TITLE:
Supply Chain Finance Credit Risk Evaluation Method Based on Self-Adaption Weight
AUTHORS:
Yueliang Su, Nan Lu
KEYWORDS:
Supply Chain Finance, Credit Risk, Self-Adaption Weight, Complex Network
JOURNAL NAME:
Journal of Computer and Communications,
Vol.3 No.7,
July
17,
2015
ABSTRACT: Credit risk is the core issue of supply
chain finance. In the supply chain, problems happened in different enterprises
can influent the whole to different degrees through transferring, thus statuses
of all enterprises and their different influences should be considered when
evaluating the supply chain’s credit risk. We examine the characters of supply
chain network and complex network, use the local growing complex network to
simulate the real supply chain, use cluster analysis to classify the company
into several levels; Introducing each level’s self-adaption weight formula
according to the company’s quantity and degrees of this level and use the
weight to improve the credit evaluation method. The research results indicate
that complex network can be used to simulate the supply chain. The credit risk
evaluation (CRE) of an enterprise level with bigger note degrees has a greater
weight in the supply chain system’s CRE, thus has greater effect on the whole
chain. Considering different influences of different enterprise levels can
improve credit risk evaluation method’s sensitivity.