[1]李小金.保兑仓融资供应链决策模型的构建及参数求解[J].金融教育研究,2016,(02):57-64.
　LI Xiaojin.The Model Construction and Parametric Solution of the Confirming Storage's Supply Chain Financing Decisions[J].,2016,(02):57-64.
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保兑仓融资供应链决策模型的构建及参数求解()
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《金融教育研究》[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2016年02期
页码:
57-64
栏目:
出版日期:
2016-05-01

文章信息/Info

Title:
The Model Construction and Parametric Solution of the Confirming Storage's Supply Chain Financing Decisions
作者:
李小金
广东科学技术职业学院,广东 珠海 519090
Author(s):
LI Xiaojin
Guangdong Vocational College of Science and Technology,Zhuhai,Guangdong 519090,China
关键词:
保兑仓;  违约风险;  质押率;  决策机理
Keywords:
confirming storage;  default risk;  loan-to-value ratio;  decision-making mechanism
分类号:
F830
文献标志码:
A
摘要:
逐步加入贴近实务的假设,定量分析并找出影响保兑仓决策的重要参数有哪些、参数值求解以及参数间的关系,得出以下结论:找出保兑仓正常运行的质押率临界值ω0,市场需求临界值Dx以及条件和概率; 引入供应商回购违约概率β计算参与各方期望收益函数,并指出参数间相互关系; 根据供应链决策流程求解参与各方利润最大化时的最优参数或参数变化情况为保兑仓参与各方在实务中定量决策时提供参考。
Abstract:
In this paper,by gradually joining hypothesis which is closer to practices,making quantitative analysis and find out what are important parameters influencing the confirming storage decision-making,the relationship between the parameters values and parameter,they reached the following conclusions:in order to make confirming storage run normally,we should find out the critical value(ω0)of loan-to-value ratio,the critical value(Dx)of market demand,as well as the conditions and probability; introduce default probability(β)of supplier repurchase to calculate participants' expected revenue function,and points out the relationship between parameters; and according to the supply chain decision-making process,solve the participants profit maximization of the optimal parameters and the changes of the parameters,to provide the reference for confirming storage to do the quantitative decision in practice.

参考文献/References:

[1]Demica.Steady Supply,The growing role of supply chain finance in a changingworld[R].Demica Report Seris,2007(1).
[2]闫俊宏.基于保兑仓的中小企业融资模式分析[J].上海金融,2007(2).
[3]汤曙光,任建标.银行保兑仓:中小企业信贷的理论、模式与实践[M].北京:中国财政经济出版社,2010.
[4]陈祥锋,朱道立,应雯珺.资金约束与供应链融资和运营决策研究[J].管理科学学报,2008(6).
[5]杨绍辉.从商业银行的业务模式看供应链融资服务[J].物流技术,2005(10).
[6]深圳发展银行-中欧商学院“保兑仓”课题组.保兑仓[M].上海:远东出版社,2009.

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备注/Memo

备注/Memo:
基金项目:广东省哲学社会科学规划课题(GD13XYJ09)
更新日期/Last Update: 1900-01-01