摘要
传统的银行信贷模式风险评价专注于个体企业的财务数据.供应链金融新融资模式下的信用风险评价不同于传统的融资模式风险评价,它的评价范围更宽,不确定性因素更加复杂.在分析供应链金融模式的信用风险评价体系的基础上,结合模糊集和影响图理论建立了模糊影响图评价模型,对评估中难以量化的问题进行模糊处理,对变量之间的模糊影响关系进行分析,最后计算出信用风险概率分布.方法定性与定量相结合,为供应链金融新模式下的风险评估提供了一种新思路.
The traditional evaluation of bank credit risk focus on single enterprise＇s financial data.But the evaluation of supply chain finance credit risk is different from traditional models,for its wilder range of evaluation and more complex Uncertainty.This paper builds a fuzzy influence diagram model combining the theory of fuzzy set and influence diagram based on the analysis of supply chain finance credit risk evaluation system.The new model takes a fuzzy deal with the questions difficult to quantify.And it also analyses the fuzzy relationships between the variables.Then it calculates the credit risk probability distribution. This method take qualitative analysis and quantitative calculation all in consider,offering a new way to the evaluation of supply chain finance credit risk.
出处
《数学的实践与认识》
CSCD
北大核心
2010年第21期80-86,共7页
Mathematics in Practice and Theory
基金
上海市重点学科管理科学与工程(S30504)
关键词
模糊集
影响图
供应链金融
信用风险
fuzzy set
influence diagram
supply chain finance
credit risk
