公理化的可信性测度和经典的层次分析法,本文构建一个基于可信性理论的风险评估模型。模型在评估多层次风险指标时,能够避免选取隶属函数存在主观性的问题。此外,可信性测度具有自对偶性,使得模型的评估结果更容易理解和接受。针对信贷风险多因素的复杂性,建立了商业银行信贷风险评估的多层次指标体系,并运用本文所提出的风险评估模型对中小企业的信贷风险进行评估,实例证明该模型的可行性与有效性。
Commercial banks are the most important external financing channels for small and medium-sized enterprises, but lim- ited to some factors, such as information asymmetry, the line of credit for commercial banks to small and medium-sized enterprises far cannot satisfy the needs of the development of them. In this context, it is an important measure to effectively solve the difficulty of fi- nancing by scientifically evaluating credit risk of small and medium-sized enterprises and enhancing the safety of credit activities by commercial bank. By introducing axiomatic credibility measure and classical analytic hierarchy process, this paper constructs a risk as- sessment model based on credibility theory. The model can avoid the subjective problem for selecting menabership function when evaluate multi-level risk index. Moreover, credibility measure has self-duality, which makes the evaluation results are more easily understood and accepted. For the complexity of multiple credit risk factors, it establishes a multi-level index system for the credit risk assessment of commercial banks, and then evaluates the credit risk of small and medium-sized enterprises by the model proposed in this paper. The actual case demonstrates the feasibility and effectiveness of the model.
出处
《技术经济与管理研究》
2012年第10期3-7,共5页
Journal of Technical Economics & Management
基金
国家自然科学基金资助项目(71173012)
北京科技大学博士研究生科研基金资助项目(06106061)
关键词
可信性理论
风险管理
对外直接投资
投资风险
Credibility theory
Risk management
Foreign direct investment
Investment risk
