基于Z-numbers方法的仓单质押融资风险评估研究  

Research on Risk Assessment of Warehouse Receipt Hypothecation Under Z-numbers

作　　者：黄河[1] 李鹏程[1] 

机构地区：[1]南华大学经济管理学院人因工程研究所,湖南衡阳421001

出　　处：《物流工程与管理》2016年第3期99-103,共5页Logistics Engineering and Management

基　　金：国家自然科学基金资助(71301069);湖南省战略性新兴产业产学研创新平台创新能力建设项目(2012GK4101);湖南管理科学与工程重点学科

摘　　要：为提高仓单质押融资业务中物流金融风险定量评价的精度,文中通过整体业务模式的分析,从融资企业、物流企业、质押物、银行操作和法律风险建立5个风险评价指标体系,将Z-numbers方法和模糊理论进行有效地结合,建立基于Z-numbers的仓单质押融资风险定量评价方法,用于整体风险度量,最后进行实例分析,说明该方法的具体应用。研究结果表明,采用该方法可以有效提高风险评估的客观性和分析的精度,为仓单质押融资风险评估提供理论与实践支持。To improve the accuracy of warehouse receipt financing pledge logistics financial risk assessment,this paper through the analysis of the overall business model,choose financing companies,logistics companies,pledge,bank operation and legal risk to establish the 5 risk evaluation index system. Combined the Z- numbers method and fuzzy theory effectively,establish a risk index system based on Z- number for overall risk metrics which used for the overall risk measurement and finally a case analysis. The study,using this model can effectively improve the objectivity of an expert assessment,improve the risk assessment values,provide theory and practice support of warehouse receipts pledge financing.

关 键 词：仓单质押融资 模糊逻辑 风险评估 Z-numbers 

分 类 号：F250[经济管理—国民经济]