I 摘要 近年来，为进一步强化中小企业在国民经济中的重要作用，加速中小企业发 展，解决其融资难题，从中央到地方持续通过专项政策、调整考核等多种方式， 引导银行业加大对中小企业融资的扶持力度。但是，大多数银行往往因缺乏专门 的中小企业评估机制和风控措施，面对中小企业存在的行业分散、信息不对称、 担保物缺失等现状，银行不敢贷、不愿贷甚至有条件地贷。C农商银行是一家立足 地方发展，坚持服务“三农”、中小企业和地方经济的本市最大的农村商业银行，如 何在积极响应国家政策的同时，研究一套适合本行的中小民营企业的风险评估方 法，既能控制风险又可以加大金融支持力度，成为了C农商银行必须正视和面对 的问题。 基于此背景，本文在研究信用风险评估方法的理论基础上，借鉴当前国内外 先进银行及文献中对信用风险评估方法、评估模型建立的研究，通过对比最终选 取了Logistic的回归模型作为本文的主要应用研究模型。结合作者所在的C农商 银行过去5年中小企业贷款情况的分析、总结，对C农商银行中小企业信用风险 影响因素指标分析确认及提取。选取了在C农商银行贷款的670家企业进行了 Logistic回归模型的指标选取并最终得出了Logistic模型公式，最终综合预测准确 率为89.55%，准确率较高，并对模型未来的应用与改进做了相应的研究讨论。 本文的主要研究如下： 第一章进行了本文的研究的背景、意义的阐述，并进行了国内外相关研究文 献的梳理； 第二章针对信用风险的内涵与评估理论现状进行了梳理和研究，通过国内外 先进银行对风险评估方式方法的研究比较，为本文选择logistic方法建立模型； 第三章对C农商银行最近5年中小企业贷款情况进行分析，结合文献研究， 通过专家问卷调查、层次分析法对影响C农商银行中小企业信用风险因素分为财 务指标、非财务指标和C农商银行独有的信用风险指标进行提取，通过t检验最 终确定建模的10项指标； 第四章在第三章指标的基础上筛选了670家符合要求的C农商银行中小企业 客户作为样本，其中500家用于Logistic模型的建立，170家用于模型检验。最终 得出综合准确率为89.55%的模型，并对模型运用于实际工作做讨论； 第五章总结了本论文整体研究过程，并提出未来研究的展望。 本文主要创新点在于结合C农商最近五年存续的中小企业贷款情况，提取出 摘要 II 影响本行中小企业信用风险评估的因素，建立贷款违约概率模型。该模型的建立 打破了C农商银行原来无专门中小企业风险评估方法的历史，为C农商银行今后 扩大中小企业贷款规模、降低中小企业信用风险、提升信贷资产质量创造了新的 评估方法，也为意向建立符合本行中小企业贷款风险评估方法的银行提供了建议 和参考思路。 关键词：农商行，中小企业，贷款，风险评估 ABSTRACT III ABSTRACT In recent years, in order to further strengthen the important role of small and medium-sized enterprises in the national economy, accelerate their development and solve their financing problems, from the central to the local areas, special policies, assessments adjustment and other methods have been adopted to guide the banking industry to increase support for financing.However, due to the lack of special sme assessment mechanism and risk control measures, most Banks dare not lend, are unwilling to lend or even lend conditionally in the face of the current situation of smes such as industry dispersion, information asymmetry and lack of collateral. C bank of agribusiness is a based on local development, adhere to the service "three rural", small and medium-sized enterprises and local economy of the city's largest rural commercial bank, how to actively respond to national policy, study a set of suitable for the bank risk assessment method of small and medium-sized private enterprises, both can control risk and can increase the intensity of financial support, become the problem C agri-businesses Banks must face and face. Based on this background, on the theoretical basis of the research on credit risk assessment methods, this paper refers to the research on the establishment of credit risk assessment methods and assessment models in advanced Banks and literatures at home and abroad, and finally selects the Logistic regression model as the main applied research model of this paper through comparison. Based on the analysis and summary of the loan situation of small enterprises in the past five years in C rural commercial bank, the author analyzed, confirmed and extracted the indicators of influencing factors of credit risk of small and medium-sized enterprises in C rural commercial bank. The indicators of the Logistic regression model were selected from 670 enterprises with loans from rural commercial bank of China (RCB) and the Logistic model formula was finally obtained. The final comprehensive prediction accuracy was 89.55%, with a high accuracy. The future application and improvement of the model were also discussed. The main research of this paper is as follows: In the first chapter, the background and significance of the research are described, and the related research literature at home and abroad is sorted out. The second chapter generalizes the present state for credit risk control and research, ABSTRACT IV especially for C to the bank loan business, risk management present situation and the problems are analyzed, and suggests that C bank mainly exists in the risk management is incomplete, lack of effective internal control measure risk model, credit personnel professional quality is not high, high loan risk and docking of several aspects, such as lack of information; Chapter three analyzes the influencing factors of the credit risk related to bank C, and extracts the credit risk indicators of bank C into three categories, namely financial indicators, non-financial indicators and the unique credit risk indicators of bank C. In chapter 4, on the basis of the indicators in chapter 3, the sample selection, Logistic model establishment and test of the loan credit risk of small and medium-sized private enterprises in bank C are carried out, and then the improvement of risk control of bank C is carried out according to the analysis results. Chapter five is the conclusion and prospect of this thesis.The research results show that if the corporate interest rate rises rapidly, the company's capital flows quickly, profits are high, the company's capital is strong, the repayment ability will be greater.At the same time, the credit situation of small and micro enterprises is getting better and better. More and more small and medium-sized private enterprises are willing to fulfill their obligations, and their repayment ability is relatively enhanced. The national economic activities are increasing day by day.According to classification prediction, the overall prediction accuracy is 90.00%.Therefore, the model shows better discrimination and better accuracy of prediction.Finally, according to the causes of existing risks and the results of empirical analysis, three Suggestions and countermeasures are put forward to strengthen the risk management of small and medium-sized private enterprise loans of J rural commercial bank. Keywords: Rural commercial Banks, Small and medium-sized private enterprises, Loans, Risk management 目 录 V 目 录 第一章 前言 .................................................................................................................... 1 1.1 研究背景及意义 ................................................................................................ 1 1.2 国内外文献综述 ................................................................................................ 3 1.2.1 信用风险影响因素 .................................................................................. 3 1.2.2 信用风险评估方法 .................................................................................. 5 1.2.3 信用风险评估指标 .................................................................................. 7 1.2.4 信用风险评估模型 .................................................................................. 8 1.3 研究内容与研究方法 ........................................................................................ 9 1.3.1 研究内容 .................................................................................................. 9 1.3.2研究方法 ................................................................................................. 10 1.4 本文的贡献与创新点 ...............................................................................