The Evaluation Of The Multi-Agent Supply Chain Risk Based On VAR And CVAR

Supply chain risk assessment is a deeply practical study field, and the relevant quantitative supply chain risk assessment methods are of particular concern. However, because there are many companies in the supply chain, each node enterprises are facing a variety of risk factors, and exits many kinds of relevance among the risk factors, while comprehensive consideration of these complex relationships is a necessary condition to assess the risk of supply chain accurately. But it is difficult for the existing quantitative risk assessment models to take into account all these factors. So, how to comprehensively assess the risk of each nodal enterprise and supply chain in considering these factors is a serious problem.In this context, the paper discusses how to introduce the value at risk and the conditional value at risk which are of more mature theories in the financial field into the enterprise and supply chain risk assessment. First of all, the paper argues the lacks and defects of existing risk assessment methods in assessing the risk of each nodal enterprise and supply chain, and by comparing, states the applicability and superiority of the VaR and CVaR methods which are applied to supply chain risk assessment. Second, the paper introduces three evaluation methods of supply chain VaR model which includes Delta and Gamma parameter method, historical simulation and Monte-Carlo simulation in detail, illustrates the principles and their respective advantages and disadvantages, and ultimately uses the Monte-Carlo simulation method to assess the corporate and supply chain risk. Finally, the paper builds a Multi-Agent supply chain risk assessment model, and by taking 17 listed color TV companies for example, carries out the quantitative risk assessment to the Multi-Agent supply chain from three degrees respectively including the industry, the entire supply chain network and nodal enterprises, and then proposes the corresponding measures for optimizing the supply chain based on measurement results.This paper introduces the value at risk and the conditional value at risk which are of more mature theories in the financial field into the supply chain risk assessment, and makes the empirical analysis by taking color TV industry as an example. All of these provide kinds of new ideas and methods in the research of enterprise and supply chain risk management and evaluation, and are of some theoretical and practical value.