工业工程

工业工程 ›› 2011, Vol. 14 ›› Issue (4): 92-97.

• 专题论述 • 上一篇    下一篇

高违约率下融资租赁信用风险的多属性评价

  

  1. 重庆大学 经济与工商管理学院，重庆 400030
  • 出版日期:2011-08-31 发布日期:2011-09-08
  • 作者简介:刘伟（1964-）,男,贵州省人,教授,博士生导师,主要研究方向为系统工程、技术创新管理等.
  • 基金资助:

    重庆市哲学社会科学规划资助项目（2009JJ11）；重庆市软科学资助项目（2009CE9093）

Multi-Attribute Credit Risk Evaluation Method for Financial Leasing over High Default Rate 

  1. School of Economics and Business Administration，Chongqing University，Chongqing 400030， China
  • Online:2011-08-31 Published:2011-09-08

摘要： 提出了一种高违约率下融资租赁信用风险的评价方法，基于专家群体对评价指标赋值类型的不同引入多属性决策的指标权重确定方法。以我国工程机械行业融资租赁信用风险评价为例，分析了我国工程机械行业融资租赁信用风险的特征，构建了以定量的财务指标与定性的非财务指标相结合的信用风险评价指标体系，进而运用上述方法确定了各级指标的权重，阐述了该评价方法的合理性。

关键词: 风险评价, 融资租赁, 工程机械, 多属性

Abstract: In considering high default rate in financial leasing, a multiattribute credit risk evaluation method is presented in this paper. This study is conducted with financial leasing for the construction machinery industry as a case. By analyzing the credit risk for this industry, an index system is developed, which contains both the financial indexes and nonfinancial indexes. Then, the risk evaluation is based on the experts’ scores on the given index set. With subjective preference of experts considered, a new method for multiattribute group decisionmaking is proposed to determine the attribute weights. Numerical results show that the feasibility and effectiveness of the proposed approach.  

Key words: risk evaluation, financial leasing, construction machinery industry, multi-attribute