本文首先通过查阅国内外相关文献，整理出较为成熟的信用风险评价方法，并
介绍了我国关于信用风险研究的特点，指出国内外在信用风险的研究对象和样本选
取方面存在的缺陷。然后从微型企业、商业银行和信用风险三个方面介绍了相关概
念，并对微型企业融资难和商业银行信贷特点进行了理论分析，得出银企间信息不
对称是问题产生的关键。接着，文章选取了 13 个财务指标和 17 个非财务指标，构
建了微型企业信用风险评价指标体系，并运用多种方法构建了微型企业信用风险评
价模型。通过计算并对比每个指标的权重，发现微型企业的财务状况和企业素质对
其信用风险的影响程度最大，且权重比接近于 1:1。最后，文章通过选取实际案
例，对模型进行了实证分析
图 3 幅；表 30 个；参 51 篇
关键词：商业银行；微型企业；信用风险；风险评价
分类号：C93华北理工大学硕士学位论文
Abstract
Miniature enterprise is the largerst number of enterprise groups in our counter,
which has been making outstanding contributions in promoting national economic growth,
increasing jobs, alleviating employment pressure and maintaining social stability.
However, because the time of micro enterprises setting up is short, asset scale is small,
financial system is not sound, and a series of defects, financing difficulties has hampered
the development of the enterprises. While, as the most ideal financing channel which
miniature enterprise are eager for, commercial banks also face the difficulties of big
enterprise customers churning and the profitability of banks weakening. Therefore, this
article docks the commercial banks with the miniature enterprise, for building a scientific
and reasonable credit risk evaluation system, and promoting the miniature enterprises
financing and the profit of commercial banks growing as soon as possible.
First of all, based on the research literature at home and abroad, this article combs
the relatively mature credit risk evaluation method, introduces the characteristics of
research on credit risk in China, and points out the defects of the research object and the
selected samples in the credit risk at home and abroad. Secondly, this article introduces
the related concepts from three aspects, such as miniature enterprises, commercial banks
and credit risk. And it also carries on the theoretical analysis about miniature enterprises
financing difficulties and characteristics of commercial bank credit. Then the article
concludes that information asymmetry between the banks and enterprises is the key to the
problem. Then, this article selects 13 financial indicators and 17 non-financial indicators
to built an index system of credit risk evaluation of miniature enterprises, and constructs
a corresponding model with principal component analysis, Logistic regression analysis,
analytic hierarchy process and fuzzy comprehensive evaluation method. Finally, the
article selects a practical case to carry on an empirical analysis to the model.
Figure3, Table30, Reference 51
Keywords: commercial banks, miniature enterprises, credit risk, risk evaluation
Chinese books catalog: C93
目 次
引 言......1
第 1 章 绪论2
1.1 研究背景与研究意义......2
1.1.1 研究背景......2
1.1.2 研究意义.....3
1.2 国内外研究综述...4
1.2.1 国外研究综述........ 4
1.2.2 国内研究综述........ 8
1.2.3 文献评述...10
1.3 研究内容.10
1.4 研究方法.11
1.5 技术路线图.........12
1.6 本文创新点.........12
1.7 本章小结.13
第 2 章 相关概念界定.....14
2.1 微型企业的内涵及外延14
2.1.1 国外微型企业的划分......14
2.1.2 我国微型企业的划分......14
2.1.3 我国微型企业的特征......15
2.2 商业银行面临的主要风险........16
2.3 信用风险的含义及特征17
2.3.1 信用风险的含义..17
2.3.2 信用风险的一般特征......17
2.4 本章小结.18
第 3 章 相关理论基础与分析....19
3.1 银企间关系方面的相关理论....19
3.1.1 信息不对称理论..19
3.1.2 逆向选择...19
3.1.3 道德风险...20
3.2 微型企业方面的相关理论........20
3.2.1 优序融资理论......20
3.2.2 企业生命周期理论..........21
3.3 商业银行方面的相关理论........21
3.3.1 信贷配给理论......21
3.3.2 信用评级理论......22
3.4 本章小结.22
第 4 章 商业银行对微型企业信用风险评价指标体系的建立..........23
4.1 评价指标体系的设计原则........23
4.2 财务指标的选取与指标说明....24
4.2.1 财务指标的选取..24
4.2.2 财务指标的说明..25
4.3 非财务指标的选取与指标说明........... 28
4.3.1 非财务指标的选取..........28
4.3.2 非财务指标的说明..........29
4.4 本章小结.31
第 5 章 商业银行对微型企业信用风险评价模型的构建......32
5.1 样本的选取.........32
5.2 财务因素信用风险评价32
5.2.1 主成分分析法......32
5.2.2 Logistic 回归分析.38
5.3 非财务因素信用风险评价........40
5.3.1 层次分析法...........40
5.3.2 模糊综合评价法..48
5.4 信用风险综合评价........ 53
5.5 本章小结.53
第 6 章 实证分析.55
6.1 企业简介.55
6.2 企业财务指标.....55
6.3 企业非财务指标.55
6.4 企业信用风险评价........ 56
6.4.1 财务因素信用风险评价..56
6.4.2 非财务因素信用风险评价.........56
6.4.3 信用风险综合评价..........58
6.5 本章小结.58
结 论........59
参考文献....61
附录 A年度 36 家微型企业财务指标值.64
附录 A年度 36 家微型企业财务指标值（续） 65
附录 B 各企业主成分得分.........66
附录 C 微型企业信用风险评价指标重要程度调查表...........67
附录 D A 企业年非财务状况调查表...... 70
致 谢........72
导师简介....73
作者简介....74
学位论文数据集... 75引 言
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