Research On Financial Credit Risk Evaluation Of Commercial Bank Supply Chain

With the introduction of a series of policies on supporting supply chain finance,Chinese commercial banks have incorporated supply chain finance into important future strategic development directions.Supply chain finance refers to a commercial bank,with the global perspective of the supply chain,based on the real trading background of the supply chain and the effectively management or the credit support by core enterprise on the supply chain,provides comprehensive financial products and services to enterprises in the supply chain.Different from traditional credit products,supply chain finance changes the credit perspective of commercial banks,based on the credit of core enterprises,and supported by real trade background.It's a favorable weapon for commercial banks to adjust their credit structure and obtain profit growth points.Because of the large number of participants in supply chain finance and the management of Logistics?capital flow and information flow,supply chain finance places higher requirements on the risk management to commercial banks.And the establishment of a credit risk evaluation system for supply chain finance is particularly critical,which evaluates the credit risk of financing enterprises by selecting the most representative risk factors and establishing a suitable model to provide decision-making basis for commercial banks.Therefore,the research direction of the paper is the credit risk assessment of supply chain finance from the perspective of Chinese commercial banks.The research conclusions can provide a theoretical basis for commercial banks' credit risk on supply chain finance,and can also provide some inspiration on the innovation and risk management of the supply chain finance.The paper first introduces the significance of researching supply chain finance credit risk evaluation.Through the review of domestic and foreign literature,it introduces existing theories and research results of supply chain finance and credit risk evaluation,and proposes specific research ideas and methods.Then it introduces the supply chain finance of commercial banks in China.By analyzing and comparing the three main modes of supply chain finance,and summarizing the current business development status of commercial bank supply chain finance,it emphasizes the importance of research on credit risk assessment of supply chain finance.Then the paper summarizes the characteristics of credit risk on supply chain finance from the game perspective,analyzes the main sources of credit risk in supply chain finance.Based on the understanding of credit risk,the paper establishes the credit risk evaluation indicators for supply chain finance.By selecting sample data of paper and forest industry enterprises with supply chain characteristics,the first step is to use principal component analysis to extract the factors that have the strongest correlation with supply chain financial credit risk.The second step is to obtain a credit risk evaluation model of supply chain finance through the Logistic regression model,and draws the compliance rate formula of financing enterprises and the main factors affecting the compliance rate of financing enterprises.According to the results,the supply chain financial credit risk evaluation model which constructed by principal component analysis and LOGISTIC regression model has highly prediction accuracy rate.It can be found from that the most significant impact on the supply chain financial credit risk assessment is the current ratio and quick ratio of financing companies,followed by the overall competitiveness of the supply chain,the upstream and downstream stability of the supply chain,and the transparency of the supply chain information.Other influencing factors includes some financial indicators that reflect the profitability,development potential and solvency of financing companies.Based on the conclusions,it is suggested that in the process of carrying out supply chain finance,commercial banks can start by selecting the appropriate supply chain group,focusing on credit risk scenario research,and increasing the application of finance to ensure controllable risks while promote business development,and solve the problem of difficult and expensive financing for our SMEs...