Assessment of associated credit risk in the supply chain based on trade credit risk contagion
被引:3
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作者:
Xie, Xiaofeng
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Sichuan Univ, West China Sch Nursing, West China Hosp, Innovat Ctr Nursing Res,Nursing Key Lab Sichuan P, Chengdu, Sichuan, Peoples R ChinaSichuan Univ, West China Sch Nursing, West China Hosp, Innovat Ctr Nursing Res,Nursing Key Lab Sichuan P, Chengdu, Sichuan, Peoples R China
Xie, Xiaofeng
[1
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Zhang, Fengying
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Sichuan Univ, West China Sch Nursing, West China Hosp, Chengdu, Sichuan, Peoples R ChinaSichuan Univ, West China Sch Nursing, West China Hosp, Innovat Ctr Nursing Res,Nursing Key Lab Sichuan P, Chengdu, Sichuan, Peoples R China
Zhang, Fengying
[2
]
Liu, Li
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Sichuan Univ, West China Sch Nursing, West China Hosp, Innovat Ctr Nursing Res,Nursing Key Lab Sichuan P, Chengdu, Sichuan, Peoples R ChinaSichuan Univ, West China Sch Nursing, West China Hosp, Innovat Ctr Nursing Res,Nursing Key Lab Sichuan P, Chengdu, Sichuan, Peoples R China
Liu, Li
[1
]
Yang, Yang
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Southwestern Univ Finance & Econ, Sch Econ Math, Chengdu, Sichuan, Peoples R ChinaSichuan Univ, West China Sch Nursing, West China Hosp, Innovat Ctr Nursing Res,Nursing Key Lab Sichuan P, Chengdu, Sichuan, Peoples R China
Yang, Yang
[3
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Hu, Xiuying
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Sichuan Univ, West China Sch Nursing, West China Hosp, Innovat Ctr Nursing Res,Nursing Key Lab Sichuan P, Chengdu, Sichuan, Peoples R ChinaSichuan Univ, West China Sch Nursing, West China Hosp, Innovat Ctr Nursing Res,Nursing Key Lab Sichuan P, Chengdu, Sichuan, Peoples R China
Hu, Xiuying
[1
]
机构:
[1] Sichuan Univ, West China Sch Nursing, West China Hosp, Innovat Ctr Nursing Res,Nursing Key Lab Sichuan P, Chengdu, Sichuan, Peoples R China
[2] Sichuan Univ, West China Sch Nursing, West China Hosp, Chengdu, Sichuan, Peoples R China
[3] Southwestern Univ Finance & Econ, Sch Econ Math, Chengdu, Sichuan, Peoples R China
Assessment of associated credit risk in the supply chain is a challenge in current credit risk management practices. This paper proposes a new approach for assessing associated credit risk in the supply chain based on graph theory and fuzzy preference theory. First, we classified the credit risk of firms in the supply chain into two types, namely firms' "own credit risk" and "credit risk contagion"; second, we designed a system of indicators for assessing the credit risks of firms in the supply chain and used fuzzy preference relations to obtain the fuzzy comparison judgment matrix of credit risk assessment indicators, on which basis we constructed the basic model for assessing the own credit risk of firms in the supply chain; third, we established a derivative model for assessing credit risk contagion. On this basis, we carried out a comprehensive assessment of the credit risk of firms in the supply chain by combining the two assessment results, revealing the contagion effect of associated credit risk in the supply chain based on trade credit risk contagion (TCRC). The case study shows that the credit risk assessment method proposed in this paper enables banks to accurately identify the credit risk status of firms in the supply chain, which helps curb the accumulation and outbreak of systemic financial risks.
