供应链金融模式下中小企业信用风险评价研究—基于Logistic模型与BP神经网络模型的对比研究

The Research about the Credit Risk Assessment of Small and Medium-Sized Enterprises from the Perspective of Supply Chain Finance —The Comparative Study Based on the Logistic Regression Model & the BP Neural Network Model

摘要: 本文以供应链金融为视角研究商业银行对中小企业信用风险的评估，首先通过分析供应链金融的特点，分析影响供应链金融模式下中小企业信用风险评价的因素，确定基于供应链金融的信用风险评价指标体系；本文从上市公司中小企业板块以及新三板中，挑选了供应链服务成熟的汽车制造业企业，借助东方财富choice金融终端中得到232家中小企业原始数据，采用BP神经网络建立模型对供应链金融模式下中小企业信用风险评价，并通过实证研究和Logistic回归模型的对比，来证明其适用性。

Abstract: This paper studies the credit risk assessment of small and medium-sized enterprises by commercial banks from the perspective of supply chain finance. Firstly, it analyzes the characteristics of supply chain finance and the theoretical basis of the underlying support. This paper analyzes the factors that affect the credit risk evaluation of SMEs under the supply chain finance model, and finally determines the credit risk evaluation index system based on supply chain finance. Then it analyzes and evaluates the traditional credit risk measurement model and the modern credit risk measurement model, and confirms that the BP neural network model is adopted in this paper, and proves its applicability by comparing the empirical research with the Logistic regression model.