Analysis On Supply Chain Finance Credit Risk Assessment Based On The Perspective Of Commercial Banks

Supply chain finance as a service concept is a new financing model, which not only unifies logistics, capital flow and information flow effectively but also ensures a reasonable and efficient allocation of capital in the supply chain. Meanwhile, it benefits the whole supply chain to improve the comprehensive strength. At the same time, it’s a way for commercial banks to bring reforms and innovation.The paper focuses on the SMEs(Small Medium Enterprises) credit risk evaluation in Supply Chain Finance(SCF). We propose credit risk factor evaluation system for supply chain finance operation. We build up a credit risk factor evaluation model to do evaluation on supply chain finance operation. The aim of the model is to give some advice to commercial banks because they provide services of supply chain finance.Firstly, this paper applies the game model on the supply chain finance business to analyze its necessity from the perspective of the commercial banks. We show that the supply chain finance business is helpful for the growth of social benefits. In addition, the supervision probability of the commercial banks and the core enterprises depend on the default probability of the SMEs.Secondly, on the basis of previous research, this paper proposes credit risk factor evaluation system from three aspects i.e. macro-aspect, meso-aspect and micro-aspect. The macro-aspect includes the market’s overall economic condition and the supply chain industry condition. The meso-aspect includes the supply chain robustness and the core corporate credit risk. The micro-aspect includes the SMEs credit risk and the collateral risk indicators.Thirdly, through the study of the main credit rating evaluation methods, this paper builds the credit evaluation model for SMEs based on supply chain finance business. Using fuzzy comprehensive evaluation method as evaluation method and the analytic hierarchy process as a weight-determined method, we adopt a threshold method to emphasize on the credit risk of the whole supply chain and the core-enterprise.