供应链金融生态模式设计及风险管理研究

发布时间：2018-03-19 13:48

本文选题：供应链金融　切入点：金融生态　出处：《河北工程大学》2017年硕士论文　论文类型：学位论文

【摘要】：供应链金融是一种新兴的模式,将供应链上的核心企业与上下游中小企业看作一个整体,商业银行对整条供应链提供金融服务,这样就解决了一直困扰中小企业融资难、融资贵的问题,同时也为银行提供了更多的长期合作企业,也促进了银行的运作模式创新。但仍然存在着一些不足之处,例如在企业与银行之间依然存在着信息不对称、模式创新不足、有着较高的操作风险等问题。随着我国供应链金融模式的不断创新和发展,越来越多的专家学者基于金融生态的视角看待供应链的发展以及风控问题。本文主要阐述了供应链金融的定义和产生背景、自然生态系统理论和金融生态系统理论,由此引申出供应链金融生态理论。归纳整理出供应链金融生态系统的构成,分为生态主体、生态环境和供应链金融综合服务平台进行分析。根据自然生态系统结构模型,对供应链金融生态模式进行设计,并将供应链金融生态模式以金融树的形式生动的表现出来。金融树生动形象的表达了金融生态环境、大数据平台、金融生态参与主体之间相互依存,缺一不可的关系,也体现了金融生态跨地区、跨产业的特点。与传统模式进行对比,发现其黏着性更高,供应链金融生态模式更加稳定。论文使用VaR模型对操作风险进行分析研究,按照供应链金融生态模式将损失归为这六类,建立损失数据库,数据结果符合广义帕累托分布,之后得到了供应链金融操作风险的损失分布,运用Matlab软件得到VaR值。最终结果表明商业银行单独为上下游企业提供金融服务将要准备较大额的资本金,而保理公司和融资租赁公司的VaR值要小很多,本文运用历史数据证明了银行与保理公司、融资租赁公司加强合作,降低操作风险,这同时也证明了供应链金融生态模式设计的科学性。经分析可知金融生态环境与大数据平台可以进一步有效的降低操作风险,所以供应链金融生态模式要优于传统供应链金融模式。
[Abstract]:Supply chain finance is a new model, which regards the core enterprises and the upstream and downstream SMEs as a whole, and the commercial banks provide financial services to the whole supply chain. The problem of expensive financing also provides banks with more long-term cooperative enterprises and promotes the innovation of banks' operation mode. However, there are still some shortcomings, such as the information asymmetry between enterprises and banks. With the continuous innovation and development of the supply chain financial model in China, there are some problems such as insufficient innovation and high operational risk. More and more experts and scholars view the development and risk control of supply chain from the perspective of financial ecology. This paper mainly expounds the definition and background of supply chain finance, natural ecosystem theory and financial ecosystem theory. From this, the theory of supply chain finance ecology is derived, and the composition of supply chain financial ecosystem is summarized, which is divided into three parts: ecological subject, ecological environment and supply chain finance integrated service platform. The supply chain financial ecological model is designed, and the supply chain financial ecological model is vividly displayed in the form of financial tree. The financial tree vividly expresses the financial ecological environment, big data platform, The financial ecology participates in the main body to depend on each other mutually, the indispensable relation, also has manifested the financial ecology to cross the region, the cross-industry characteristic, carries on the contrast with the traditional pattern, finds its adhesion is higher, The VaR model is used to analyze the operational risk, according to the supply chain financial ecological model, the loss is classified into these six categories, and the loss database is established. The results accord with the generalized Pareto distribution. After that, the loss distribution of financial operation risk in supply chain is obtained, and the VaR value is obtained by using Matlab software. The final result shows that commercial banks providing financial services to upstream and downstream enterprises alone will have to prepare a large amount of capital. The VaR value of factoring company and financial leasing company is much smaller. This paper uses historical data to prove that banks and factoring companies and financial leasing companies strengthen cooperation to reduce operational risks. This also proves that the design of supply chain financial ecological model is scientific. Through analysis, we can know that financial ecological environment and big data platform can further effectively reduce the operational risk. Therefore, the supply chain financial ecological model is superior to the traditional supply chain financial model.
【学位授予单位】：河北工程大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832;F274

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