机构:
Donghua Univ, Glorious Sun Sch Business & Management, Shanghai 200051, Peoples R ChinaDonghua Univ, Glorious Sun Sch Business & Management, Shanghai 200051, Peoples R China
Jiang, Shanshan
Fan, Hong
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Donghua Univ, Glorious Sun Sch Business & Management, Shanghai 200051, Peoples R ChinaDonghua Univ, Glorious Sun Sch Business & Management, Shanghai 200051, Peoples R China
Fan, Hong
Xia, Min
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机构:
Nanjing Univ Informat Sci & Technol, Jiangsu Key Lab Big Data Anal Technol, Nanjing 210044, Jiangsu, Peoples R ChinaDonghua Univ, Glorious Sun Sch Business & Management, Shanghai 200051, Peoples R China
机构:
Ctr Res Econ & Stat CREST, F-91120 Palaiseau, FranceCtr Res Econ & Stat CREST, F-91120 Palaiseau, France
Monfort, Alain
Pegoraro, Fulvio
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Ctr Res Econ & Stat CREST, F-91120 Palaiseau, France
Autorite Controle Prudentiel & Resolut ACPR, Direct Etud & Anal Risques, F-75436 Paris, FranceCtr Res Econ & Stat CREST, F-91120 Palaiseau, France
Pegoraro, Fulvio
Renne, Jean-Paul
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机构:
Univ Lausanne, Fac Hautes Etud Commerciales HEC, CH-1015 Lausanne, SwitzerlandCtr Res Econ & Stat CREST, F-91120 Palaiseau, France
Renne, Jean-Paul
Roussellet, Guillaume
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机构:
McGill Univ, Desautels Fac Management, Montreal, PQ H3A 1G5, CanadaCtr Res Econ & Stat CREST, F-91120 Palaiseau, France
机构:
Chengdu Univ, Business Sch, 2025 Chengluo Ave, Chengdu 610106, Peoples R ChinaChengdu Univ, Business Sch, 2025 Chengluo Ave, Chengdu 610106, Peoples R China
Xu, Kai
Mo, Jianming
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机构:
Southwestern Univ Finance & Econ, Chinese Finance Res Inst, 55 Guanghua Village Rd, Chengdu 610074, Peoples R ChinaChengdu Univ, Business Sch, 2025 Chengluo Ave, Chengdu 610106, Peoples R China
Mo, Jianming
Qian, Qian
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机构:
Sichuan Normal Univ, Sch Business, 5 Jinan Rd, Chengdu 610101, Peoples R ChinaChengdu Univ, Business Sch, 2025 Chengluo Ave, Chengdu 610106, Peoples R China
Qian, Qian
Zhang, Fengying
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机构:
Sichuan Univ, West China Sch Nursing, 37 Guoxuexiang, Chengdu 610041, Peoples R ChinaChengdu Univ, Business Sch, 2025 Chengluo Ave, Chengdu 610106, Peoples R China
Zhang, Fengying
Xie, Xiaofeng
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机构:
Sichuan Univ, West China Sch Nursing, West China Hosp, 37 Guoxuexiang, Chengdu 610041, Peoples R ChinaChengdu Univ, Business Sch, 2025 Chengluo Ave, Chengdu 610106, Peoples R China
Xie, Xiaofeng
Zhou, Zongfang
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机构:
Univ Elect Sci & Technol China, Sch Management & Econ, 2006 Xiyuan Ave, Chengdu 611731, Peoples R ChinaChengdu Univ, Business Sch, 2025 Chengluo Ave, Chengdu 610106, Peoples R China
机构:
Minjiang Univ, Newhuadu Business Sch, 200 Xiyuangong Rd, Fuzhou 350108, Peoples R ChinaMinjiang Univ, Newhuadu Business Sch, 200 Xiyuangong Rd, Fuzhou 350108, Peoples R China
Sun, Shuxiao
Hua, Shengya
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机构:
South China Normal Univ, Sch Econ & Management, 55,West Zhongshan Ave, Guangzhou 510631, Peoples R ChinaMinjiang Univ, Newhuadu Business Sch, 200 Xiyuangong Rd, Fuzhou 350108, Peoples R China
Hua, Shengya
Liu, Zhongyi
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机构:
Peoples Publ Secur Univ China, Sch Management, 1 Muxidinanli, Beijing 100038, Peoples R ChinaMinjiang Univ, Newhuadu Business Sch, 200 Xiyuangong Rd, Fuzhou 350108, Peoples R China