摘要
商业银行在开展供应链融资业务时面临信用风险、操作风险、市场风险、法律风险等多种风险。当前国内学术界及银行实务操作中更注重信用风险量化考核方法与控制的研究,对供应链融资业务操作风险的特点与度量控制方法缺乏应有的关注度。本文在指出操作风险分析重要性的基础上重点对上述问题进行研究,提出运用贝叶斯网络技术度量供应链融资操作风险的优势及具体步骤。为国内学者进行供应链金融研究提出新的研究思路,也为银行的实务操作提供理论参考依据。
Commercial banks face credit risk, operational risk, market risk, legal risk and other risks in developing supply chain financing business. The current domestic academia and banking actual practice pay more attention to the study of credit risk quantitative assessment methods and controlment, but lack proper attention to the character, the quantification and control methods of the operational risk of supply chain financing. Focus on the above issues, the paper puts forward the author＇s own research results, points out the importance of measuring operational risk and suggests supplying Bayesian Network method to quantify operational risk, The aim of this paper is to present new research ideas of supply chain financing for scholars at home and abroad. Also, it supplies the practical operation for the bank＇s theoretical basis.
出处
《现代物业（中旬刊）》
2012年第7期60-63,共4页
Modern Property Management
基金
教育部人文社科基金项目“新兴经济在生产全球化中的纵向外溢阻断机理与技术接入障碍”（编号：09YJA790185）的阶段性成果.
关键词
商业银行
供应链融资
操作风险
度量
贝叶斯网络
Commercial bank
Supply chain financing
Operational risk
Quantification
Bayesian Network
