对公授信业务指的是商业银行与对公业务单位之间发生的授信业务往来，对于一般 商业银行而言，对公业务的业务量大、批量服务特点突出，单项服务成本相对较低，收 益率相对高，属于商业银行最核心的业务之一。 近年来，随着经济的不断发展，小微企业在经济体系中贡献越来越大，小微企业融 资难、融资贵的问题成为社会关注的热点话题，热度居高不下，同时随着市场竞争日趋 激烈，金融脱媒因素影响，传统商业银行客户定位下沉趋势明显，小微企业授信业务作 为对公授信业务的重要组成部分也越来越受到银行重视。小微企业具有经营综合实力弱， 抗风险能力弱，资产积累差，有效担保不足等先天不足，为破解这些难题，银行从产品、 流程、展业方式等进行了多方位的创新和突破，其中围绕供应链核心企业等具有相同业 务模式、风险特征等开展的小微企业批量授信项目成为诸多商业银行的选择，该模式理 论上可以部分解决小微企业授信信息不对称、违约率高、担保缓释不足等问题，一度成 为银行的重要获客利器，加上专业市场、细分行业定位等因素的加持，部分银行的小微 企业业务通过批量授信模式得到了较为快速的发展，但随着经济金融环境的复杂化，宏 观经济波动、新旧动能切换等对小企业经营的冲击，2013-2015 年以来发生了一波小企 业信贷业务风险快速曝露。 在上述背景下，G 银行德高分行的小企业批量授信业务也发生了风险暴露，G 银行 为此承受了沉重的经济损失，本论文在系统分析 G 银行小企业批量信贷业务的发展模式、 现状以及 G 银行 HC 集团小微企业批量授信不良贷款案例研究的基础上，分析批量授信 产品方案设计的逻辑，风险暴露的成因，总结商业银行开展此类小微企业授信业务时应 该注意的风险点以及对小微企业批量授信业务的风险管理的启示，以供同业作为参考。 关键词：风险管理；小微企业批量授信模式；商业银行；案例研究II Abstract Corporate credit business refers to the credit business between commercial banks and corporate business units. For general commercial banks, the business volume of corporate business is large, the characteristics of batch service are outstanding, the cost of single service is relatively low, and the rate of return is relatively high, which belongs to one of the most core businesses of commercial banks. In recent years, with the continuous development of economy, small and micro enterprises contribute more and more to the economic system. The problem of financing difficulty and high financing cost of small and micro enterprises has become a hot topic of social concern. At the same time, as an important part of public credit business, small and micro enterprise credit business has been paid more and more attention by banks, and the market competition is becoming more and more fierce In order to solve these problems, banks have made many innovations and breakthroughs in terms of products, processes and business development methods. Among them, the batch credit project of small and micro enterprises around the core enterprises of the supply chain has become the choice of many commercial banks. Theoretically, the mode can partly solve the credit of small and micro enterprises Information asymmetry, high default rate, insufficient guarantee release and other issues have once become an important customer acquisition tool for banks. With the support of professional market and industry segmentation positioning, some banks' small and micro enterprise businesses have developed rapidly through the batch credit model. However, with the complexity of the economic and financial environment, macroeconomic fluctuations and the switching of old and new kinetic energy have affected small enterprises Since 2013-2015, there has been a wave of small enterprise credit business risk exposure. Under the above background, the small enterprise batch credit business of DeGao branch of G bank has also been exposed, and bank G has suffered heavy economic losses. This paper analyzes the development mode and current situation of the batch credit business of G bank and the case study of the non-performing loan of HC group of G bank, and analyzes the logic of product scheme design of batch credit This paper summarizes the causes of risk exposure, summarizes the risk points that commercial banks should pay attention to when carrying out such small and micro enterprises credit business, and puts forward suggestions on the optimization of risk management of small and micro enterprises' batch credit business, so as to provide reference for peers. Keywords: risk management; batch credit model of small and micro enterprises; commercial bank; case studyIII 目 录 摘要...........................................................................................................................................I Abstract ..................................................................................................................................... II 第一章 绪论..............................................................................................................................1 1.1 研究背景和研究意义 ..................................................................................................... 1 1.1.1 研究背景................................................................................................................... 1 1.1.2 研究意义................................................................................................................... 2 1.2 文献综述 ......................................................................................................................... 3 1.2.1 信息不对称理论....................................................................................................... 3 1.2.2 篮子理论................................................................................................................... 3 1.2.3 大数定律理论........................................................................................................... 3 1.2.4 全面风险管理框架................................................................................................... 4 1.2.5 中小企业集群信贷融资优势假说........................................................................... 5 1.2.6 小微企业信贷模式的研究....................................................................................... 5 1.2.7 小微企业批量授信模式的相关研究....................................................................... 6 1.3 研究方法和技术路线 ..................................................................................................... 8 1.3.1 研究方法................................................................................................................... 8 1.3.2 技术路线................................................................................................................... 8 第二章 案例正文....................................................................................................................10 2.1 G 银行德高分行小微企业批量授信情况 .................................................................... 10 2.1.1 G 银行德高分行简介 .............................................................................................. 10 2.1.2 小微企业的界定..................................................................................................... 10 2.1.3 小微企业批量授信模式的含义............................................................................. 12 2.1.4 G 银行德高分行小微企业批量授信业务的机构设置 .......................................... 13 2.1.5 G 银行德高分行小微企业批量授信业务的业务流程 .......................................... 14 2.2 对 HC 集团授信风险暴露情况.................................................................................... 16 2.2.1 HC 集团基本情况 ................................................................................................... 16 2.2.2 塑胶贸易行业的客群情况及行业特点................................................................. 17 2.2.3 HC 集团下游客户情况分析及其控制力 ............................................................... 18 2.3 HC 集团的小微企业批量授信方案.............................................................................. 19IV 2.4 HC 集团的小企业批量授信风险暴露情况.................................................................. 23 2.5 本章小结 ....