基于存货质押融资的质押率决策研究被引量：32

Study of loan-to-value ratios decisions on inventory financing

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摘要针对存货质押融资业务中的质押率决策问题,构建市场需求不确定环境下的物流金融机构利润模型,并引入下侧风险控制模式获得最优质押率表达式.最后,通过仿真验证了质押率和利润受市场需求变动情况、融资企业违约率以及物流金融机构预设损失率的影响,为存货质押融资业务的开展提供理论依据. Given problems of loan-to-value ratios decisions on inventory financing, the profit model of logistics financial institutions was developed under the randomly-fluctuant market demand, in addition, the optimal loan- to-value ratios decisions were obtained with downside risk constraint. Finally, the influences of the changes in market demand, the corporate default rates and the presupposed default loss rate on the loan-to-value ratio and on the profit were simulated, which can provide a scientific theory for logistics and financial institutions.

作者白世贞徐娜

机构地区哈尔滨商业大学管理学院

出处《系统工程学报》 CSCD 北大核心 2013年第5期617-624,共8页 Journal of Systems Engineering

基金国家自然科学基金资助项目(71371061)

关键词存货质押融资质押率物流金融机构 inventory financing loan-to-value ratios logistics and financial institutions

分类号 TP273 [自动化与计算机技术—检测技术与自动化装置]

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