物流金融活动的风险管理  

作　　者：刘凤娟[1] 郭胜大[2] 

机构地区：[1]无锡城市职业技术学院 [2]南京师范大学公共管理学院

出　　处：《企业经济》2012年第4期183-186,共4页Enterprise Economy

基　　金：江苏省2011年度高校哲学社会科学基金项目指导项目"物联网环境下江苏省物流金融创新研究"(批准号:2011SJD790021)

摘　　要：由于物流金融业务参与者投资的性质不同,其风险管理措施也有所不同。其措施是:运用MONTE CARLO模拟计算市场风险敞口的VAR并结合压力测试,分配物流金融业务所占资金比率及其每个领域的资金比例;运用信用风险模型分析风险敞口面临的潜在损失;通过改善物流金融业务参与者的业务流程、管理水平及定期和不定期内部检查等措施,降低操作风险带来的损失;通过控制不同信用等级的交易对家的不同资金配额、贷款及还款要求和衍生品交易限制等措施,降低因流动性风险产生的经济损失。Participants in logistics finance activities are different in risk management measures on account of being different in character of their investments.In general,their risk management measures are to utilize Monte Carlo Simulation calculate VAR of risk exposure,coupled with pressure testing,decide capital ratio of logistics finance businesses accounting for total investment and the proportion of funds of each field of its investment;to make full use of credit risk models to analyze potential risk loss of credit risk exposure under each confidence interval;to improve business processes,management level and regular and irregular internal inspections of participant in logistics finance businesses to reduce economic losses;to give different allocations of investments and loans and repayment requirements for different transaction counterparts based on different credit ratings and derivatives trading limits to decrease its risk loss.

关 键 词：物联网 物流金融衍生品 市场风险管理 信用风险管理 操作风险管理 

分 类 号：F830[经济管理—金融学]