Study on the Pledge Rate of Inventory Pledge Financing Business Considering Financing Business Risks

DOI

10.2991/mshsd-17.2018.60How to use a DOI?

Keywords

Inventory Pledge Financing, Pledge rate, Financing business risk, Value at Risk

Abstract

A reasonable pledge rate is essential to risk control on inventory pledge financing (IPF). Value at Risk (VAR) method is often used to calculate the pledge rate, but the method reckoned without the business risk. this paper embeds the risk assessment value of IPF business into the VAR model, and get a modified model to calculate the pledge rate. The new model can get the reasonable pledge rate varying with financing risk. this paper verifies the feasibility of the proposed model through case analysis.

Copyright

© 2018, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Daoyuan Ji
AU  - Ruiping Gao
AU  - Xuelei Lin
PY  - 2017/12
DA  - 2017/12
TI  - Study on the Pledge Rate of Inventory Pledge Financing Business Considering Financing Business Risks
BT  - Proceedings of the 2017 World Conference on Management Science and Human Social Development (MSHSD 2017)
PB  - Atlantis Press
SP  - 315
EP  - 318
SN  - 2352-5398
UR  - https://doi.org/10.2991/mshsd-17.2018.60
DO  - 10.2991/mshsd-17.2018.60
ID  - Ji2017/12
ER  -