风险价值及压力测试在采购策略中的应用

To Apply on VaR and Press Testing in the Strategy of Material Purchase

首先分析了供应链采购风险管理的重要性,然后分别介绍了VaR和压力测试这两种风险测度方法,并在此基础上建立了采购风险度量模型,为制定科学的采购策略提供了量化的决策依据。

The paper offers an analysis of the important of risks management in supply chain material purchase, and introduces the methods of using VaR and press testing. Finally the thesis puts forward models to quantify risks in material purchase. This approach enables effective risk decision to be made on the basis of quantified risk measure.