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| 论钢铁行业供应链金融信用风险评价体系 |
| Credit Risk Evaluation System of Supply Chain Finance ——Taking Iron and Steel Industry as an Example |
| 投稿时间：2019-10-08 |
| DOI：10.16018/j.cnki.cn32-1499/c.201904010 |
| 中文关键词: 供应链 金融信用风险 评价体系 钢铁行业 |
| 英文关键词: supply chain financial credit risk evaluation system iron and steel industry |
| 基金项目:安徽省社科规划项目(AHSKY2017D35) |
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| 中文摘要: |
| 为有效评价钢铁行业供应链金融信用风险评价，提出一种基于协整检验和量化回归分析的供应链金融信用风险评价体系，根据钢铁行业供应链的货币政策效力构建金融信用风险评价的统计回归分析模型，采用相关数据分析方法进行钢铁行业供应链的金融信用风险等价分析，结合社会融资结构模型构建循环经济下钢铁行业供应链金融信用风险检验统计量，采用多元资产结构重组方法进行金融信用风险量化评估，采用回归标准差分析方法实现钢铁行业供应链金融信用风险评估和量化分析，对评价体系的稳健性和置信度水平采用协整检验方法进行检验。 |
| 英文摘要: |
| In order to evaluate supply chain financial credit risk effectively, a supply chain financial credit risk evaluation system based on cointegration test and quantitative regression analysis is proposed. According to the effectiveness of monetary policy in the supply chain of iron and steel industry, the statistical regression analysis model of financial credit risk evaluation is constructed, and the equivalent analysis of financial credit risk in supply chain of iron and steel industry is carried out by using the relevant data analysis method. Combined with the social financing structure model to construct the statistics of financial credit risk testing of steel supply chain under circular economy, and adopt the method of multi-asset structure reorganization to carry out quantitative evaluation of financial credit risk. The method of regression standard deviation analysis is used to realize the credit risk assessment and quantitative analysis of supply chain finance in iron and steel industry, and the cointegration test method is used to test the robustness and confidence level of the evaluation system. |
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