本文選題：供應(yīng)鏈金融 + 應(yīng)收賬款保理融資　； 參考：《上海交通大學(xué)》2014年碩士論文

【摘要】：當(dāng)前我國(guó)的中小企業(yè)普遍陷入融資難的困境，銀行間的競(jìng)爭(zhēng)也愈演愈烈，在這種情況下供應(yīng)鏈金融應(yīng)運(yùn)而生并得到了大力發(fā)展。其中應(yīng)收賬款保理融資是一種重要的供應(yīng)鏈融資模式，已得到廣泛應(yīng)用。它可解決銀行、中小企業(yè)、核心企業(yè)等面臨的諸多問(wèn)題，實(shí)現(xiàn)多方共贏，提升整個(gè)供應(yīng)鏈的效益和競(jìng)爭(zhēng)力。 盡管?chē)?guó)內(nèi)外學(xué)術(shù)界對(duì)應(yīng)收賬款保理的研究并不少，然而主要集中在定性研究，而且較少考慮供應(yīng)鏈與該業(yè)務(wù)結(jié)合的情況。本文在現(xiàn)有文獻(xiàn)的基礎(chǔ)上，將應(yīng)收賬款保理融資引入到供應(yīng)鏈系統(tǒng)中，綜合考慮各參與方的收益和決策，通過(guò)建立數(shù)學(xué)模型的定量分析方法探究了融資企業(yè)的最優(yōu)應(yīng)收賬款轉(zhuǎn)讓策略、核心企業(yè)的最優(yōu)訂購(gòu)量和違約概率、銀行的最優(yōu)保理融資比率問(wèn)題。 本文首先簡(jiǎn)要介紹了供應(yīng)鏈金融，在此基礎(chǔ)上總結(jié)了應(yīng)收賬款融資的模式及保理融資在我國(guó)的發(fā)展歷程。其次，通過(guò)構(gòu)建兩階段供應(yīng)鏈中的各方期望利潤(rùn)模型，分析了在追求供應(yīng)鏈整體利益最大化的條件下，融資企業(yè)在保理融資時(shí)的最優(yōu)應(yīng)收賬款轉(zhuǎn)讓決策和核心企業(yè)在保理項(xiàng)下的最優(yōu)訂貨量及違約概率問(wèn)題，并運(yùn)用數(shù)值算例驗(yàn)證了保理融資的相關(guān)因素對(duì)企業(yè)決策的影響。接著，構(gòu)建了在跨國(guó)供應(yīng)鏈中，保理銀行面臨匯率風(fēng)險(xiǎn)和信用風(fēng)險(xiǎn)時(shí)的期望利潤(rùn)模型，探討了在匯率固定和隨機(jī)的情況下銀行的最優(yōu)融資比率，并用數(shù)值算例驗(yàn)證了各相關(guān)變量與最優(yōu)融資比率間的關(guān)系。然后，通過(guò)一則保理的案例分析了保理業(yè)務(wù)與供應(yīng)鏈結(jié)合的必要性。最后，，對(duì)全文做出總結(jié)，并提出了后續(xù)研究方向。
[Abstract]:At present, the small and medium-sized enterprises in our country generally fall into the predicament of financing difficulty, and the competition among banks is becoming more and more intense. In this case, the supply chain finance emerges as the times require and has been vigorously developed.The factoring financing of accounts receivable is an important mode of supply chain financing, which has been widely used.It can solve many problems faced by banks, small and medium-sized enterprises, core enterprises and so on, realize the win-win situation and enhance the efficiency and competitiveness of the whole supply chain.Although the research on the factoring of accounts receivable is not rare in the academic circles at home and abroad, it is mainly focused on qualitative research, and the combination of supply chain and this business is seldom considered.In this paper, based on the existing literature, the factoring financing of accounts receivable is introduced into the supply chain system, and the benefits and decisions of the participants are considered synthetically.Through the quantitative analysis method of establishing mathematical model, this paper probes into the optimal account receivable transfer strategy of financing enterprises, the optimal order quantity and default probability of core enterprises, and the optimal factoring financing ratio of banks.This paper first briefly introduces supply chain finance, and then summarizes the mode of accounts receivable financing and the development of factoring financing in China.Secondly, by constructing the expected profit model of the parties in the two-stage supply chain, the paper analyzes the condition of maximizing the overall benefit of the supply chain.The optimal account receivable transfer decision in factoring financing and the optimal order quantity and default probability of core enterprises under factoring are discussed, and the influence of factoring financing factors on enterprise decision is verified by numerical examples.Then, the paper constructs the expected profit model of factoring bank when it faces exchange rate risk and credit risk in multinational supply chain, and discusses the optimal financing ratio of bank under the condition of fixed and random exchange rate.Numerical examples are used to verify the relationship between the relevant variables and the optimal financing ratio.Then, the necessity of combining factoring business with supply chain is analyzed by a factoring case.Finally, the paper summarizes the full text and puts forward the direction of follow-up research.
【學(xué)位授予單位】：上海交通大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類(lèi)號(hào)】：F274;F832.4;F275

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

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2 陳祥鋒;朱道立;應(yīng)雯s

本文編號(hào)：1737096