海南大学学报:人文社会科学版
海南大學學報:人文社會科學版
해남대학학보:인문사회과학판
Humanities & Social Sciences Journal of Hainan University
2014年
2期
112~118
,共null页
跨国供应链 应收账款 质押率 汇率风险
跨國供應鏈 應收賬款 質押率 彙率風險
과국공응련 응수장관 질압솔 회솔풍험
transnational supply chain; accounts receivable ; loan-to-value ratio; exchange rate risk
质押率是银行在进行质押贷款时的重要决策参数,最优的质押率才能保证银行在尽量降低风险的前提下获得最大收益。论题研究了在国外的零售商与国内的供应商构成的跨国供应链背景下,国内的银行为供应商提供应收账款质押,银行在面临信用风险和汇率风险时的期望利润及最优质押决策问题,分析了影响质押率的因素包括质押期限、质押数额、汇率波动幅度等及其与质押率的关系,通过数值算例验证了文章的结论。
質押率是銀行在進行質押貸款時的重要決策參數,最優的質押率纔能保證銀行在儘量降低風險的前提下穫得最大收益。論題研究瞭在國外的零售商與國內的供應商構成的跨國供應鏈揹景下,國內的銀行為供應商提供應收賬款質押,銀行在麵臨信用風險和彙率風險時的期望利潤及最優質押決策問題,分析瞭影響質押率的因素包括質押期限、質押數額、彙率波動幅度等及其與質押率的關繫,通過數值算例驗證瞭文章的結論。
질압솔시은행재진행질압대관시적중요결책삼수,최우적질압솔재능보증은행재진량강저풍험적전제하획득최대수익。론제연구료재국외적령수상여국내적공응상구성적과국공응련배경하,국내적은행위공응상제공응수장관질압,은행재면림신용풍험화회솔풍험시적기망리윤급최우질압결책문제,분석료영향질압솔적인소포괄질압기한、질압수액、회솔파동폭도등급기여질압솔적관계,통과수치산례험증료문장적결론。
The loan-to-value ratio is an important decision parameter of the banks in the mortgage, and the opti- mal loan-to-value ratio ensures the banks to obtain the maximal benefits under the premise of minimizing the risks. Under the background of transnational supply chain between a foreign retailer and a domestic supplier, this paper studies the issues of the expected profit and optimal pledge decisions that the domestic bank faces the risks of credit and exchange rate when it provides the accounts receivable pledge for the supplier. It also analyzes a series of factors that influence the loan-to-value ratio, including pledge duration, pledge amount and exchange rate fluctuation and the relationship among their loan-to-value ratio. Finally, the numerical examples are given to validate the conclusion in the study.