目錄
1.導(dǎo)言··········，，···，·······················，·····································，······················
1.1研究背景·····················································································
1.2研究目的和意義···························································，，···········，
1.3研究方法與主要內(nèi)容·································································
1.4創(chuàng)新之處································，········，··································，·······，
1.5文獻(xiàn)綜述，····················································································
1.5.1國外研究狀況·，····································································
1.5.2國內(nèi)研究狀況·············，·······················································，
2.商業(yè)銀行中小企業(yè)貸款信用風(fēng)險(xiǎn)定性分析····································
2.1信用風(fēng)險(xiǎn)簡(jiǎn)述································，···············，····························
2.2中小企業(yè)貸款信用風(fēng)險(xiǎn)描述·································，··················，
2.2.1中小企業(yè)信用風(fēng)險(xiǎn)的內(nèi)涵及特點(diǎn)················，·····················
2.2.2中小企業(yè)信用風(fēng)險(xiǎn)的成因············································，·····
2.3中小企業(yè)貸款信用風(fēng)險(xiǎn)的評(píng)估·················································
2.3.1評(píng)估中小企業(yè)信用風(fēng)險(xiǎn)的思路··········································
2.3.2中小企業(yè)信用評(píng)價(jià)體系的構(gòu)建··········································
2.4本章小結(jié)························，················，··········································，
3.商業(yè)銀行中小企業(yè)貸款信用風(fēng)險(xiǎn)的實(shí)證分析·······························，
3.1模型的選擇及原理·································，··································，
3.2樣本選取及數(shù)據(jù)來源··········································，·····················，
3.2.1樣本選取和分類··································································
3.2.2數(shù)據(jù)來源·················································，····························
3.3指標(biāo)變量初選及數(shù)據(jù)洗選處理·················································
3.4模型的構(gòu)建和實(shí)證結(jié)果分析·····················································
3.4.1樣本違約判別模型的構(gòu)建···················，·····························，
3.4.2模型的檢驗(yàn)··········································································
3.4.3Logstici回歸結(jié)果分析···，·············，·……，’’····························
3.4.4模型的評(píng)價(jià)和預(yù)測(cè)能力······················································
3.5本章小結(jié)······················，······························································
4.信用違約互換對(duì)中小企業(yè)貸款信用風(fēng)險(xiǎn)的管理····························
4.1信用衍生工具概述·····································································
4.2信用違約互換管理中小企業(yè)貸款信用風(fēng)險(xiǎn)···············，······
4.2.1信用違約互換·······························································
.42.2管理中小企貸款信用風(fēng)險(xiǎn)步驟····························..