互联网供应链金融信用风险度量与盯市管理

Credit Risk Measurement and the Marking to Market System of Internet Supply Chain Finance

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。

In measuring the credit risk involved in Internet supply chain finance,we can fully take advantage of Internet to obtain the real time dynamic non-financial data about SMEs to understand such indicators as the basic status of SMEs,the current situation of Internet transaction,the quality of Internet service,and the current situation of supply chain industry;with the help ofPCA,we can also determine the main influencing factors of Internet supply chain finance and accurately and timely understand the risk level involved in Internet supply chain finance to break through the tradition barrier that taking financial indicators as the main measurement of financial risk.Based on this,we can learn from the risk management in the Futures market,design the marking to market system for risk management in Internet supply chain finance,estimate the credit risk by using the logistic regression model,and further control and reduce credit risk involved in Internet supply chain finance.