物流金融风险评估模型研究

Abstract

在物流金融中核心企业的发展对供应链的稳定有着强有力的保障，而物流企业融资难的问题一直没有得到很好的解决，其中难点痛点在于银行不能全面的衡量物流企业业务能力而小样本问题也是银行不能准确分析的一大关键因素。本文从供应链金融中银行的角度针对焦点企业即物流企业贷款的风险评估模型研究，以银行信用和物流企业发展为导向，从经济学的角度构建了一个多指标评估模型，此模型在斟酌企业规模及运营状况的布景下，采用主成分分析法确定供应链及上下游企业的稳定性等因素得出对物流企业的评价指标，设计以支持向量机为模型的物流金融风险评估方法。最后通过具体算例进行仿真测试，结果表明银行在小样本限制条件下能够较好的较为全面的评估物流企业风险给予融资。 In this paper, the development of the core enterprise in the logistics financial system has strong guarantee for the stability of the supply chain, and the problem of financing of logistics enterprises has not been well solved, in which the difficult point of pain is not a large measure of the business ability of the bank, but the small sample problem is also a key factor in the failure of bank to ana-lyze accurate analysis. This paper studies the risk assessment model of the core enterprise, namely the logistics enterprise loan, from the perspective of the bank in the supply chain finance. Oriented by the bank risk and the development of the logistics enterprise, this paper constructs a multi-index assessment model from the perspective of economics. Under the background of con-sidering the enterprise size and operation status, this model uses the principal component analysis to determine the stability of the supply chain and upstream and downstream enterprises and other factors to confirm the evaluation index of the logistics enterprise. Finally through the concrete example simulation test, the results show that the bank under the restricted condition of the small sample can better comprehensive evaluation of logistics enterprises to financing risk.