互联网供应链金融信用风险度量与盯市管理

发布时间：2018-03-02 17:09

本文选题：逻辑回归模型　切入点：互联网供应链金融　出处：《中国流通经济》2017年04期 　论文类型：期刊论文

【摘要】：在对互联网供应链金融信用风险度量中,可充分发挥互联网便利获取中小企业即时动态非财务数据(如交易频率、客户活跃程度、满意度等)的优势,掌握中小企业基本状况、互联网交易状况、互联网服务质量、供应链行业状况等指标,以主成分分析法确定影响互联网供应链金融的主要影响因素,准确、及时了解互联网供应链金融的风险程度,突破传统以财务指标为主衡量金融风险的局限。在此基础上,可借鉴期货风险管理的经验,设计互联网供应链金融风险管理的盯市制度,以逻辑回归风险判别器进行信用风险判断,进一步控制和降低互联网供应链金融的信用风险。
[Abstract]:In the measurement of financial credit risk of Internet supply chain, we can give full play to the advantages of the Internet in facilitating the acquisition of real-time dynamic non-financial data (such as transaction frequency, customer activity, satisfaction, etc.) of SMEs, and grasp the basic status of SMEs. The main influencing factors of Internet supply chain finance are determined by principal component analysis method in order to understand the risk degree of Internet supply chain finance in a timely and accurate manner, such as the status of Internet transaction, the quality of Internet service, the status of supply chain industry, and so on. This paper breaks through the limitation of traditional financial risk measurement based on financial index. On the basis of this, we can draw lessons from the experience of futures risk management and design the market targeting system of financial risk management in Internet supply chain. In order to control and reduce the credit risk of Internet supply chain finance, a logical regression risk discriminator is used to judge the credit risk.
【作者单位】：北京物资学院经济学院;天津大学经济与管理学部;
【基金】：国家自然科学基金项目“物联网环境下供应链资源优化配置与运营协调研究”(71472134)
【分类号】：F274;F832.2

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